SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:36 AM IST
| SENSEX 22APR2025 74700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76979.54 | 2378.25 | 138.25 | 0.00 | 0 | 0 | 104 | |||
| 16 Apr | 77044.29 | 2378.25 | 138.25 | - | 158 | 99 | 104 | |||
| 15 Apr | 76734.89 | 2240 | 876.95 | 15.17 | 1 | 0 | 5 | |||
| 11 Apr | 75157.26 | 850 | -927.15 | 0.00 | 0 | 0 | 5 | |||
| 9 Apr | 73847.15 | 850 | -927.15 | 20.06 | 5 | 5 | 5 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
| 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 74700 expiring on 22APR2025
Delta for 74700 CE is 0.00
Historical price for 74700 CE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 2378.25, which was 138.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 104
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2378.25, which was 138.25 higher than the previous day. The implied volatity was -, the open interest changed by 99 which increased total open position to 104
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 2240, which was 876.95 higher than the previous day. The implied volatity was 15.17, the open interest changed by 0 which decreased total open position to 5
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 850, which was -927.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 850, which was -927.15 lower than the previous day. The implied volatity was 20.06, the open interest changed by 5 which increased total open position to 5
On 8 Apr SENSEX was trading at 74227.08. 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 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 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 74700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 13.41
Theta: -22.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76979.54 | 61.2 | -15.2 | 18.74 | 22,731 | 1,495 | 3,062 |
| 16 Apr | 77044.29 | 79.5 | -42.4 | 19.11 | 46,935 | 935 | 1,567 |
| 15 Apr | 76734.89 | 123.85 | -627.4 | 18.37 | 2,144 | 556 | 632 |
| 11 Apr | 75157.26 | 720.95 | -772.95 | 19.81 | 188 | 76 | 76 |
| 9 Apr | 73847.15 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 872 | -487.45 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 872 | -487.45 | 10.81 | 2 | 0 | 0 |
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 74700 expiring on 22APR2025
Delta for 74700 PE is -0.08
Historical price for 74700 PE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 61.2, which was -15.2 lower than the previous day. The implied volatity was 18.74, the open interest changed by 1495 which increased total open position to 3062
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 79.5, which was -42.4 lower than the previous day. The implied volatity was 19.11, the open interest changed by 935 which increased total open position to 1567
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 123.85, which was -627.4 lower than the previous day. The implied volatity was 18.37, the open interest changed by 556 which increased total open position to 632
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 720.95, which was -772.95 lower than the previous day. The implied volatity was 19.81, the open interest changed by 76 which increased total open position to 76
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 872, which was -487.45 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 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 872, which was -487.45 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 Apr SENSEX was trading at 73137.90. The strike last trading price was 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 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 872, which was -487.45 lower than the previous day. The implied volatity was 10.81, 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
