SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
| SENSEX 15APR2025 73100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 34.20
Theta: -67.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73860.71 | 1271.9 | -414.15 | 19.55 | 878 | 234 | 290 | |||
| 8 Apr | 74227.08 | 1754.35 | -86.6 | 24.49 | 390 | 56 | 56 | |||
| 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 | |||
| 19 Mar | 75449.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 73100 expiring on 15APR2025
Delta for 73100 CE is 0.69
Historical price for 73100 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 1271.9, which was -414.15 lower than the previous day. The implied volatity was 19.55, the open interest changed by 234 which increased total open position to 290
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1754.35, which was -86.6 lower than the previous day. The implied volatity was 24.49, the open interest changed by 56 which increased total open position to 56
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 73100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 35.17
Theta: -56.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73860.71 | 493 | 97.3 | 22.61 | 16,364 | 1,724 | 1,897 |
| 8 Apr | 74227.08 | 403.6 | -1295.35 | 22.11 | 707 | 173 | 173 |
| 7 Apr | 73137.90 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 111.85 | -389.95 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 111.85 | -389.95 | 10.79 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 73100 expiring on 15APR2025
Delta for 73100 PE is -0.34
Historical price for 73100 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 493, which was 97.3 higher than the previous day. The implied volatity was 22.61, the open interest changed by 1724 which increased total open position to 1897
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 403.6, which was -1295.35 lower than the previous day. The implied volatity was 22.11, the open interest changed by 173 which increased total open position to 173
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 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 111.85, which was -389.95 lower than the previous day. The implied volatity was 10.79, 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
