SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 74600 CE | ||||||||||
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Delta: 0.68
Vega: 28.85
Theta: -72.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 907.9 | 395.6 | 17.08 | 15,407 | 407 | 1,993 | |||
| 9 Apr | 73847.15 | 545.25 | -201.2 | 21.69 | 49,796 | 756 | 1,586 | |||
| 8 Apr | 74227.08 | 757.15 | -433.25 | 21.13 | 5,434 | 830 | 830 | |||
| 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 | |||
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| 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 74600 expiring on 15APR2025
Delta for 74600 CE is 0.68
Historical price for 74600 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 907.9, which was 395.6 higher than the previous day. The implied volatity was 17.08, the open interest changed by 407 which increased total open position to 1993
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 545.25, which was -201.2 lower than the previous day. The implied volatity was 21.69, the open interest changed by 756 which increased total open position to 1586
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 757.15, which was -433.25 lower than the previous day. The implied volatity was 21.13, the open interest changed by 830 which increased total open position to 830
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
| SENSEX 15APR2025 74600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 28.91
Theta: -52.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 296.5 | -840 | 17.24 | 1,37,600 | 7,701 | 8,095 |
| 9 Apr | 73847.15 | 1104.9 | 176.6 | 19.72 | 3,798 | 69 | 394 |
| 8 Apr | 74227.08 | 908.05 | -1242.35 | 19.19 | 5,687 | 182 | 325 |
| 7 Apr | 73137.90 | 2150.4 | 1874.35 | 32.29 | 111 | -35 | 143 |
| 4 Apr | 75364.69 | 263.05 | 127.05 | 12.34 | 400 | 178 | 178 |
| 3 Apr | 76295.36 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 601 | -536.4 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 74600 expiring on 15APR2025
Delta for 74600 PE is -0.32
Historical price for 74600 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 296.5, which was -840 lower than the previous day. The implied volatity was 17.24, the open interest changed by 7701 which increased total open position to 8095
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1104.9, which was 176.6 higher than the previous day. The implied volatity was 19.72, the open interest changed by 69 which increased total open position to 394
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 908.05, which was -1242.35 lower than the previous day. The implied volatity was 19.19, the open interest changed by 182 which increased total open position to 325
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2150.4, which was 1874.35 higher than the previous day. The implied volatity was 32.29, the open interest changed by -35 which decreased total open position to 143
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 263.05, which was 127.05 higher than the previous day. The implied volatity was 12.34, the open interest changed by 178 which increased total open position to 178
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 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 601, which was -536.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
