SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 73900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 24.13
Theta: -88.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 1601.3 | 751 | 24.12 | 14,137 | -5,377 | 3,289 | |||
| 9 Apr | 73847.15 | 924.9 | -213.4 | 23.59 | 1,92,250 | 8,447 | 8,666 | |||
| 8 Apr | 74227.08 | 1177.85 | -291.65 | 22.63 | 4,418 | 219 | 219 | |||
| 7 Apr | 73137.90 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 3500 | 522.35 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 3500 | 522.35 | - | 5 | -4 | 0 | |||
| 20 Mar | 76348.06 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 19 Mar | 75449.05 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 18 Mar | 75301.26 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 17 Mar | 74169.95 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 13 Mar | 73828.91 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 12 Mar | 74029.76 | 1576.35 | 0 | 0.00 | 0 | 0 | 4 | |||
| 11 Mar | 74102.32 | 1576.35 | 0 | 11.67 | 1 | 0 | 4 | |||
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| 10 Mar | 74115.17 | 1400 | -139.6 | 0.00 | 0 | 0 | 4 | |||
| 7 Mar | 74332.58 | 1400 | -139.6 | 0.00 | 0 | 0 | 4 | |||
| 6 Mar | 74340.09 | 1400 | -139.6 | 0.00 | 0 | 0 | 4 | |||
| 5 Mar | 73730.23 | 1400 | -139.6 | 0.00 | 0 | 0 | 4 | |||
| 4 Mar | 72989.93 | 1400 | -139.6 | 14.49 | 4 | -1 | 4 | |||
| 3 Mar | 73085.94 | 1539.6 | 759.6 | 15.14 | 1 | 1 | 5 | |||
| 28 Feb | 73198.10 | 960 | -1279.85 | 8.15 | 8 | 4 | 4 | |||
For Sensex - strike price 73900 expiring on 15APR2025
Delta for 73900 CE is 0.77
Historical price for 73900 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1601.3, which was 751 higher than the previous day. The implied volatity was 24.12, the open interest changed by -5377 which decreased total open position to 3289
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 924.9, which was -213.4 lower than the previous day. The implied volatity was 23.59, the open interest changed by 8447 which increased total open position to 8666
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1177.85, which was -291.65 lower than the previous day. The implied volatity was 22.63, the open interest changed by 219 which increased total open position to 219
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 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 3500, which was 522.35 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 1576.35, 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 4
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 1576.35, 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 4
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 1576.35, 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 4
On 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 1576.35, 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 4
On 13 Mar SENSEX was trading at 73828.91. The strike last trading price was 1576.35, 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 4
On 12 Mar SENSEX was trading at 74029.76. The strike last trading price was 1576.35, 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 4
On 11 Mar SENSEX was trading at 74102.32. The strike last trading price was 1576.35, which was 0 lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 4
On 10 Mar SENSEX was trading at 74115.17. The strike last trading price was 1400, which was -139.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 7 Mar SENSEX was trading at 74332.58. The strike last trading price was 1400, which was -139.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 6 Mar SENSEX was trading at 74340.09. The strike last trading price was 1400, which was -139.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 5 Mar SENSEX was trading at 73730.23. The strike last trading price was 1400, which was -139.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 4 Mar SENSEX was trading at 72989.93. The strike last trading price was 1400, which was -139.6 lower than the previous day. The implied volatity was 14.49, the open interest changed by -1 which decreased total open position to 4
On 3 Mar SENSEX was trading at 73085.94. The strike last trading price was 1539.6, which was 759.6 higher than the previous day. The implied volatity was 15.14, the open interest changed by 1 which increased total open position to 5
On 28 Feb SENSEX was trading at 73198.10. The strike last trading price was 960, which was -1279.85 lower than the previous day. The implied volatity was 8.15, the open interest changed by 4 which increased total open position to 4
| SENSEX 15APR2025 73900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 23.20
Theta: -60.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 223.45 | -558.8 | 22.44 | 2,25,991 | -4,669 | 4,458 |
| 9 Apr | 73847.15 | 770.9 | 147.35 | 21.32 | 2,12,065 | 8,672 | 9,127 |
| 8 Apr | 74227.08 | 618 | -1649.45 | 20.35 | 5,716 | 349 | 455 |
| 7 Apr | 73137.90 | 2267.45 | 2081.5 | 45.04 | 144 | 106 | 106 |
| 4 Apr | 75364.69 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 73828.91 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 74029.76 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 74102.32 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 74115.17 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 74340.09 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 73730.23 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 72989.93 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 73085.94 | 800 | -111.45 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 73198.10 | 800 | -111.45 | 8.77 | 2 | 0 | 0 |
For Sensex - strike price 73900 expiring on 15APR2025
Delta for 73900 PE is -0.22
Historical price for 73900 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 223.45, which was -558.8 lower than the previous day. The implied volatity was 22.44, the open interest changed by -4669 which decreased total open position to 4458
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 770.9, which was 147.35 higher than the previous day. The implied volatity was 21.32, the open interest changed by 8672 which increased total open position to 9127
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 618, which was -1649.45 lower than the previous day. The implied volatity was 20.35, the open interest changed by 349 which increased total open position to 455
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2267.45, which was 2081.5 higher than the previous day. The implied volatity was 45.04, the open interest changed by 106 which increased total open position to 106
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 800, which was -111.45 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 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 800, which was -111.45 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 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 800, which was -111.45 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 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 800, which was -111.45 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 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 800, which was -111.45 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 17 Mar SENSEX was trading at 74169.95. The strike last trading price was 800, which was -111.45 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 13 Mar SENSEX was trading at 73828.91. The strike last trading price was 800, which was -111.45 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 12 Mar SENSEX was trading at 74029.76. The strike last trading price was 800, which was -111.45 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 11 Mar SENSEX was trading at 74102.32. The strike last trading price was 800, which was -111.45 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 10 Mar SENSEX was trading at 74115.17. The strike last trading price was 800, which was -111.45 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 7 Mar SENSEX was trading at 74332.58. The strike last trading price was 800, which was -111.45 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 6 Mar SENSEX was trading at 74340.09. The strike last trading price was 800, which was -111.45 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 5 Mar SENSEX was trading at 73730.23. The strike last trading price was 800, which was -111.45 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 4 Mar SENSEX was trading at 72989.93. The strike last trading price was 800, which was -111.45 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 3 Mar SENSEX was trading at 73085.94. The strike last trading price was 800, which was -111.45 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 Feb SENSEX was trading at 73198.10. The strike last trading price was 800, which was -111.45 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
