SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:45 PM IST
| SENSEX 15APR2025 74800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 76815.89 | 1988.7 | 1087.55 | - | 1,248 | -546 | 1,132 | |||
| 11 Apr | 75157.26 | 915.45 | 479.55 | 21.53 | 1,17,384 | -1,117 | 1,678 | |||
| 9 Apr | 73847.15 | 460.25 | -188.7 | 21.29 | 59,484 | 2,107 | 2,795 | |||
| 8 Apr | 74227.08 | 648.5 | 150.9 | 20.58 | 6,217 | 591 | 688 | |||
| 7 Apr | 73137.90 | 600 | -358.1 | 27.60 | 886 | 18 | 97 | |||
| 4 Apr | 75364.69 | 979.05 | -844.9 | 9.35 | 79 | 79 | 79 | |||
| 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 | |||
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| 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 74800 expiring on 15APR2025
Delta for 74800 CE is -
Historical price for 74800 CE is as follows
On 15 Apr SENSEX was trading at 76815.89. The strike last trading price was 1988.7, which was 1087.55 higher than the previous day. The implied volatity was -, the open interest changed by -546 which decreased total open position to 1132
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 915.45, which was 479.55 higher than the previous day. The implied volatity was 21.53, the open interest changed by -1117 which decreased total open position to 1678
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 460.25, which was -188.7 lower than the previous day. The implied volatity was 21.29, the open interest changed by 2107 which increased total open position to 2795
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 648.5, which was 150.9 higher than the previous day. The implied volatity was 20.58, the open interest changed by 591 which increased total open position to 688
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 600, which was -358.1 lower than the previous day. The implied volatity was 27.60, the open interest changed by 18 which increased total open position to 97
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 979.05, which was -844.9 lower than the previous day. The implied volatity was 9.35, the open interest changed by 79 which increased total open position to 79
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 74800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 76815.89 | 3.7 | -499.9 | - | 8,18,610 | 28,118 | 32,340 |
| 11 Apr | 75157.26 | 450 | -813.45 | 20.65 | 5,00,514 | 3,876 | 4,222 |
| 9 Apr | 73847.15 | 1235.2 | 207.5 | 19.70 | 1,795 | 159 | 346 |
| 8 Apr | 74227.08 | 1001.1 | -956.75 | 18.66 | 3,488 | 77 | 187 |
| 7 Apr | 73137.90 | 1949.5 | 1625 | 23.65 | 142 | -86 | 110 |
| 4 Apr | 75364.69 | 309.3 | 140.4 | 12.07 | 434 | 196 | 196 |
| 3 Apr | 76295.36 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 280 | -348.7 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 74800 expiring on 15APR2025
Delta for 74800 PE is -
Historical price for 74800 PE is as follows
On 15 Apr SENSEX was trading at 76815.89. The strike last trading price was 3.7, which was -499.9 lower than the previous day. The implied volatity was -, the open interest changed by 28118 which increased total open position to 32340
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 450, which was -813.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 3876 which increased total open position to 4222
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1235.2, which was 207.5 higher than the previous day. The implied volatity was 19.70, the open interest changed by 159 which increased total open position to 346
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1001.1, which was -956.75 lower than the previous day. The implied volatity was 18.66, the open interest changed by 77 which increased total open position to 187
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1949.5, which was 1625 higher than the previous day. The implied volatity was 23.65, the open interest changed by -86 which decreased total open position to 110
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 309.3, which was 140.4 higher than the previous day. The implied volatity was 12.07, the open interest changed by 196 which increased total open position to 196
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 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 280, which was -348.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
