SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:12 AM IST
| SENSEX 15APR2025 74000 CE | ||||||||||
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Delta: 0.49
Vega: 38.44
Theta: -65.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73826.60 | 674.65 | -395.3 | 18.15 | 1,03,107 | 8,238 | 13,257 | |||
| 8 Apr | 74227.08 | 1100 | 301.1 | 22.10 | 47,281 | 4,214 | 5,019 | |||
| 7 Apr | 73137.90 | 1000 | -715.25 | 30.44 | 9,774 | 804 | 805 | |||
| 4 Apr | 75364.69 | 4400 | 504.4 | 0.00 | 0 | 0 | 1 | |||
| 3 Apr | 76295.36 | 4400 | 504.4 | 0.00 | 0 | 0 | 1 | |||
| 2 Apr | 76617.44 | 4400 | 504.4 | 0.00 | 0 | 0 | 1 | |||
| 1 Apr | 76024.51 | 4400 | 504.4 | 0.00 | 0 | 0 | 1 | |||
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| 28 Mar | 77414.92 | 4400 | 504.4 | 29.26 | 1 | 0 | 1 | |||
| 27 Mar | 77606.43 | 4600 | -201 | 0.00 | 0 | 0 | 1 | |||
| 26 Mar | 77288.50 | 4600 | -201 | 32.62 | 1 | -1 | 1 | |||
| 25 Mar | 78017.19 | 4801 | 301 | 24.20 | 14 | -12 | 2 | |||
| 24 Mar | 77984.38 | 4500 | 1300 | 15.21 | 2 | 0 | 14 | |||
| 21 Mar | 76905.51 | 3200 | 999 | - | 3 | -1 | 14 | |||
| 20 Mar | 76348.06 | 2201 | -949 | - | 15 | -1 | 15 | |||
| 19 Mar | 75449.05 | 3150 | 1044.9 | 24.72 | 15 | 15 | 16 | |||
| 18 Mar | 75301.26 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 17 Mar | 74169.95 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 13 Mar | 73828.91 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 12 Mar | 74029.76 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 11 Mar | 74102.32 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 10 Mar | 74115.17 | 1800 | -479.8 | 0.00 | 0 | 0 | 1 | |||
| 7 Mar | 74332.58 | 1800 | -479.8 | 12.01 | 2 | 0 | 1 | |||
| 6 Mar | 74340.09 | 2279.8 | 763.85 | 16.87 | 1 | 1 | 1 | |||
For Sensex - strike price 74000 expiring on 15APR2025
Delta for 74000 CE is 0.49
Historical price for 74000 CE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 674.65, which was -395.3 lower than the previous day. The implied volatity was 18.15, the open interest changed by 8238 which increased total open position to 13257
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1100, which was 301.1 higher than the previous day. The implied volatity was 22.10, the open interest changed by 4214 which increased total open position to 5019
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1000, which was -715.25 lower than the previous day. The implied volatity was 30.44, the open interest changed by 804 which increased total open position to 805
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 4400, which was 504.4 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 Apr SENSEX was trading at 76295.36. The strike last trading price was 4400, which was 504.4 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 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 4400, which was 504.4 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 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 4400, which was 504.4 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 Mar SENSEX was trading at 77414.92. The strike last trading price was 4400, which was 504.4 higher than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 4600, which was -201 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 4600, which was -201 lower than the previous day. The implied volatity was 32.62, the open interest changed by -1 which decreased total open position to 1
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 4801, which was 301 higher than the previous day. The implied volatity was 24.20, the open interest changed by -12 which decreased total open position to 2
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 4500, which was 1300 higher than the previous day. The implied volatity was 15.21, the open interest changed by 0 which decreased total open position to 14
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 3200, which was 999 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 14
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 2201, which was -949 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 3150, which was 1044.9 higher than the previous day. The implied volatity was 24.72, the open interest changed by 15 which increased total open position to 16
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 1800, which was -479.8 lower 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 1800, which was -479.8 lower 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 1800, which was -479.8 lower 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 1800, which was -479.8 lower 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 1800, which was -479.8 lower 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 1800, which was -479.8 lower 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 1800, which was -479.8 lower than the previous day. The implied volatity was 12.01, 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 2279.8, which was 763.85 higher than the previous day. The implied volatity was 16.87, the open interest changed by 1 which increased total open position to 1
| SENSEX 15APR2025 74000 PE | |||||||
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Delta: -0.50
Vega: 38.45
Theta: -55.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73826.60 | 843.7 | 183.65 | 21.32 | 1,06,289 | 7,139 | 11,735 |
| 8 Apr | 74227.08 | 654 | -897.45 | 20.19 | 63,605 | 3,235 | 4,596 |
| 7 Apr | 73137.90 | 1352.45 | 1181.8 | 22.18 | 5,328 | -125 | 1,361 |
| 4 Apr | 75364.69 | 157 | 57 | 13.03 | 5,124 | 1,221 | 1,486 |
| 3 Apr | 76295.36 | 105 | 5.95 | 15.02 | 682 | 159 | 265 |
| 2 Apr | 76617.44 | 114.8 | -1.75 | 16.18 | 184 | 106 | 106 |
| 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 |
For Sensex - strike price 74000 expiring on 15APR2025
Delta for 74000 PE is -0.50
Historical price for 74000 PE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 843.7, which was 183.65 higher than the previous day. The implied volatity was 21.32, the open interest changed by 7139 which increased total open position to 11735
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 654, which was -897.45 lower than the previous day. The implied volatity was 20.19, the open interest changed by 3235 which increased total open position to 4596
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1352.45, which was 1181.8 higher than the previous day. The implied volatity was 22.18, the open interest changed by -125 which decreased total open position to 1361
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 157, which was 57 higher than the previous day. The implied volatity was 13.03, the open interest changed by 1221 which increased total open position to 1486
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 105, which was 5.95 higher than the previous day. The implied volatity was 15.02, the open interest changed by 159 which increased total open position to 265
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 114.8, which was -1.75 lower than the previous day. The implied volatity was 16.18, the open interest changed by 106 which increased total open position to 106
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
