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Related Pages for SENSEX
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SENSEX
Sensex
77317.24 272.95 (0.35%)

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Historical option data for SENSEX

17 Apr 2025 11:28 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 73800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 3034 1034 0.00 0 0 4
16 Apr 77044.29 3034 1034 0.00 0 0 4
15 Apr 76734.89 3034 1034 - 4 -1 4
11 Apr 75157.26 2000 744.85 19.85 4 0 5
9 Apr 73847.15 1255.15 -971.45 19.71 11 5 5
13 Mar 73828.91 0 0 0.00 0 0 0
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
5 Mar 73730.23 0 0 0.00 0 0 0

For Sensex - strike price 73800 expiring on 22APR2025

Delta for 73800 CE is 0.00

Historical price for 73800 CE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 3034, which was 1034 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 3034, which was 1034 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 3034, which was 1034 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4


On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 2000, which was 744.85 higher than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 5


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1255.15, which was -971.45 lower than the previous day. The implied volatity was 19.71, the open interest changed by 5 which increased total open position to 5


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 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


SENSEX 22APR2025 73800 PE
Delta: -0.03
Vega: 6.41
Theta: -12.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 24.1 -14 21.61 14,890 570 2,373
16 Apr 77044.29 36.6 -38.75 20.54 32,518 1,596 1,803
15 Apr 76734.89 71.9 -440.15 20.54 281 166 207
11 Apr 75157.26 479.75 -528.15 21.22 189 41 41
9 Apr 73847.15 433 -481.25 0.00 0 0 0
13 Mar 73828.91 433 -481.25 0.00 0 0 0
12 Mar 74029.76 433 -481.25 8.74 2 0 0
11 Mar 74102.32 0 0 0.00 0 0 0
10 Mar 74115.17 0 0 0.00 0 0 0
5 Mar 73730.23 0 0 0.00 0 0 0

For Sensex - strike price 73800 expiring on 22APR2025

Delta for 73800 PE is -0.03

Historical price for 73800 PE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 24.1, which was -14 lower than the previous day. The implied volatity was 21.61, the open interest changed by 570 which increased total open position to 2373


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 36.6, which was -38.75 lower than the previous day. The implied volatity was 20.54, the open interest changed by 1596 which increased total open position to 1803


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 71.9, which was -440.15 lower than the previous day. The implied volatity was 20.54, the open interest changed by 166 which increased total open position to 207


On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 479.75, which was -528.15 lower than the previous day. The implied volatity was 21.22, the open interest changed by 41 which increased total open position to 41


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 433, which was -481.25 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 433, which was -481.25 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 433, which was -481.25 lower than the previous day. The implied volatity was 8.74, 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 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