SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 75400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 27.10
Theta: -41.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 184.2 | -241.35 | 17.12 | 17,352 | 1,977 | 2,318 | |||
| 8 Apr | 74227.08 | 413.05 | 100.65 | 20.06 | 2,809 | 229 | 341 | |||
| 7 Apr | 73137.90 | 335.7 | -253.8 | 24.52 | 1,208 | -121 | 112 | |||
| 4 Apr | 75364.69 | 617.65 | -647.45 | 9.91 | 471 | 233 | 233 | |||
| 3 Apr | 76295.36 | 1265.1 | -372.15 | 9.11 | 4 | 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 | |||
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| 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 75400 expiring on 15APR2025
Delta for 75400 CE is 0.20
Historical price for 75400 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 184.2, which was -241.35 lower than the previous day. The implied volatity was 17.12, the open interest changed by 1977 which increased total open position to 2318
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 413.05, which was 100.65 higher than the previous day. The implied volatity was 20.06, the open interest changed by 229 which increased total open position to 341
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 335.7, which was -253.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by -121 which decreased total open position to 112
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 617.65, which was -647.45 lower than the previous day. The implied volatity was 9.91, the open interest changed by 233 which increased total open position to 233
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1265.1, which was -372.15 lower than the previous day. The implied volatity was 9.11, 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 75400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 31.51
Theta: -41.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 1750 | 331 | 22.51 | 444 | 181 | 343 |
| 8 Apr | 74227.08 | 1407.25 | -987.8 | 19.11 | 425 | -173 | 162 |
| 7 Apr | 73137.90 | 1900 | 1348.75 | - | 456 | -324 | 335 |
| 4 Apr | 75364.69 | 523.35 | 225 | 11.79 | 2,378 | 619 | 659 |
| 3 Apr | 76295.36 | 308.95 | 40.65 | 13.61 | 220 | 12 | 40 |
| 2 Apr | 76617.44 | 268 | -67.7 | 14.02 | 137 | 14 | 28 |
| 1 Apr | 76024.51 | 335.7 | 160.65 | 11.85 | 14 | 14 | 14 |
| 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 75400 expiring on 15APR2025
Delta for 75400 PE is -0.74
Historical price for 75400 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 1750, which was 331 higher than the previous day. The implied volatity was 22.51, the open interest changed by 181 which increased total open position to 343
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1407.25, which was -987.8 lower than the previous day. The implied volatity was 19.11, the open interest changed by -173 which decreased total open position to 162
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1900, which was 1348.75 higher than the previous day. The implied volatity was -, the open interest changed by -324 which decreased total open position to 335
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 523.35, which was 225 higher than the previous day. The implied volatity was 11.79, the open interest changed by 619 which increased total open position to 659
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 308.95, which was 40.65 higher than the previous day. The implied volatity was 13.61, the open interest changed by 12 which increased total open position to 40
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 268, which was -67.7 lower than the previous day. The implied volatity was 14.02, the open interest changed by 14 which increased total open position to 28
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 335.7, which was 160.65 higher than the previous day. The implied volatity was 11.85, the open interest changed by 14 which increased total open position to 14
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
