SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:26 PM IST
| SENSEX 15APR2025 73500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 76812.77 | 3295.8 | 1421.7 | - | 267 | -28 | 8,576 | |||
| 11 Apr | 75157.26 | 1956.3 | 853.05 | 26.02 | 5,505 | -323 | 8,604 | |||
| 9 Apr | 73847.15 | 1150.15 | -251.7 | 23.83 | 36,559 | 8,278 | 8,927 | |||
| 8 Apr | 74227.08 | 1456.25 | 366.4 | 23.58 | 6,217 | 470 | 649 | |||
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| 7 Apr | 73137.90 | 1277 | -852.75 | 31.81 | 660 | 179 | 179 | |||
| 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 73500 expiring on 15APR2025
Delta for 73500 CE is -
Historical price for 73500 CE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 3295.8, which was 1421.7 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 8576
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1956.3, which was 853.05 higher than the previous day. The implied volatity was 26.02, the open interest changed by -323 which decreased total open position to 8604
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1150.15, which was -251.7 lower than the previous day. The implied volatity was 23.83, the open interest changed by 8278 which increased total open position to 8927
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1456.25, which was 366.4 higher than the previous day. The implied volatity was 23.58, the open interest changed by 470 which increased total open position to 649
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1277, which was -852.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 179 which increased total open position to 179
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 73500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 76812.77 | 2.65 | -174.5 | - | 5,05,409 | 45,407 | 71,591 |
| 11 Apr | 75157.26 | 160 | -468.4 | 23.15 | 6,54,618 | 13,981 | 26,184 |
| 9 Apr | 73847.15 | 637.8 | 142.3 | 22.62 | 1,40,735 | 10,106 | 12,203 |
| 8 Apr | 74227.08 | 502.95 | -729.6 | 21.32 | 26,834 | 1,883 | 2,097 |
| 7 Apr | 73137.90 | 1126.2 | 1005 | 23.65 | 2,187 | 213 | 214 |
| 4 Apr | 75364.69 | 0.05 | -27.05 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 0.05 | -27.05 | 6.40 | 1 | 1 | 1 |
| 2 Apr | 76617.44 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 72 | -203.45 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 72 | -203.45 | 11.51 | 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 73500 expiring on 15APR2025
Delta for 73500 PE is -
Historical price for 73500 PE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 2.65, which was -174.5 lower than the previous day. The implied volatity was -, the open interest changed by 45407 which increased total open position to 71591
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 160, which was -468.4 lower than the previous day. The implied volatity was 23.15, the open interest changed by 13981 which increased total open position to 26184
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 637.8, which was 142.3 higher than the previous day. The implied volatity was 22.62, the open interest changed by 10106 which increased total open position to 12203
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 502.95, which was -729.6 lower than the previous day. The implied volatity was 21.32, the open interest changed by 1883 which increased total open position to 2097
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1126.2, which was 1005 higher than the previous day. The implied volatity was 23.65, the open interest changed by 213 which increased total open position to 214
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 0.05, which was -27.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 0.05, which was -27.05 lower than the previous day. The implied volatity was 6.40, the open interest changed by 1 which increased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 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 72, which was -203.45 lower than the previous day. The implied volatity was 11.51, 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
