SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
| SENSEX 22APR2025 74400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78145.19 | 2605.3 | 93.35 | - | 82 | 49 | 52 | |||
| 16 Apr | 77044.29 | 2511.95 | 0 | - | 2 | -1 | 3 | |||
| 15 Apr | 76734.89 | 1574 | 575.75 | 0.00 | 0 | 0 | 4 | |||
| 11 Apr | 75157.26 | 1574 | 575.75 | 19.51 | 5 | -2 | 4 | |||
| 9 Apr | 73847.15 | 1027.6 | -919.35 | 20.94 | 82 | 1 | 6 | |||
| 8 Apr | 74227.08 | 1946.95 | 0 | 32.64 | 5 | 5 | 5 | |||
| 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 | |||
| 12 Mar | 74029.76 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 74102.32 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
For Sensex - strike price 74400 expiring on 22APR2025
Delta for 74400 CE is -
Historical price for 74400 CE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 2605.3, which was 93.35 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 52
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2511.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1574, which was 575.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1574, which was 575.75 higher than the previous day. The implied volatity was 19.51, the open interest changed by -2 which decreased total open position to 4
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1027.6, which was -919.35 lower than the previous day. The implied volatity was 20.94, the open interest changed by 1 which increased total open position to 6
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1946.95, which was 0 lower than the previous day. The implied volatity was 32.64, the open interest changed by 5 which increased total open position to 5
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
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
| SENSEX 22APR2025 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 7.94
Theta: -18.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78145.19 | 36.9 | -23.05 | 24.56 | 28,287 | 1,215 | 2,867 |
| 16 Apr | 77044.29 | 59.35 | -39.65 | 19.43 | 43,002 | 1,451 | 1,652 |
| 15 Apr | 76734.89 | 108.5 | -559.9 | 19.39 | 640 | 160 | 201 |
| 11 Apr | 75157.26 | 657.65 | -661.6 | 20.85 | 86 | 39 | 41 |
| 9 Apr | 73847.15 | 1672.05 | -1338.55 | 0.00 | 0 | 0 | 2 |
| 8 Apr | 74227.08 | 1672.05 | -1338.55 | 29.82 | 1 | 1 | 2 |
| 7 Apr | 73137.90 | 79 | -196.15 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 79 | -196.15 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 79 | -196.15 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 79 | -196.15 | 11.01 | 3 | 0 | 1 |
| 1 Apr | 76024.51 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 28 Mar | 77414.92 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 26 Mar | 77288.50 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 25 Mar | 78017.19 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 24 Mar | 77984.38 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 21 Mar | 76905.51 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 20 Mar | 76348.06 | 669.8 | 206.8 | 0.00 | 0 | 0 | 1 |
| 19 Mar | 75449.05 | 669.8 | 206.8 | 15.06 | 1 | 1 | 1 |
| 18 Mar | 75301.26 | 463 | -624.25 | 11.77 | 2 | 0 | 0 |
| 12 Mar | 74029.76 | 483 | -737.85 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 74102.32 | 483 | -737.85 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 74115.17 | 483 | -737.85 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 483 | -737.85 | 8.08 | 2 | 0 | 0 |
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 74400 expiring on 22APR2025
Delta for 74400 PE is -0.04
Historical price for 74400 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 36.9, which was -23.05 lower than the previous day. The implied volatity was 24.56, the open interest changed by 1215 which increased total open position to 2867
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 59.35, which was -39.65 lower than the previous day. The implied volatity was 19.43, the open interest changed by 1451 which increased total open position to 1652
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 108.5, which was -559.9 lower than the previous day. The implied volatity was 19.39, the open interest changed by 160 which increased total open position to 201
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 657.65, which was -661.6 lower than the previous day. The implied volatity was 20.85, the open interest changed by 39 which increased total open position to 41
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1672.05, which was -1338.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1672.05, which was -1338.55 lower than the previous day. The implied volatity was 29.82, the open interest changed by 1 which increased total open position to 2
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 79, which was -196.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 79, which was -196.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 79, which was -196.15 lower 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 79, which was -196.15 lower than the previous day. The implied volatity was 11.01, 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 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 669.8, which was 206.8 higher than the previous day. The implied volatity was 15.06, the open interest changed by 1 which increased total open position to 1
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 463, which was -624.25 lower than the previous day. The implied volatity was 11.77, 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 483, which was -737.85 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 483, which was -737.85 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 483, which was -737.85 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 483, which was -737.85 lower than the previous day. The implied volatity was 8.08, 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
