SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 75600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 77298.84 | 1772.2 | 254.8 | - | 196 | 29 | 117 | |||
| 16 Apr | 77044.29 | 1543 | 171.05 | - | 320 | 52 | 88 | |||
| 15 Apr | 76734.89 | 1380 | 515.35 | 11.90 | 137 | -50 | 36 | |||
| 11 Apr | 75157.26 | 870.5 | 365.8 | 18.70 | 561 | 86 | 86 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 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 | |||
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 75600 expiring on 22APR2025
Delta for 75600 CE is -
Historical price for 75600 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 1772.2, which was 254.8 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 117
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 1543, which was 171.05 higher than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 88
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1380, which was 515.35 higher than the previous day. The implied volatity was 11.90, the open interest changed by -50 which decreased total open position to 36
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 870.5, which was 365.8 higher than the previous day. The implied volatity was 18.70, the open interest changed by 86 which increased total open position to 86
On 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 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
On 20 Mar SENSEX was trading at 76348.06. 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 22APR2025 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 20.76
Theta: -34.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 127.95 | -36.25 | 18.81 | 29,087 | 1,132 | 2,918 |
| 16 Apr | 77044.29 | 159.2 | -69.35 | 17.21 | 59,056 | 1,427 | 1,786 |
| 15 Apr | 76734.89 | 223.2 | -927.5 | 16.18 | 1,229 | 290 | 359 |
| 11 Apr | 75157.26 | 1125.5 | -963.95 | 19.46 | 160 | 69 | 69 |
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 |
| 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 |
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75600 expiring on 22APR2025
Delta for 75600 PE is -0.14
Historical price for 75600 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 127.95, which was -36.25 lower than the previous day. The implied volatity was 18.81, the open interest changed by 1132 which increased total open position to 2918
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 159.2, which was -69.35 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1427 which increased total open position to 1786
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 223.2, which was -927.5 lower than the previous day. The implied volatity was 16.18, the open interest changed by 290 which increased total open position to 359
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1125.5, which was -963.95 lower than the previous day. The implied volatity was 19.46, the open interest changed by 69 which increased total open position to 69
On 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 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
On 20 Mar SENSEX was trading at 76348.06. 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
