SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 72700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 14.50
Theta: -62.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 2616.7 | 923.05 | 25.52 | 18 | -2 | 117 | |||
| 9 Apr | 73847.15 | 1729.85 | -570 | 25.85 | 485 | 119 | 119 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 19 Mar | 75449.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 72700 expiring on 15APR2025
Delta for 72700 CE is 0.90
Historical price for 72700 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 2616.7, which was 923.05 higher than the previous day. The implied volatity was 25.52, the open interest changed by -2 which decreased total open position to 117
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1729.85, which was -570 lower than the previous day. The implied volatity was 25.85, the open interest changed by 119 which increased total open position to 119
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 15APR2025 72700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 11.88
Theta: -30.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 66.35 | -338 | 22.76 | 70,754 | 2,294 | 3,714 |
| 9 Apr | 73847.15 | 419.85 | 108.95 | 24.51 | 29,806 | 1,295 | 1,420 |
| 8 Apr | 74227.08 | 326.25 | -1180.45 | 22.99 | 547 | 124 | 125 |
| 7 Apr | 73137.90 | 60 | 49.8 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 60 | 49.8 | 15.20 | 1 | 1 | 1 |
| 3 Apr | 76295.36 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 60 | -90.9 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 60 | -90.9 | 13.11 | 3 | 0 | 0 |
| 19 Mar | 75449.05 | 301 | -225.45 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 301 | -225.45 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 301 | -225.45 | 12.30 | 2 | 0 | 0 |
For Sensex - strike price 72700 expiring on 15APR2025
Delta for 72700 PE is -0.08
Historical price for 72700 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 66.35, which was -338 lower than the previous day. The implied volatity was 22.76, the open interest changed by 2294 which increased total open position to 3714
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 419.85, which was 108.95 higher than the previous day. The implied volatity was 24.51, the open interest changed by 1295 which increased total open position to 1420
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 326.25, which was -1180.45 lower than the previous day. The implied volatity was 22.99, the open interest changed by 124 which increased total open position to 125
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 60, which was 49.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 60, which was 49.8 higher than the previous day. The implied volatity was 15.20, the open interest changed by 1 which increased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 60, which was -90.9 lower than the previous day. The implied volatity was 13.11, the open interest changed by 0 which decreased total open position to 0
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 301, which was -225.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 301, which was -225.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 301, which was -225.45 lower than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 0
