SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 75300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 28.41
Theta: -43.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 204.1 | -254.65 | 17.10 | 17,177 | 1,468 | 1,801 | |||
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| 8 Apr | 74227.08 | 460 | 103.95 | 20.47 | 2,832 | 226 | 333 | |||
| 7 Apr | 73137.90 | 355.25 | -286.9 | 24.46 | 1,401 | -98 | 107 | |||
| 4 Apr | 75364.69 | 668.3 | -766.1 | 9.78 | 452 | 205 | 205 | |||
| 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 75300 expiring on 15APR2025
Delta for 75300 CE is 0.22
Historical price for 75300 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 204.1, which was -254.65 lower than the previous day. The implied volatity was 17.10, the open interest changed by 1468 which increased total open position to 1801
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 460, which was 103.95 higher than the previous day. The implied volatity was 20.47, the open interest changed by 226 which increased total open position to 333
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 355.25, which was -286.9 lower than the previous day. The implied volatity was 24.46, the open interest changed by -98 which decreased total open position to 107
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 668.3, which was -766.1 lower than the previous day. The implied volatity was 9.78, the open interest changed by 205 which increased total open position to 205
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 75300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 31.65
Theta: -38.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 1634.25 | 322.9 | 21.20 | 116 | 13 | 130 |
| 8 Apr | 74227.08 | 1298.85 | -1229.55 | 18.04 | 121 | 43 | 117 |
| 7 Apr | 73137.90 | 2143.45 | 1632.75 | 17.42 | 228 | -146 | 74 |
| 4 Apr | 75364.69 | 490 | 215.15 | 12.00 | 940 | 158 | 220 |
| 3 Apr | 76295.36 | 286.4 | 36.65 | 13.69 | 461 | 25 | 62 |
| 2 Apr | 76617.44 | 256.85 | -63.75 | 14.30 | 116 | 10 | 37 |
| 1 Apr | 76024.51 | 311.7 | 151.7 | 11.96 | 65 | 27 | 27 |
| 28 Mar | 77414.92 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 389 | -435.95 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75300 expiring on 15APR2025
Delta for 75300 PE is -0.73
Historical price for 75300 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 1634.25, which was 322.9 higher than the previous day. The implied volatity was 21.20, the open interest changed by 13 which increased total open position to 130
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1298.85, which was -1229.55 lower than the previous day. The implied volatity was 18.04, the open interest changed by 43 which increased total open position to 117
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2143.45, which was 1632.75 higher than the previous day. The implied volatity was 17.42, the open interest changed by -146 which decreased total open position to 74
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 490, which was 215.15 higher than the previous day. The implied volatity was 12.00, the open interest changed by 158 which increased total open position to 220
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 286.4, which was 36.65 higher than the previous day. The implied volatity was 13.69, the open interest changed by 25 which increased total open position to 62
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 256.85, which was -63.75 lower than the previous day. The implied volatity was 14.30, the open interest changed by 10 which increased total open position to 37
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 311.7, which was 151.7 higher than the previous day. The implied volatity was 11.96, the open interest changed by 27 which increased total open position to 27
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 389, which was -435.95 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 389, which was -435.95 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 389, which was -435.95 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 389, which was -435.95 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 389, which was -435.95 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 389, which was -435.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
