SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 75000 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 | 2276.3 | 230.1 | - | 373 | -64 | 1,749 | |||
| 16 Apr | 77044.29 | 2075.65 | 218.5 | - | 1,262 | 206 | 1,813 | |||
| 15 Apr | 76734.89 | 1924.45 | 732.9 | 12.58 | 2,386 | 621 | 1,607 | |||
| 11 Apr | 75157.26 | 1230 | 521.25 | 19.79 | 4,145 | 842 | 986 | |||
| 9 Apr | 73847.15 | 730 | -912.15 | 19.99 | 237 | 143 | 144 | |||
| 8 Apr | 74227.08 | 1873.4 | 0 | 0.00 | 0 | 0 | 1 | |||
| 7 Apr | 73137.90 | 1873.4 | 0 | 0.00 | 0 | 0 | 1 | |||
| 4 Apr | 75364.69 | 1873.4 | 0 | 22.25 | 1 | 1 | 1 | |||
| 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 | |||
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| 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 | |||
For Sensex - strike price 75000 expiring on 22APR2025
Delta for 75000 CE is -
Historical price for 75000 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 2276.3, which was 230.1 higher than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 1749
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2075.65, which was 218.5 higher than the previous day. The implied volatity was -, the open interest changed by 206 which increased total open position to 1813
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1924.45, which was 732.9 higher than the previous day. The implied volatity was 12.58, the open interest changed by 621 which increased total open position to 1607
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1230, which was 521.25 higher than the previous day. The implied volatity was 19.79, the open interest changed by 842 which increased total open position to 986
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 730, which was -912.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 143 which increased total open position to 144
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1873.4, 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 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1873.4, 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 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1873.4, which was 0 lower than the previous day. The implied volatity was 22.25, the open interest changed by 1 which increased total open position to 1
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
| SENSEX 22APR2025 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 14.54
Theta: -25.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 73.1 | -24.95 | 19.69 | 80,662 | 3,215 | 12,419 |
| 16 Apr | 77044.29 | 100.45 | -46.85 | 18.51 | 1,60,001 | 4,030 | 9,204 |
| 15 Apr | 76734.89 | 150 | -719.7 | 17.65 | 21,006 | 3,843 | 5,174 |
| 11 Apr | 75157.26 | 810.35 | -870.45 | 19.07 | 7,284 | 1,331 | 1,331 |
| 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 |
| 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 |
For Sensex - strike price 75000 expiring on 22APR2025
Delta for 75000 PE is -0.09
Historical price for 75000 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 73.1, which was -24.95 lower than the previous day. The implied volatity was 19.69, the open interest changed by 3215 which increased total open position to 12419
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 100.45, which was -46.85 lower than the previous day. The implied volatity was 18.51, the open interest changed by 4030 which increased total open position to 9204
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 150, which was -719.7 lower than the previous day. The implied volatity was 17.65, the open interest changed by 3843 which increased total open position to 5174
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 810.35, which was -870.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 1331 which increased total open position to 1331
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
