SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 73000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 32.62
Theta: -62.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 1309.15 | -456.3 | 18.54 | 3,021 | 189 | 2,534 | |||
| 8 Apr | 74227.08 | 1820 | 406.4 | 24.38 | 4,185 | 1,351 | 2,345 | |||
| 7 Apr | 73137.90 | 1544.1 | -1030.6 | 32.26 | 10,583 | 994 | 994 | |||
| 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 | |||
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| 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 | |||
| 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 73000 expiring on 15APR2025
Delta for 73000 CE is 0.72
Historical price for 73000 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 1309.15, which was -456.3 lower than the previous day. The implied volatity was 18.54, the open interest changed by 189 which increased total open position to 2534
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1820, which was 406.4 higher than the previous day. The implied volatity was 24.38, the open interest changed by 1351 which increased total open position to 2345
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1544.1, which was -1030.6 lower than the previous day. The implied volatity was 32.26, the open interest changed by 994 which increased total open position to 994
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 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 33.97
Theta: -52.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 419.35 | 45.45 | 21.53 | 78,947 | 7,382 | 11,614 |
| 8 Apr | 74227.08 | 372.4 | -667 | 22.03 | 31,381 | 2,810 | 4,232 |
| 7 Apr | 73137.90 | 1003.9 | 933.6 | 26.61 | 7,392 | 1,379 | 1,422 |
| 4 Apr | 75364.69 | 75 | 49.95 | 14.73 | 45 | 41 | 43 |
| 3 Apr | 76295.36 | 25.1 | 12.1 | 14.25 | 4 | 2 | 2 |
| 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 |
| 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 73000 expiring on 15APR2025
Delta for 73000 PE is -0.31
Historical price for 73000 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 419.35, which was 45.45 higher than the previous day. The implied volatity was 21.53, the open interest changed by 7382 which increased total open position to 11614
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 372.4, which was -667 lower than the previous day. The implied volatity was 22.03, the open interest changed by 2810 which increased total open position to 4232
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1003.9, which was 933.6 higher than the previous day. The implied volatity was 26.61, the open interest changed by 1379 which increased total open position to 1422
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 75, which was 49.95 higher than the previous day. The implied volatity was 14.73, the open interest changed by 41 which increased total open position to 43
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 25.1, which was 12.1 higher than the previous day. The implied volatity was 14.25, the open interest changed by 2 which increased total open position to 2
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
