SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 73100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 19.18
Theta: -77.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75155.86 | 2315.95 | 934.25 | 26.72 | 38 | -3 | 387 | |||
| 9 Apr | 73847.15 | 1433.6 | -252.45 | 24.96 | 1,592 | 334 | 390 | |||
| 8 Apr | 74227.08 | 1754.35 | -86.6 | 24.49 | 390 | 56 | 56 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 73100 expiring on 15APR2025
Delta for 73100 CE is 0.85
Historical price for 73100 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 2315.95, which was 934.25 higher than the previous day. The implied volatity was 26.72, the open interest changed by -3 which decreased total open position to 387
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1433.6, which was -252.45 lower than the previous day. The implied volatity was 24.96, the open interest changed by 334 which increased total open position to 390
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 16.37
Theta: -42.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75155.86 | 114.85 | -391.25 | 23.31 | 36,740 | 2,118 | 3,983 |
| 9 Apr | 73847.15 | 499.5 | 103.8 | 23.04 | 45,621 | 1,692 | 1,865 |
| 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 -0.12
Historical price for 73100 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 114.85, which was -391.25 lower than the previous day. The implied volatity was 23.31, the open interest changed by 2118 which increased total open position to 3983
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 499.5, which was 103.8 higher than the previous day. The implied volatity was 23.04, the open interest changed by 1692 which increased total open position to 1865
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
