SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 74500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 27.77
Theta: -70.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 75130.74 | 973.15 | 420.9 | 16.97 | 32,373 | -1,107 | 4,569 | |||
| 9 Apr | 73847.15 | 585.7 | -213.3 | 21.74 | 1,52,579 | 2,882 | 5,676 | |||
| 8 Apr | 74227.08 | 816 | 207.25 | 21.44 | 48,606 | 2,156 | 2,794 | |||
| 7 Apr | 73137.90 | 762.6 | -449.3 | 29.25 | 9,889 | 598 | 638 | |||
| 4 Apr | 75364.69 | 1227.7 | -848.3 | 9.81 | 46 | 40 | 40 | |||
| 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 | |||
For Sensex - strike price 74500 expiring on 15APR2025
Delta for 74500 CE is 0.70
Historical price for 74500 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 973.15, which was 420.9 higher than the previous day. The implied volatity was 16.97, the open interest changed by -1107 which decreased total open position to 4569
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 585.7, which was -213.3 lower than the previous day. The implied volatity was 21.74, the open interest changed by 2882 which increased total open position to 5676
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 816, which was 207.25 higher than the previous day. The implied volatity was 21.44, the open interest changed by 2156 which increased total open position to 2794
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 762.6, which was -449.3 lower than the previous day. The implied volatity was 29.25, the open interest changed by 598 which increased total open position to 638
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1227.7, which was -848.3 lower than the previous day. The implied volatity was 9.81, the open interest changed by 40 which increased total open position to 40
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
| SENSEX 15APR2025 74500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 28.01
Theta: -52.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 272.2 | -809.15 | 17.51 | 2,85,842 | 14,747 | 17,437 |
| 9 Apr | 73847.15 | 1040.05 | 168.95 | 19.66 | 23,030 | 139 | 2,690 |
| 8 Apr | 74227.08 | 859.85 | -925.4 | 19.33 | 34,330 | 2,130 | 2,551 |
| 7 Apr | 73137.90 | 1617.5 | 1362.8 | 20.51 | 1,511 | -480 | 421 |
| 4 Apr | 75364.69 | 243.4 | 89.2 | 12.50 | 3,983 | 741 | 901 |
| 3 Apr | 76295.36 | 155.6 | 12.5 | 14.51 | 443 | 117 | 160 |
| 2 Apr | 76617.44 | 153.85 | -56.15 | 15.39 | 171 | 38 | 43 |
| 1 Apr | 76024.51 | 210 | 136.65 | 13.88 | 5 | 5 | 5 |
| 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 |
For Sensex - strike price 74500 expiring on 15APR2025
Delta for 74500 PE is -0.30
Historical price for 74500 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 272.2, which was -809.15 lower than the previous day. The implied volatity was 17.51, the open interest changed by 14747 which increased total open position to 17437
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1040.05, which was 168.95 higher than the previous day. The implied volatity was 19.66, the open interest changed by 139 which increased total open position to 2690
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 859.85, which was -925.4 lower than the previous day. The implied volatity was 19.33, the open interest changed by 2130 which increased total open position to 2551
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1617.5, which was 1362.8 higher than the previous day. The implied volatity was 20.51, the open interest changed by -480 which decreased total open position to 421
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 243.4, which was 89.2 higher than the previous day. The implied volatity was 12.50, the open interest changed by 741 which increased total open position to 901
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 155.6, which was 12.5 higher than the previous day. The implied volatity was 14.51, the open interest changed by 117 which increased total open position to 160
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 153.85, which was -56.15 lower than the previous day. The implied volatity was 15.39, the open interest changed by 38 which increased total open position to 43
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 210, which was 136.65 higher than the previous day. The implied volatity was 13.88, the open interest changed by 5 which increased total open position to 5
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
