SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 74900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 77298.84 | 2093.05 | -23.4 | - | 52 | 50 | 149 | |||
| 16 Apr | 77044.29 | 2153.25 | 155.4 | - | 144 | 34 | 99 | |||
| 15 Apr | 76734.89 | 1997.85 | 735.25 | 10.92 | 116 | -51 | 65 | |||
| 11 Apr | 75157.26 | 1265.2 | 534.35 | 19.39 | 135 | 116 | 116 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
For Sensex - strike price 74900 expiring on 22APR2025
Delta for 74900 CE is -
Historical price for 74900 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 2093.05, which was -23.4 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 149
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2153.25, which was 155.4 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 99
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1997.85, which was 735.25 higher than the previous day. The implied volatity was 10.92, the open interest changed by -51 which decreased total open position to 65
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1265.2, which was 534.35 higher than the previous day. The implied volatity was 19.39, the open interest changed by 116 which increased total open position to 116
On 9 Apr SENSEX was trading at 73847.15. 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 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
| SENSEX 22APR2025 74900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 13.74
Theta: -24.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 67.45 | -22.6 | 19.89 | 23,696 | 963 | 2,167 |
| 16 Apr | 77044.29 | 92 | -46.2 | 18.66 | 49,155 | 668 | 1,204 |
| 15 Apr | 76734.89 | 151.5 | -661.85 | 18.34 | 2,374 | 443 | 536 |
| 11 Apr | 75157.26 | 785.95 | -831.2 | 19.45 | 244 | 92 | 93 |
| 9 Apr | 73847.15 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 8 Apr | 74227.08 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 7 Apr | 73137.90 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 28 Mar | 77414.92 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 26 Mar | 77288.50 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 25 Mar | 78017.19 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 24 Mar | 77984.38 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 21 Mar | 76905.51 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 20 Mar | 76348.06 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 19 Mar | 75449.05 | 1502.1 | 162.25 | 0.00 | 0 | 0 | 1 |
| 18 Mar | 75301.26 | 1502.1 | 162.25 | 21.79 | 1 | 1 | 1 |
For Sensex - strike price 74900 expiring on 22APR2025
Delta for 74900 PE is -0.08
Historical price for 74900 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 67.45, which was -22.6 lower than the previous day. The implied volatity was 19.89, the open interest changed by 963 which increased total open position to 2167
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 92, which was -46.2 lower than the previous day. The implied volatity was 18.66, the open interest changed by 668 which increased total open position to 1204
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 151.5, which was -661.85 lower than the previous day. The implied volatity was 18.34, the open interest changed by 443 which increased total open position to 536
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 785.95, which was -831.2 lower than the previous day. The implied volatity was 19.45, the open interest changed by 92 which increased total open position to 93
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 19 Mar SENSEX was trading at 75449.05. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 18 Mar SENSEX was trading at 75301.26. The strike last trading price was 1502.1, which was 162.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 1 which increased total open position to 1
