SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 73600 CE | ||||||||||
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Delta: 0.83
Vega: 20.57
Theta: -68.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 75081.06 | 1735.8 | 695.25 | 21.24 | 885 | 24 | 947 | |||
| 9 Apr | 73847.15 | 1100.8 | -252.4 | 24.03 | 19,334 | 801 | 923 | |||
| 8 Apr | 74227.08 | 1389.65 | -212.5 | 23.47 | 1,426 | 122 | 122 | |||
| 7 Apr | 73137.90 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 3800 | 563.35 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 3800 | 563.35 | - | 2 | -1 | 0 | |||
| 20 Mar | 76348.06 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 19 Mar | 75449.05 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 18 Mar | 75301.26 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 17 Mar | 74169.95 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 13 Mar | 73828.91 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 12 Mar | 74029.76 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 11 Mar | 74102.32 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 10 Mar | 74115.17 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 7 Mar | 74332.58 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 6 Mar | 74340.09 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 5 Mar | 73730.23 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 4 Mar | 72989.93 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 3 Mar | 73085.94 | 2546.05 | 114.25 | 0.00 | 0 | 0 | 1 | |||
| 28 Feb | 73198.10 | 2546.05 | 114.25 | 22.05 | 1 | 1 | 1 | |||
For Sensex - strike price 73600 expiring on 15APR2025
Delta for 73600 CE is 0.83
Historical price for 73600 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 1735.8, which was 695.25 higher than the previous day. The implied volatity was 21.24, the open interest changed by 24 which increased total open position to 947
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1100.8, which was -252.4 lower than the previous day. The implied volatity was 24.03, the open interest changed by 801 which increased total open position to 923
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1389.65, which was -212.5 lower than the previous day. The implied volatity was 23.47, the open interest changed by 122 which increased total open position to 122
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher 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 3800, which was 563.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 13 Mar SENSEX was trading at 73828.91. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 12 Mar SENSEX was trading at 74029.76. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 11 Mar SENSEX was trading at 74102.32. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 10 Mar SENSEX was trading at 74115.17. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Mar SENSEX was trading at 74332.58. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 6 Mar SENSEX was trading at 74340.09. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 5 Mar SENSEX was trading at 73730.23. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Mar SENSEX was trading at 72989.93. The strike last trading price was 2546.05, which was 114.25 higher 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 Mar SENSEX was trading at 73085.94. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Feb SENSEX was trading at 73198.10. The strike last trading price was 2546.05, which was 114.25 higher than the previous day. The implied volatity was 22.05, the open interest changed by 1 which increased total open position to 1
| SENSEX 15APR2025 73600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 19.45
Theta: -42.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 134.2 | -529.7 | 19.86 | 57,686 | 2,911 | 5,216 |
| 9 Apr | 73847.15 | 656.3 | 134.65 | 21.97 | 69,379 | 1,907 | 2,305 |
| 8 Apr | 74227.08 | 509.75 | -1125.65 | 20.56 | 3,177 | 392 | 398 |
| 7 Apr | 73137.90 | 1635.4 | 1500 | 34.21 | 6 | 6 | 6 |
| 4 Apr | 75364.69 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 73828.91 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 74029.76 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 74102.32 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 74115.17 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 74340.09 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 73730.23 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 72989.93 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 73085.94 | 747 | -58.95 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 73198.10 | 747 | -58.95 | 9.54 | 2 | 0 | 0 |
For Sensex - strike price 73600 expiring on 15APR2025
Delta for 73600 PE is -0.16
Historical price for 73600 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 134.2, which was -529.7 lower than the previous day. The implied volatity was 19.86, the open interest changed by 2911 which increased total open position to 5216
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 656.3, which was 134.65 higher than the previous day. The implied volatity was 21.97, the open interest changed by 1907 which increased total open position to 2305
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 509.75, which was -1125.65 lower than the previous day. The implied volatity was 20.56, the open interest changed by 392 which increased total open position to 398
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1635.4, which was 1500 higher than the previous day. The implied volatity was 34.21, the open interest changed by 6 which increased total open position to 6
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 747, which was -58.95 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 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 747, which was -58.95 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 13 Mar SENSEX was trading at 73828.91. The strike last trading price was 747, which was -58.95 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 12 Mar SENSEX was trading at 74029.76. The strike last trading price was 747, which was -58.95 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 11 Mar SENSEX was trading at 74102.32. The strike last trading price was 747, which was -58.95 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 10 Mar SENSEX was trading at 74115.17. The strike last trading price was 747, which was -58.95 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 7 Mar SENSEX was trading at 74332.58. The strike last trading price was 747, which was -58.95 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 6 Mar SENSEX was trading at 74340.09. The strike last trading price was 747, which was -58.95 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 5 Mar SENSEX was trading at 73730.23. The strike last trading price was 747, which was -58.95 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 Mar SENSEX was trading at 72989.93. The strike last trading price was 747, which was -58.95 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 Mar SENSEX was trading at 73085.94. The strike last trading price was 747, which was -58.95 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 Feb SENSEX was trading at 73198.10. The strike last trading price was 747, which was -58.95 lower than the previous day. The implied volatity was 9.54, the open interest changed by 0 which decreased total open position to 0
