SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 74400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 37.52
Theta: -59.78
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 484.15 | -371.15 | 17.06 | 22,496 | 1,680 | 2,442 | |||
| 8 Apr | 74227.08 | 864 | -401.9 | 21.45 | 6,184 | 762 | 762 | |||
| 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 | |||
|
|
||||||||||
| 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 74400 expiring on 15APR2025
Delta for 74400 CE is 0.41
Historical price for 74400 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 484.15, which was -371.15 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1680 which increased total open position to 2442
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 864, which was -401.9 lower than the previous day. The implied volatity was 21.45, the open interest changed by 762 which increased total open position to 762
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 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 37.81
Theta: -49.50
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 983 | 160.85 | 20.15 | 5,520 | 259 | 1,114 |
| 8 Apr | 74227.08 | 819.1 | -291.95 | 19.61 | 6,492 | 808 | 855 |
| 7 Apr | 73137.90 | 1111.05 | 877.95 | 5.92 | 2 | -1 | 47 |
| 4 Apr | 75364.69 | 215.75 | 107.3 | 12.41 | 85 | 47 | 48 |
| 3 Apr | 76295.36 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 28 Mar | 77414.92 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 26 Mar | 77288.50 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 25 Mar | 78017.19 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 24 Mar | 77984.38 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 21 Mar | 76905.51 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 20 Mar | 76348.06 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 19 Mar | 75449.05 | 1162.9 | 154.7 | 0.00 | 0 | 0 | 1 |
| 18 Mar | 75301.26 | 1162.9 | 154.7 | 21.89 | 1 | 1 | 1 |
For Sensex - strike price 74400 expiring on 15APR2025
Delta for 74400 PE is -0.57
Historical price for 74400 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 983, which was 160.85 higher than the previous day. The implied volatity was 20.15, the open interest changed by 259 which increased total open position to 1114
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 819.1, which was -291.95 lower than the previous day. The implied volatity was 19.61, the open interest changed by 808 which increased total open position to 855
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1111.05, which was 877.95 higher than the previous day. The implied volatity was 5.92, the open interest changed by -1 which decreased total open position to 47
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 215.75, which was 107.3 higher than the previous day. The implied volatity was 12.41, the open interest changed by 47 which increased total open position to 48
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1162.9, which was 154.7 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 1162.9, which was 154.7 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 1162.9, which was 154.7 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 1162.9, which was 154.7 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 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1162.9, which was 154.7 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 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 1162.9, which was 154.7 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 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1162.9, which was 154.7 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 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 1162.9, which was 154.7 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 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 1162.9, which was 154.7 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 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 1162.9, which was 154.7 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 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 1162.9, which was 154.7 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 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 1162.9, which was 154.7 higher than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 1
