SENSEX
Sensex
Historical option data for SENSEX
30 Jan 2025 04:11 PM IST
| SENSEX 04FEB2025 75200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 28.70
Theta: -98.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Jan | 76759.81 | 2061.5 | 160.85 | 28.85 | 41 | -9 | 117 | |||
| 29 Jan | 76532.96 | 1906.75 | 437.25 | 26.24 | 132 | 46 | 126 | |||
| 28 Jan | 75901.41 | 1510.15 | 340.65 | 24.78 | 276 | 18 | 80 | |||
| 27 Jan | 75366.17 | 1180.9 | -305.05 | 22.68 | 96 | 62 | 62 | |||
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| 24 Jan | 76190.46 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 76520.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 76404.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Jan | 75838.36 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Jan | 77073.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 76619.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 77042.82 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 76724.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 76499.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 75200 expiring on 04FEB2025
Delta for 75200 CE is 0.75
Historical price for 75200 CE is as follows
On 30 Jan SENSEX was trading at 76759.81. The strike last trading price was 2061.5, which was 160.85 higher than the previous day. The implied volatity was 28.85, the open interest changed by -9 which decreased total open position to 117
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 1906.75, which was 437.25 higher than the previous day. The implied volatity was 26.24, the open interest changed by 46 which increased total open position to 126
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 1510.15, which was 340.65 higher than the previous day. The implied volatity was 24.78, the open interest changed by 18 which increased total open position to 80
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 1180.9, which was -305.05 lower than the previous day. The implied volatity was 22.68, the open interest changed by 62 which increased total open position to 62
On 24 Jan SENSEX was trading at 76190.46. 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 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 0, which was 0.00 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 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 75838.36. The strike last trading price was 0, which was 0.00 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 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was 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 04FEB2025 75200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 27.44
Theta: -66.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Jan | 76759.81 | 323.75 | -177 | 26.18 | 12,015 | -43 | 1,043 |
| 29 Jan | 76532.96 | 499.45 | -112.3 | 27.72 | 16,399 | 734 | 1,086 |
| 28 Jan | 75901.41 | 562 | -272.2 | 22.17 | 1,672 | 236 | 352 |
| 27 Jan | 75366.17 | 734.65 | 182.05 | 20.05 | 591 | -8 | 116 |
| 24 Jan | 76190.46 | 540.6 | 59.1 | 19.82 | 356 | 46 | 124 |
| 23 Jan | 76520.38 | 479.75 | -116.00 | 19.88 | 73 | 12 | 78 |
| 22 Jan | 76404.99 | 595.75 | 49.30 | 20.89 | 294 | 58 | 66 |
| 21 Jan | 75838.36 | 546.45 | 346.45 | 15.93 | 17 | 8 | 8 |
| 20 Jan | 77073.44 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 76619.33 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 77042.82 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 76724.08 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 76499.63 | 200 | 200.00 | 10.74 | 2 | 0 | 0 |
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 75200 expiring on 04FEB2025
Delta for 75200 PE is -0.23
Historical price for 75200 PE is as follows
On 30 Jan SENSEX was trading at 76759.81. The strike last trading price was 323.75, which was -177 lower than the previous day. The implied volatity was 26.18, the open interest changed by -43 which decreased total open position to 1043
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 499.45, which was -112.3 lower than the previous day. The implied volatity was 27.72, the open interest changed by 734 which increased total open position to 1086
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 562, which was -272.2 lower than the previous day. The implied volatity was 22.17, the open interest changed by 236 which increased total open position to 352
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 734.65, which was 182.05 higher than the previous day. The implied volatity was 20.05, the open interest changed by -8 which decreased total open position to 116
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 540.6, which was 59.1 higher than the previous day. The implied volatity was 19.82, the open interest changed by 46 which increased total open position to 124
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 479.75, which was -116.00 lower than the previous day. The implied volatity was 19.88, the open interest changed by 12 which increased total open position to 78
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 595.75, which was 49.30 higher than the previous day. The implied volatity was 20.89, the open interest changed by 58 which increased total open position to 66
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 546.45, which was 346.45 higher than the previous day. The implied volatity was 15.93, the open interest changed by 8 which increased total open position to 8
On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 200, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 200, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 200, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 200, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 200, which was 200.00 higher than the previous day. The implied volatity was 10.74, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
