SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 75500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 31.03
Theta: -89.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 530 | 298.15 | 20.74 | 9,02,311 | 10,511 | 17,293 | |||
| 9 Apr | 73847.15 | 240.1 | -152.65 | 20.36 | 1,05,022 | 4,282 | 6,782 | |||
| 8 Apr | 74227.08 | 388.7 | 87.8 | 20.20 | 26,280 | 1,159 | 2,500 | |||
| 7 Apr | 73137.90 | 344.2 | -191.5 | 25.44 | 11,415 | 214 | 1,341 | |||
| 4 Apr | 75364.69 | 555.5 | -681.9 | 9.75 | 6,122 | 1,116 | 1,127 | |||
| 3 Apr | 76295.36 | 1218.8 | -342.6 | 9.96 | 37 | 11 | 11 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 75500 expiring on 15APR2025
Delta for 75500 CE is 0.44
Historical price for 75500 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 530, which was 298.15 higher than the previous day. The implied volatity was 20.74, the open interest changed by 10511 which increased total open position to 17293
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 240.1, which was -152.65 lower than the previous day. The implied volatity was 20.36, the open interest changed by 4282 which increased total open position to 6782
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 388.7, which was 87.8 higher than the previous day. The implied volatity was 20.20, the open interest changed by 1159 which increased total open position to 2500
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 344.2, which was -191.5 lower than the previous day. The implied volatity was 25.44, the open interest changed by 214 which increased total open position to 1341
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 555.5, which was -681.9 lower than the previous day. The implied volatity was 9.75, the open interest changed by 1116 which increased total open position to 1127
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1218.8, which was -342.6 lower than the previous day. The implied volatity was 9.96, the open interest changed by 11 which increased total open position to 11
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 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 30.97
Theta: -63.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 747.9 | -1004.75 | 19.38 | 2,93,894 | 5,199 | 6,555 |
| 9 Apr | 73847.15 | 1712.5 | 240.7 | 18.27 | 939 | 100 | 1,356 |
| 8 Apr | 74227.08 | 1421.95 | -984.7 | 17.48 | 2,253 | 66 | 1,256 |
| 7 Apr | 73137.90 | 2312.45 | 1712.65 | 17.25 | 2,165 | -250 | 1,190 |
| 4 Apr | 75364.69 | 577.35 | 257.7 | 11.93 | 7,140 | 1,193 | 1,440 |
| 3 Apr | 76295.36 | 330.3 | 50.65 | 13.46 | 1,524 | -99 | 247 |
| 2 Apr | 76617.44 | 286.7 | -85.25 | 13.91 | 1,128 | 224 | 346 |
| 1 Apr | 76024.51 | 380 | 188.85 | 12.09 | 314 | 122 | 122 |
| 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 75500 expiring on 15APR2025
Delta for 75500 PE is -0.56
Historical price for 75500 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 747.9, which was -1004.75 lower than the previous day. The implied volatity was 19.38, the open interest changed by 5199 which increased total open position to 6555
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1712.5, which was 240.7 higher than the previous day. The implied volatity was 18.27, the open interest changed by 100 which increased total open position to 1356
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1421.95, which was -984.7 lower than the previous day. The implied volatity was 17.48, the open interest changed by 66 which increased total open position to 1256
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2312.45, which was 1712.65 higher than the previous day. The implied volatity was 17.25, the open interest changed by -250 which decreased total open position to 1190
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 577.35, which was 257.7 higher than the previous day. The implied volatity was 11.93, the open interest changed by 1193 which increased total open position to 1440
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 330.3, which was 50.65 higher than the previous day. The implied volatity was 13.46, the open interest changed by -99 which decreased total open position to 247
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 286.7, which was -85.25 lower than the previous day. The implied volatity was 13.91, the open interest changed by 224 which increased total open position to 346
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 380, which was 188.85 higher than the previous day. The implied volatity was 12.09, the open interest changed by 122 which increased total open position to 122
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
