SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 73700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 22.25
Theta: -75.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75155.86 | 1740.7 | 770.05 | 22.67 | 1,242 | -20 | 1,249 | |||
| 9 Apr | 73847.15 | 1020.25 | -252.2 | 23.34 | 50,117 | 1,121 | 1,269 | |||
| 8 Apr | 74227.08 | 1315.4 | -241.65 | 23.14 | 2,011 | 148 | 148 | |||
| 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 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 73828.91 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 12 Mar | 74029.76 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 74102.32 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 74115.17 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 74332.58 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 73730.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 72989.93 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 73085.94 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 73198.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 73700 expiring on 15APR2025
Delta for 73700 CE is 0.81
Historical price for 73700 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 1740.7, which was 770.05 higher than the previous day. The implied volatity was 22.67, the open interest changed by -20 which decreased total open position to 1249
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1020.25, which was -252.2 lower than the previous day. The implied volatity was 23.34, the open interest changed by 1121 which increased total open position to 1269
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1315.4, which was -241.65 lower than the previous day. The implied volatity was 23.14, the open interest changed by 148 which increased total open position to 148
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
On 13 Mar SENSEX was trading at 73828.91. 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 12 Mar SENSEX was trading at 74029.76. 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 11 Mar SENSEX was trading at 74102.32. 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 10 Mar SENSEX was trading at 74115.17. 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 7 Mar SENSEX was trading at 74332.58. 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 6 Mar SENSEX was trading at 74340.09. 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 5 Mar SENSEX was trading at 73730.23. 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 Mar SENSEX was trading at 72989.93. 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 Mar SENSEX was trading at 73085.94. 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 Feb SENSEX was trading at 73198.10. 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 73700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 21.72
Theta: -52.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75155.86 | 183.8 | -517.05 | 21.95 | 33,089 | 2,614 | 5,878 |
| 9 Apr | 73847.15 | 704.7 | 145.5 | 22.07 | 1,06,806 | 2,679 | 3,264 |
| 8 Apr | 74227.08 | 560 | -1123.35 | 20.90 | 3,588 | 572 | 585 |
| 7 Apr | 73137.90 | 1683.35 | 1532.5 | 34.05 | 20 | 13 | 13 |
| 4 Apr | 75364.69 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 600 | -288.2 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 600 | -288.2 | 12.60 | 2 | 0 | 0 |
| 13 Mar | 73828.91 | 801 | -1.35 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 74029.76 | 801 | -1.35 | 13.88 | 6 | 0 | 0 |
| 11 Mar | 74102.32 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 74115.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 73730.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 72989.93 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 73085.94 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 73198.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 73700 expiring on 15APR2025
Delta for 73700 PE is -0.19
Historical price for 73700 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 183.8, which was -517.05 lower than the previous day. The implied volatity was 21.95, the open interest changed by 2614 which increased total open position to 5878
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 704.7, which was 145.5 higher than the previous day. The implied volatity was 22.07, the open interest changed by 2679 which increased total open position to 3264
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 560, which was -1123.35 lower than the previous day. The implied volatity was 20.90, the open interest changed by 572 which increased total open position to 585
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1683.35, which was 1532.5 higher than the previous day. The implied volatity was 34.05, the open interest changed by 13 which increased total open position to 13
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 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 600, which was -288.2 lower than the previous day. The implied volatity was 12.60, 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 801, which was -1.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar SENSEX was trading at 74029.76. The strike last trading price was 801, which was -1.35 lower than the previous day. The implied volatity was 13.88, 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 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 10 Mar SENSEX was trading at 74115.17. 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 7 Mar SENSEX was trading at 74332.58. 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 6 Mar SENSEX was trading at 74340.09. 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 5 Mar SENSEX was trading at 73730.23. 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 Mar SENSEX was trading at 72989.93. 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 Mar SENSEX was trading at 73085.94. 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 Feb SENSEX was trading at 73198.10. 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
