SENSEX
Sensex
Historical option data for SENSEX
27 Jan 2025 04:11 PM IST
| SENSEX 28JAN2025 74300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 8.61
Theta: -128.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Jan | 75366.17 | 1156.4 | -813.55 | 25.54 | 947 | 296 | 398 | |||
| 24 Jan | 76190.46 | 2136 | 332.3 | 0.00 | 0 | 0 | 102 | |||
| 23 Jan | 76520.38 | 2136 | 0.00 | 0.00 | 0 | 0 | 102 | |||
| 22 Jan | 76404.99 | 2136 | 2136.00 | - | 189 | 102 | 102 | |||
| 21 Jan | 75838.36 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 77073.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 76619.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 77042.82 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 76724.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 76499.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Jan | 77378.91 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 77620.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 78148.49 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Jan | 78199.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Jan | 77964.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Jan | 79223.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Jan | 79943.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 78507.41 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 74300 expiring on 28JAN2025
Delta for 74300 CE is 0.86
Historical price for 74300 CE is as follows
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 1156.4, which was -813.55 lower than the previous day. The implied volatity was 25.54, the open interest changed by 296 which increased total open position to 398
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 2136, which was 332.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 102
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 2136, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 102
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 2136, which was 2136.00 higher than the previous day. The implied volatity was -, the open interest changed by 102 which increased total open position to 102
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was 0.00 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 9 Jan SENSEX was trading at 77620.21. The strike last trading price was 0, which was 0.00 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 8 Jan SENSEX was trading at 78148.49. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 78199.11. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 77964.99. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 79223.11. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 79943.71. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 78507.41. The strike last trading price was 0, which was 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 28JAN2025 74300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 6.42
Theta: -65.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Jan | 75366.17 | 34.75 | 16.1 | 20.89 | 11,59,727 | 9,860 | 16,781 |
| 24 Jan | 76190.46 | 14.4 | -21.05 | 13.72 | 2,87,129 | 2,364 | 6,921 |
| 23 Jan | 76520.38 | 30 | -39.50 | 16.07 | 35,613 | 2,578 | 4,557 |
| 22 Jan | 76404.99 | 69.5 | -49.50 | 17.23 | 71,363 | 566 | 1,979 |
| 21 Jan | 75838.36 | 119 | 71.05 | 15.33 | 8,287 | 973 | 1,413 |
| 20 Jan | 77073.44 | 47.95 | -75.15 | 16.82 | 2,462 | 237 | 440 |
| 17 Jan | 76619.33 | 123.1 | 32.70 | 16.37 | 527 | 61 | 203 |
| 16 Jan | 77042.82 | 90.4 | -50.85 | 16.15 | 205 | -22 | 142 |
| 15 Jan | 76724.08 | 141.25 | -27.30 | 16.30 | 447 | 164 | 164 |
| 14 Jan | 76499.63 | 168.55 | -77.00 | 15.74 | 3 | -1 | 0 |
| 13 Jan | 76330.01 | 245.55 | 245.55 | 16.66 | 1 | 1 | 1 |
| 10 Jan | 77378.91 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 77620.21 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 78148.49 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 78199.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 77964.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 79223.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Jan | 79943.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Jan | 78507.41 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 74300 expiring on 28JAN2025
Delta for 74300 PE is -0.09
Historical price for 74300 PE is as follows
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 34.75, which was 16.1 higher than the previous day. The implied volatity was 20.89, the open interest changed by 9860 which increased total open position to 16781
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 14.4, which was -21.05 lower than the previous day. The implied volatity was 13.72, the open interest changed by 2364 which increased total open position to 6921
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 30, which was -39.50 lower than the previous day. The implied volatity was 16.07, the open interest changed by 2578 which increased total open position to 4557
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 69.5, which was -49.50 lower than the previous day. The implied volatity was 17.23, the open interest changed by 566 which increased total open position to 1979
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 119, which was 71.05 higher than the previous day. The implied volatity was 15.33, the open interest changed by 973 which increased total open position to 1413
On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 47.95, which was -75.15 lower than the previous day. The implied volatity was 16.82, the open interest changed by 237 which increased total open position to 440
On 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 123.1, which was 32.70 higher than the previous day. The implied volatity was 16.37, the open interest changed by 61 which increased total open position to 203
On 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 90.4, which was -50.85 lower than the previous day. The implied volatity was 16.15, the open interest changed by -22 which decreased total open position to 142
On 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 141.25, which was -27.30 lower than the previous day. The implied volatity was 16.30, the open interest changed by 164 which increased total open position to 164
On 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 168.55, which was -77.00 lower than the previous day. The implied volatity was 15.74, the open interest changed by -1 which decreased total open position to 0
On 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 245.55, which was 245.55 higher than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 1
On 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was 0.00 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 9 Jan SENSEX was trading at 77620.21. The strike last trading price was 0, which was 0.00 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 8 Jan SENSEX was trading at 78148.49. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 78199.11. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 77964.99. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 79223.11. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 79943.71. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 78507.41. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
