SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:12 AM IST
| SENSEX 15APR2025 74200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 38.12
Theta: -63.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73826.60 | 572.95 | -377.45 | 17.90 | 27,992 | 2,754 | 3,722 | |||
| 8 Apr | 74227.08 | 999.9 | -344.85 | 22.30 | 7,643 | 968 | 968 | |||
| 7 Apr | 73137.90 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
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| 21 Mar | 76905.51 | 1801 | -243.2 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 76348.06 | 1801 | -243.2 | - | 2 | 0 | 0 | |||
| 19 Mar | 75449.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 74200 expiring on 15APR2025
Delta for 74200 CE is 0.45
Historical price for 74200 CE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 572.95, which was -377.45 lower than the previous day. The implied volatity was 17.90, the open interest changed by 2754 which increased total open position to 3722
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 999.9, which was -344.85 lower than the previous day. The implied volatity was 22.30, the open interest changed by 968 which increased total open position to 968
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 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 1801, which was -243.2 lower than the previous day. The implied volatity was -, 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
| SENSEX 15APR2025 74200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 38.23
Theta: -53.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73826.60 | 942.6 | 203.2 | 21.11 | 23,418 | 911 | 2,546 |
| 8 Apr | 74227.08 | 736 | -1369.45 | 19.98 | 9,472 | 1,632 | 1,635 |
| 7 Apr | 73137.90 | 2105.45 | 1855.35 | 37.20 | 6 | 3 | 3 |
| 4 Apr | 75364.69 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 244 | -195.25 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 244 | -195.25 | 13.79 | 3 | 0 | 0 |
| 19 Mar | 75449.05 | 401 | -513.65 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 401 | -513.65 | 12.48 | 2 | 0 | 0 |
For Sensex - strike price 74200 expiring on 15APR2025
Delta for 74200 PE is -0.54
Historical price for 74200 PE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 942.6, which was 203.2 higher than the previous day. The implied volatity was 21.11, the open interest changed by 911 which increased total open position to 2546
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 736, which was -1369.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by 1632 which increased total open position to 1635
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2105.45, which was 1855.35 higher than the previous day. The implied volatity was 37.20, the open interest changed by 3 which increased total open position to 3
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 244, which was -195.25 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 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 244, which was -195.25 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 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 244, which was -195.25 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 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 244, which was -195.25 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 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 244, which was -195.25 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 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 244, which was -195.25 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 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 244, which was -195.25 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 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 244, which was -195.25 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 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 244, which was -195.25 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 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 244, which was -195.25 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 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 244, which was -195.25 lower than the previous day. The implied volatity was 13.79, 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 401, which was -513.65 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 401, which was -513.65 lower than the previous day. The implied volatity was 12.48, the open interest changed by 0 which decreased total open position to 0
