SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 75100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 30.58
Theta: -48.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 252 | -273.5 | 17.69 | 21,035 | 1,181 | 1,680 | |||
| 8 Apr | 74227.08 | 542.45 | 141 | 20.84 | 3,769 | 370 | 499 | |||
| 7 Apr | 73137.90 | 519.95 | -256.65 | 27.75 | 986 | 5 | 129 | |||
| 4 Apr | 75364.69 | 758.2 | -827 | 9.09 | 194 | 124 | 124 | |||
| 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 | |||
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| 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 75100 expiring on 15APR2025
Delta for 75100 CE is 0.25
Historical price for 75100 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 252, which was -273.5 lower than the previous day. The implied volatity was 17.69, the open interest changed by 1181 which increased total open position to 1680
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 542.45, which was 141 higher than the previous day. The implied volatity was 20.84, the open interest changed by 370 which increased total open position to 499
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 519.95, which was -256.65 lower than the previous day. The implied volatity was 27.75, the open interest changed by 5 which increased total open position to 129
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 758.2, which was -827 lower than the previous day. The implied volatity was 9.09, the open interest changed by 124 which increased total open position to 124
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 75100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 32.84
Theta: -41.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73805.86 | 1531.85 | 345 | 21.23 | 793 | 92 | 205 |
| 8 Apr | 74227.08 | 1180.1 | -844.05 | 18.47 | 233 | 21 | 113 |
| 7 Apr | 73137.90 | 1955.6 | 1523.75 | 16.71 | 198 | -111 | 92 |
| 4 Apr | 75364.69 | 408.6 | 179.95 | 11.99 | 717 | 146 | 203 |
| 3 Apr | 76295.36 | 238.35 | 18.35 | 13.70 | 102 | 51 | 57 |
| 2 Apr | 76617.44 | 220 | -51.7 | 14.42 | 56 | -19 | 6 |
| 1 Apr | 76024.51 | 282.65 | 149.6 | 12.48 | 53 | 25 | 25 |
| 28 Mar | 77414.92 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 600 | -1020.35 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75100 expiring on 15APR2025
Delta for 75100 PE is -0.71
Historical price for 75100 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 1531.85, which was 345 higher than the previous day. The implied volatity was 21.23, the open interest changed by 92 which increased total open position to 205
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1180.1, which was -844.05 lower than the previous day. The implied volatity was 18.47, the open interest changed by 21 which increased total open position to 113
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1955.6, which was 1523.75 higher than the previous day. The implied volatity was 16.71, the open interest changed by -111 which decreased total open position to 92
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 408.6, which was 179.95 higher than the previous day. The implied volatity was 11.99, the open interest changed by 146 which increased total open position to 203
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 238.35, which was 18.35 higher than the previous day. The implied volatity was 13.70, the open interest changed by 51 which increased total open position to 57
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 220, which was -51.7 lower than the previous day. The implied volatity was 14.42, the open interest changed by -19 which decreased total open position to 6
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 282.65, which was 149.6 higher than the previous day. The implied volatity was 12.48, the open interest changed by 25 which increased total open position to 25
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 600, which was -1020.35 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 600, which was -1020.35 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 600, which was -1020.35 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 600, which was -1020.35 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 600, which was -1020.35 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 600, which was -1020.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
