SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
| SENSEX 15APR2025 74700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 35.54
Theta: -58.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73860.71 | 394.7 | -298.25 | 17.94 | 16,843 | 1,051 | 2,027 | |||
| 8 Apr | 74227.08 | 718.7 | 187.95 | 21.27 | 7,325 | 894 | 976 | |||
| 7 Apr | 73137.90 | 633.1 | -386.3 | 27.66 | 159 | 18 | 82 | |||
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| 4 Apr | 75364.69 | 1044.95 | -861.6 | 9.12 | 67 | 64 | 64 | |||
| 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 74700 expiring on 15APR2025
Delta for 74700 CE is 0.35
Historical price for 74700 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 394.7, which was -298.25 lower than the previous day. The implied volatity was 17.94, the open interest changed by 1051 which increased total open position to 2027
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 718.7, which was 187.95 higher than the previous day. The implied volatity was 21.27, the open interest changed by 894 which increased total open position to 976
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 633.1, which was -386.3 lower than the previous day. The implied volatity was 27.66, the open interest changed by 18 which increased total open position to 82
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1044.95, which was -861.6 lower than the previous day. The implied volatity was 9.12, the open interest changed by 64 which increased total open position to 64
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 74700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 36.35
Theta: -48.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73860.71 | 1217 | 245.95 | 21.00 | 1,525 | 131 | 415 |
| 8 Apr | 74227.08 | 955.45 | -1060.35 | 18.97 | 5,794 | 154 | 284 |
| 7 Apr | 73137.90 | 1562.85 | 1261.8 | 14.50 | 108 | -59 | 130 |
| 4 Apr | 75364.69 | 279 | 55.75 | 12.06 | 533 | 188 | 189 |
| 3 Apr | 76295.36 | 223.25 | 102.8 | 15.45 | 1 | 1 | 1 |
| 2 Apr | 76617.44 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 740 | -502.05 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 74700 expiring on 15APR2025
Delta for 74700 PE is -0.63
Historical price for 74700 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 1217, which was 245.95 higher than the previous day. The implied volatity was 21.00, the open interest changed by 131 which increased total open position to 415
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 955.45, which was -1060.35 lower than the previous day. The implied volatity was 18.97, the open interest changed by 154 which increased total open position to 284
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1562.85, which was 1261.8 higher than the previous day. The implied volatity was 14.50, the open interest changed by -59 which decreased total open position to 130
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 279, which was 55.75 higher than the previous day. The implied volatity was 12.06, the open interest changed by 188 which increased total open position to 189
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 223.25, which was 102.8 higher than the previous day. The implied volatity was 15.45, the open interest changed by 1 which increased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 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 740, which was -502.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
