SENSEX
Sensex
Historical option data for SENSEX
28 Jan 2025 04:11 PM IST
| SENSEX 04FEB2025 75300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 39.91
Theta: -81.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 28 Jan | 75901.41 | 1420.35 | 313.1 | 24.07 | 222 | -6 | 126 | |||
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| 27 Jan | 75366.17 | 1241.15 | -174.35 | 25.25 | 172 | 132 | 132 | |||
| 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 75300 expiring on 04FEB2025
Delta for 75300 CE is 0.62
Historical price for 75300 CE is as follows
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 1420.35, which was 313.1 higher than the previous day. The implied volatity was 24.07, the open interest changed by -3 which decreased total open position to 63
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 1241.15, which was -174.35 lower than the previous day. The implied volatity was 25.25, the open interest changed by 66 which increased total open position to 66
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 75300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 39.87
Theta: -59.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Jan | 75901.41 | 662.75 | -220.3 | 23.77 | 2,140 | 918 | 1,100 |
| 27 Jan | 75366.17 | 877 | 293.45 | 22.24 | 472 | -54 | 182 |
| 24 Jan | 76190.46 | 570.9 | 172.55 | 19.76 | 227 | 142 | 236 |
| 23 Jan | 76520.38 | 635.7 | 0.00 | 0.00 | 0 | 0 | 94 |
| 22 Jan | 76404.99 | 635.7 | 365.70 | 21.04 | 122 | 94 | 94 |
| 21 Jan | 75838.36 | 270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 77073.44 | 270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 76619.33 | 270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 77042.82 | 270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 76724.08 | 270 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 76499.63 | 270 | 270.00 | 11.70 | 4 | 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 75300 expiring on 04FEB2025
Delta for 75300 PE is -0.38
Historical price for 75300 PE is as follows
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 662.75, which was -220.3 lower than the previous day. The implied volatity was 23.77, the open interest changed by 459 which increased total open position to 550
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 877, which was 293.45 higher than the previous day. The implied volatity was 22.24, the open interest changed by -27 which decreased total open position to 91
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 570.9, which was 172.55 higher than the previous day. The implied volatity was 19.76, the open interest changed by 71 which increased total open position to 118
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 635.7, 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 47
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 635.7, which was 365.70 higher than the previous day. The implied volatity was 21.04, the open interest changed by 47 which increased total open position to 47
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 270, 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 270, 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 270, 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 270, 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 270, 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 270, which was 270.00 higher than the previous day. The implied volatity was 11.70, 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
