SENSEX
Sensex
Historical option data for SENSEX
08 Apr 2025 05:51 PM IST
| SENSEX 15APR2025 73300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 36.98
Theta: -76.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 74227.08 | 1600 | -142.75 | 23.96 | 486 | 43 | 43 | |||
| 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 | |||
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| 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 73300 expiring on 15APR2025
Delta for 73300 CE is 0.67
Historical price for 73300 CE is as follows
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1600, which was -142.75 lower than the previous day. The implied volatity was 23.96, the open interest changed by 43 which increased total open position to 43
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 73300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 36.22
Theta: -49.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 74227.08 | 450 | -710.3 | 21.70 | 2,452 | 183 | 211 |
| 7 Apr | 73137.90 | 1200 | 1103.55 | 27.77 | 39 | 28 | 28 |
| 4 Apr | 75364.69 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 251 | -313.5 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 251 | -313.5 | 13.23 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 304 | -321.35 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 73300 expiring on 15APR2025
Delta for 73300 PE is -0.31
Historical price for 73300 PE is as follows
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 450, which was -710.3 lower than the previous day. The implied volatity was 21.70, the open interest changed by 183 which increased total open position to 211
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1200, which was 1103.55 higher than the previous day. The implied volatity was 27.77, the open interest changed by 28 which increased total open position to 28
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 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 251, which was -313.5 lower than the previous day. The implied volatity was 13.23, 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 304, which was -321.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
