SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 75600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 25.13
Theta: -38.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 159.25 | -193.75 | 17.32 | 18,130 | 1,845 | 2,443 | |||
| 8 Apr | 74227.08 | 366 | 88.6 | 20.36 | 5,113 | 346 | 598 | |||
| 7 Apr | 73137.90 | 310.8 | -173.15 | 25.03 | 1,022 | 36 | 252 | |||
| 4 Apr | 75364.69 | 502 | -720.1 | 9.70 | 1,712 | 215 | 216 | |||
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| 3 Apr | 76295.36 | 1361.65 | 247.7 | 0.00 | 0 | 0 | 1 | |||
| 2 Apr | 76617.44 | 1361.65 | 247.7 | 8.00 | 4 | 1 | 1 | |||
| 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 75600 expiring on 15APR2025
Delta for 75600 CE is 0.18
Historical price for 75600 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 159.25, which was -193.75 lower than the previous day. The implied volatity was 17.32, the open interest changed by 1845 which increased total open position to 2443
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 366, which was 88.6 higher than the previous day. The implied volatity was 20.36, the open interest changed by 346 which increased total open position to 598
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 310.8, which was -173.15 lower than the previous day. The implied volatity was 25.03, the open interest changed by 36 which increased total open position to 252
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 502, which was -720.1 lower than the previous day. The implied volatity was 9.70, the open interest changed by 215 which increased total open position to 216
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1361.65, which was 247.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1361.65, which was 247.7 higher than the previous day. The implied volatity was 8.00, the open interest changed by 1 which increased total open position to 1
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 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 27.12
Theta: -24.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 1780 | 209.7 | 19.07 | 64 | 16 | 165 |
| 8 Apr | 74227.08 | 1571.3 | -1030.15 | 19.70 | 116 | 2 | 149 |
| 7 Apr | 73137.90 | 2307.45 | 1657.5 | 10.61 | 187 | -84 | 147 |
| 4 Apr | 75364.69 | 616.75 | 268 | 11.74 | 1,217 | 136 | 231 |
| 3 Apr | 76295.36 | 357.4 | 61.8 | 13.40 | 142 | 5 | 95 |
| 2 Apr | 76617.44 | 300 | -94.8 | 13.64 | 185 | 88 | 90 |
| 1 Apr | 76024.51 | 406.7 | 198.25 | 11.96 | 15 | 2 | 2 |
| 28 Mar | 77414.92 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 904 | -56.2 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75600 expiring on 15APR2025
Delta for 75600 PE is -0.80
Historical price for 75600 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 1780, which was 209.7 higher than the previous day. The implied volatity was 19.07, the open interest changed by 16 which increased total open position to 165
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1571.3, which was -1030.15 lower than the previous day. The implied volatity was 19.70, the open interest changed by 2 which increased total open position to 149
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2307.45, which was 1657.5 higher than the previous day. The implied volatity was 10.61, the open interest changed by -84 which decreased total open position to 147
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 616.75, which was 268 higher than the previous day. The implied volatity was 11.74, the open interest changed by 136 which increased total open position to 231
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 357.4, which was 61.8 higher than the previous day. The implied volatity was 13.40, the open interest changed by 5 which increased total open position to 95
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 300, which was -94.8 lower than the previous day. The implied volatity was 13.64, the open interest changed by 88 which increased total open position to 90
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 406.7, which was 198.25 higher than the previous day. The implied volatity was 11.96, the open interest changed by 2 which increased total open position to 2
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 904, which was -56.2 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 904, which was -56.2 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 904, which was -56.2 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 904, which was -56.2 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 904, which was -56.2 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 904, which was -56.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
