SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 74300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.71
Vega: 27.62
Theta: -84.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75155.86 | 1260.05 | 619 | 21.51 | 3,303 | -368 | 1,417 | |||
| 9 Apr | 73847.15 | 701.5 | -202.85 | 22.64 | 59,346 | 586 | 1,785 | |||
| 8 Apr | 74227.08 | 931.75 | -373.15 | 21.89 | 8,096 | 1,199 | 1,199 | |||
| 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 | |||
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| 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 | |||
For Sensex - strike price 74300 expiring on 15APR2025
Delta for 74300 CE is 0.71
Historical price for 74300 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 1260.05, which was 619 higher than the previous day. The implied volatity was 21.51, the open interest changed by -368 which decreased total open position to 1417
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 701.5, which was -202.85 lower than the previous day. The implied volatity was 22.64, the open interest changed by 586 which increased total open position to 1785
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 931.75, which was -373.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by 1199 which increased total open position to 1199
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
| SENSEX 15APR2025 74300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 27.26
Theta: -60.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75155.86 | 293.6 | -680.3 | 20.61 | 49,235 | 3,999 | 4,821 |
| 9 Apr | 73847.15 | 941.2 | 160.7 | 20.20 | 18,954 | -403 | 822 |
| 8 Apr | 74227.08 | 766 | -1028.85 | 19.53 | 9,193 | 1,098 | 1,225 |
| 7 Apr | 73137.90 | 1794.85 | 1581.65 | 28.32 | 141 | 54 | 127 |
| 4 Apr | 75364.69 | 197.25 | 100.8 | 12.52 | 93 | 73 | 73 |
| 3 Apr | 76295.36 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 382 | -578.7 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 382 | -578.7 | 11.80 | 2 | 0 | 0 |
For Sensex - strike price 74300 expiring on 15APR2025
Delta for 74300 PE is -0.28
Historical price for 74300 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 293.6, which was -680.3 lower than the previous day. The implied volatity was 20.61, the open interest changed by 3999 which increased total open position to 4821
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 941.2, which was 160.7 higher than the previous day. The implied volatity was 20.20, the open interest changed by -403 which decreased total open position to 822
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 766, which was -1028.85 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1098 which increased total open position to 1225
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1794.85, which was 1581.65 higher than the previous day. The implied volatity was 28.32, the open interest changed by 54 which increased total open position to 127
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 197.25, which was 100.8 higher than the previous day. The implied volatity was 12.52, the open interest changed by 73 which increased total open position to 73
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 382, which was -578.7 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 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 382, which was -578.7 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 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 382, which was -578.7 lower than the previous day. The implied volatity was 11.80, the open interest changed by 0 which decreased total open position to 0
