SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 73800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 19.57
Theta: -59.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 1538.6 | 628.65 | 18.06 | 6,579 | -2,038 | 3,011 | |||
| 9 Apr | 73847.15 | 989.9 | -236.95 | 23.95 | 1,50,016 | 4,714 | 5,049 | |||
| 8 Apr | 74227.08 | 1237 | -275.85 | 22.66 | 5,258 | 335 | 335 | |||
| 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 | |||
| 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 | |||
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| 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 73800 expiring on 15APR2025
Delta for 73800 CE is 0.84
Historical price for 73800 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 1538.6, which was 628.65 higher than the previous day. The implied volatity was 18.06, the open interest changed by -2038 which decreased total open position to 3011
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 989.9, which was -236.95 lower than the previous day. The implied volatity was 23.95, the open interest changed by 4714 which increased total open position to 5049
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1237, which was -275.85 lower than the previous day. The implied volatity was 22.66, the open interest changed by 335 which increased total open position to 335
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 73800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 20.98
Theta: -45.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 153 | -586.4 | 19.51 | 1,06,147 | 1,931 | 9,373 |
| 9 Apr | 73847.15 | 744.8 | 155.6 | 21.91 | 2,12,572 | 6,608 | 7,442 |
| 8 Apr | 74227.08 | 595.85 | -1347.4 | 20.82 | 8,315 | 787 | 834 |
| 7 Apr | 73137.90 | 1943.25 | 1775.55 | 38.80 | 58 | 47 | 47 |
| 4 Apr | 75364.69 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 180 | -158.7 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 180 | -158.7 | 13.72 | 3 | 0 | 0 |
| 19 Mar | 75449.05 | 600 | -248.05 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 600 | -248.05 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 600 | -248.05 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 73828.91 | 600 | -248.05 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 74029.76 | 600 | -248.05 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 74102.32 | 600 | -248.05 | 11.28 | 2 | 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 73800 expiring on 15APR2025
Delta for 73800 PE is -0.18
Historical price for 73800 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 153, which was -586.4 lower than the previous day. The implied volatity was 19.51, the open interest changed by 1931 which increased total open position to 9373
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 744.8, which was 155.6 higher than the previous day. The implied volatity was 21.91, the open interest changed by 6608 which increased total open position to 7442
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 595.85, which was -1347.4 lower than the previous day. The implied volatity was 20.82, the open interest changed by 787 which increased total open position to 834
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1943.25, which was 1775.55 higher than the previous day. The implied volatity was 38.80, the open interest changed by 47 which increased total open position to 47
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 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 180, which was -158.7 lower than the previous day. The implied volatity was 13.72, 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 -248.05 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 -248.05 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 -248.05 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 600, which was -248.05 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 600, which was -248.05 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 600, which was -248.05 lower than the previous day. The implied volatity was 11.28, 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
