SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:22 AM IST
| SENSEX 22APR2025 74000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 10.95
Theta: -41.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76845.66 | 3002.3 | 33.55 | 21.26 | 86 | -3 | 2,607 | |||
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| 16 Apr | 77044.29 | 3016.4 | 215.8 | - | 135 | -11 | 2,610 | |||
| 15 Apr | 76734.89 | 2850.5 | 986.6 | - | 2,489 | 2,340 | 2,621 | |||
| 11 Apr | 75157.26 | 1883.1 | 672.6 | 20.41 | 624 | 10 | 281 | |||
| 9 Apr | 73847.15 | 1260.3 | -156.1 | 21.68 | 1,169 | 269 | 271 | |||
| 8 Apr | 74227.08 | 1376.15 | -741.35 | 19.08 | 8 | 2 | 2 | |||
| 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 | |||
For Sensex - strike price 74000 expiring on 22APR2025
Delta for 74000 CE is 0.94
Historical price for 74000 CE is as follows
On 17 Apr SENSEX was trading at 76845.66. The strike last trading price was 3002.3, which was 33.55 higher than the previous day. The implied volatity was 21.26, the open interest changed by -3 which decreased total open position to 2607
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 3016.4, which was 215.8 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 2610
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 2850.5, which was 986.6 higher than the previous day. The implied volatity was -, the open interest changed by 2340 which increased total open position to 2621
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1883.1, which was 672.6 higher than the previous day. The implied volatity was 20.41, the open interest changed by 10 which increased total open position to 281
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1260.3, which was -156.1 lower than the previous day. The implied volatity was 21.68, the open interest changed by 269 which increased total open position to 271
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1376.15, which was -741.35 lower than the previous day. The implied volatity was 19.08, the open interest changed by 2 which increased total open position to 2
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
| SENSEX 22APR2025 74000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 8.62
Theta: -15.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76845.66 | 32.75 | -11.15 | 19.39 | 57,700 | 3,087 | 19,684 |
| 16 Apr | 77044.29 | 42 | -38.25 | 20.08 | 1,36,040 | 10,935 | 16,597 |
| 15 Apr | 76734.89 | 83.05 | -475 | 20.20 | 22,739 | 5,012 | 5,662 |
| 11 Apr | 75157.26 | 545.35 | -608.85 | 21.34 | 3,985 | 421 | 650 |
| 9 Apr | 73847.15 | 1140 | 240 | 21.50 | 883 | 226 | 229 |
| 8 Apr | 74227.08 | 900 | -1882.2 | 19.68 | 5 | 3 | 3 |
| 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 |
For Sensex - strike price 74000 expiring on 22APR2025
Delta for 74000 PE is -0.04
Historical price for 74000 PE is as follows
On 17 Apr SENSEX was trading at 76845.66. The strike last trading price was 32.75, which was -11.15 lower than the previous day. The implied volatity was 19.39, the open interest changed by 3087 which increased total open position to 19684
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 42, which was -38.25 lower than the previous day. The implied volatity was 20.08, the open interest changed by 10935 which increased total open position to 16597
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 83.05, which was -475 lower than the previous day. The implied volatity was 20.20, the open interest changed by 5012 which increased total open position to 5662
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 545.35, which was -608.85 lower than the previous day. The implied volatity was 21.34, the open interest changed by 421 which increased total open position to 650
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1140, which was 240 higher than the previous day. The implied volatity was 21.50, the open interest changed by 226 which increased total open position to 229
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 900, which was -1882.2 lower than the previous day. The implied volatity was 19.68, the open interest changed by 3 which increased total open position to 3
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
