SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:37 AM IST
| SENSEX 22APR2025 75100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76993.32 | 2000 | 18.4 | - | 111 | 63 | 190 | |||
| 16 Apr | 77044.29 | 1993 | 176.5 | - | 160 | 38 | 127 | |||
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| 15 Apr | 76734.89 | 1830.75 | 695.85 | 12.44 | 148 | -42 | 89 | |||
| 11 Apr | 75157.26 | 1165.65 | 505.75 | 19.60 | 404 | 131 | 131 | |||
| 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 75100 expiring on 22APR2025
Delta for 75100 CE is -
Historical price for 75100 CE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 2000, which was 18.4 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 190
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 1993, which was 176.5 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 127
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1830.75, which was 695.85 higher than the previous day. The implied volatity was 12.44, the open interest changed by -42 which decreased total open position to 89
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1165.65, which was 505.75 higher than the previous day. The implied volatity was 19.60, the open interest changed by 131 which increased total open position to 131
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
| SENSEX 22APR2025 75100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 17.04
Theta: -27.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76993.32 | 86.4 | -19.5 | 17.97 | 19,076 | 631 | 2,341 |
| 16 Apr | 77044.29 | 102.55 | -54.7 | 18.00 | 52,409 | 1,275 | 1,710 |
| 15 Apr | 76734.89 | 165.95 | -745.45 | 17.63 | 1,931 | 301 | 435 |
| 11 Apr | 75157.26 | 859.9 | -885.85 | 19.16 | 574 | 134 | 134 |
| 9 Apr | 73847.15 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 76024.51 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 77414.92 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 526 | -922.6 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75100 expiring on 22APR2025
Delta for 75100 PE is -0.11
Historical price for 75100 PE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 86.4, which was -19.5 lower than the previous day. The implied volatity was 17.97, the open interest changed by 631 which increased total open position to 2341
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 102.55, which was -54.7 lower than the previous day. The implied volatity was 18.00, the open interest changed by 1275 which increased total open position to 1710
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 165.95, which was -745.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by 301 which increased total open position to 435
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 859.9, which was -885.85 lower than the previous day. The implied volatity was 19.16, the open interest changed by 134 which increased total open position to 134
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 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 526, which was -922.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
