SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 75300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 31.97
Theta: -74.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 480.85 | 202.2 | 16.95 | 2,09,763 | 9,611 | 12,906 | |||
| 9 Apr | 73847.15 | 303.2 | -155.55 | 20.94 | 48,590 | 2,962 | 3,295 | |||
| 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 | |||
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| 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 0.46
Historical price for 75300 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 480.85, which was 202.2 higher than the previous day. The implied volatity was 16.95, the open interest changed by 9611 which increased total open position to 12906
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 303.2, which was -155.55 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2962 which increased total open position to 3295
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 31.94
Theta: -47.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 562.95 | -1048.75 | 15.38 | 1,26,915 | 6,249 | 6,367 |
| 9 Apr | 73847.15 | 1592.65 | 281.3 | 19.62 | 172 | 1 | 118 |
| 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 -0.54
Historical price for 75300 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 562.95, which was -1048.75 lower than the previous day. The implied volatity was 15.38, the open interest changed by 6249 which increased total open position to 6367
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1592.65, which was 281.3 higher than the previous day. The implied volatity was 19.62, the open interest changed by 1 which increased total open position to 118
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
