SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 73400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 17.62
Theta: -61.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 1933.5 | 757.45 | 21.09 | 217 | 35 | 634 | |||
| 9 Apr | 73847.15 | 1242.8 | -229.6 | 24.77 | 8,006 | 539 | 599 | |||
| 8 Apr | 74227.08 | 1524.6 | -170.4 | 23.69 | 682 | 60 | 60 | |||
| 7 Apr | 73137.90 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 76024.51 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 2092 | -565.7 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 2092 | -565.7 | - | 2 | 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 73400 expiring on 15APR2025
Delta for 73400 CE is 0.86
Historical price for 73400 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 1933.5, which was 757.45 higher than the previous day. The implied volatity was 21.09, the open interest changed by 35 which increased total open position to 634
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1242.8, which was -229.6 lower than the previous day. The implied volatity was 24.77, the open interest changed by 539 which increased total open position to 599
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1524.6, which was -170.4 lower than the previous day. The implied volatity was 23.69, the open interest changed by 60 which increased total open position to 60
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 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 2092, which was -565.7 lower than the previous day. The implied volatity was -, 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 73400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 17.22
Theta: -39.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 111.85 | -485.6 | 20.70 | 60,389 | 2,300 | 4,274 |
| 9 Apr | 73847.15 | 606 | 136.2 | 22.87 | 52,872 | 1,668 | 1,974 |
| 8 Apr | 74227.08 | 480.15 | -1372.45 | 21.63 | 1,626 | 306 | 306 |
| 7 Apr | 73137.90 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 139 | -458.8 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 139 | -458.8 | 10.58 | 2 | 0 | 0 |
| 17 Mar | 74169.95 | 414 | -290.65 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 73400 expiring on 15APR2025
Delta for 73400 PE is -0.13
Historical price for 73400 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 111.85, which was -485.6 lower than the previous day. The implied volatity was 20.70, the open interest changed by 2300 which increased total open position to 4274
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 606, which was 136.2 higher than the previous day. The implied volatity was 22.87, the open interest changed by 1668 which increased total open position to 1974
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 480.15, which was -1372.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 306 which increased total open position to 306
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 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 139, which was -458.8 lower than the previous day. The implied volatity was 10.58, 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 414, which was -290.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
