SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 75200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 31.35
Theta: -93.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 687.95 | 383.1 | 21.30 | 6,21,232 | 8,018 | 9,862 | |||
| 9 Apr | 73847.15 | 320.1 | -169.4 | 20.66 | 41,802 | 1,192 | 1,844 | |||
| 8 Apr | 74227.08 | 493 | 129.85 | 20.47 | 4,442 | 460 | 652 | |||
| 7 Apr | 73137.90 | 410.8 | -294.05 | 25.41 | 1,084 | 43 | 192 | |||
| 4 Apr | 75364.69 | 729.05 | -779.85 | 9.80 | 307 | 149 | 149 | |||
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| 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 | |||
For Sensex - strike price 75200 expiring on 15APR2025
Delta for 75200 CE is 0.51
Historical price for 75200 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 687.95, which was 383.1 higher than the previous day. The implied volatity was 21.30, the open interest changed by 8018 which increased total open position to 9862
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 320.1, which was -169.4 lower than the previous day. The implied volatity was 20.66, the open interest changed by 1192 which increased total open position to 1844
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 493, which was 129.85 higher than the previous day. The implied volatity was 20.47, the open interest changed by 460 which increased total open position to 652
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 410.8, which was -294.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 43 which increased total open position to 192
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 729.05, which was -779.85 lower than the previous day. The implied volatity was 9.80, the open interest changed by 149 which increased total open position to 149
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 75200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 31.35
Theta: -67.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 605 | -934.45 | 19.92 | 6,36,719 | 7,905 | 8,123 |
| 9 Apr | 73847.15 | 1537.85 | 278.1 | 20.29 | 865 | 41 | 218 |
| 8 Apr | 74227.08 | 1244.4 | -1315.35 | 18.42 | 233 | 60 | 177 |
| 7 Apr | 73137.90 | 2228.5 | 1757.1 | 23.05 | 130 | -71 | 117 |
| 4 Apr | 75364.69 | 437.95 | 175.05 | 11.79 | 699 | 119 | 188 |
| 3 Apr | 76295.36 | 267 | 34.55 | 13.82 | 150 | 44 | 69 |
| 2 Apr | 76617.44 | 232.45 | -67.75 | 14.22 | 85 | -7 | 25 |
| 1 Apr | 76024.51 | 307.25 | 161.25 | 12.44 | 65 | 32 | 32 |
| 28 Mar | 77414.92 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 914 | -768.65 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75200 expiring on 15APR2025
Delta for 75200 PE is -0.49
Historical price for 75200 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 605, which was -934.45 lower than the previous day. The implied volatity was 19.92, the open interest changed by 7905 which increased total open position to 8123
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1537.85, which was 278.1 higher than the previous day. The implied volatity was 20.29, the open interest changed by 41 which increased total open position to 218
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1244.4, which was -1315.35 lower than the previous day. The implied volatity was 18.42, the open interest changed by 60 which increased total open position to 177
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2228.5, which was 1757.1 higher than the previous day. The implied volatity was 23.05, the open interest changed by -71 which decreased total open position to 117
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 437.95, which was 175.05 higher than the previous day. The implied volatity was 11.79, the open interest changed by 119 which increased total open position to 188
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 267, which was 34.55 higher than the previous day. The implied volatity was 13.82, the open interest changed by 44 which increased total open position to 69
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 232.45, which was -67.75 lower than the previous day. The implied volatity was 14.22, the open interest changed by -7 which decreased total open position to 25
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 307.25, which was 161.25 higher than the previous day. The implied volatity was 12.44, the open interest changed by 32 which increased total open position to 32
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 914, which was -768.65 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 914, which was -768.65 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 914, which was -768.65 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 914, which was -768.65 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 914, which was -768.65 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 914, which was -768.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
