SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 75800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 28.96
Theta: -65.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 286.75 | 114.95 | 16.93 | 1,47,095 | 6,262 | 9,183 | |||
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| 9 Apr | 73847.15 | 188.1 | -120.05 | 20.57 | 50,400 | 2,250 | 2,921 | |||
| 8 Apr | 74227.08 | 310 | 76.9 | 20.23 | 4,102 | 457 | 671 | |||
| 7 Apr | 73137.90 | 275 | -117.7 | 25.08 | 889 | -61 | 214 | |||
| 4 Apr | 75364.69 | 416.25 | -623.15 | 9.82 | 1,114 | 255 | 275 | |||
| 3 Apr | 76295.36 | 1039.4 | -92.4 | 10.83 | 53 | 7 | 20 | |||
| 2 Apr | 76617.44 | 1131.8 | -164.5 | 6.09 | 15 | 12 | 13 | |||
| 1 Apr | 76024.51 | 1296.3 | -807.85 | 17.21 | 1 | 1 | 1 | |||
| 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 75800 expiring on 15APR2025
Delta for 75800 CE is 0.33
Historical price for 75800 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 286.75, which was 114.95 higher than the previous day. The implied volatity was 16.93, the open interest changed by 6262 which increased total open position to 9183
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 188.1, which was -120.05 lower than the previous day. The implied volatity was 20.57, the open interest changed by 2250 which increased total open position to 2921
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 310, which was 76.9 higher than the previous day. The implied volatity was 20.23, the open interest changed by 457 which increased total open position to 671
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 275, which was -117.7 lower than the previous day. The implied volatity was 25.08, the open interest changed by -61 which decreased total open position to 214
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 416.25, which was -623.15 lower than the previous day. The implied volatity was 9.82, the open interest changed by 255 which increased total open position to 275
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1039.4, which was -92.4 lower than the previous day. The implied volatity was 10.83, the open interest changed by 7 which increased total open position to 20
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1131.8, which was -164.5 lower than the previous day. The implied volatity was 6.09, the open interest changed by 12 which increased total open position to 13
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1296.3, which was -807.85 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1 which increased total open position to 1
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 75800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 28.61
Theta: -39.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 878.35 | -1128.45 | 15.76 | 4,421 | 413 | 546 |
| 9 Apr | 73847.15 | 2006.8 | 345.5 | 20.18 | 94 | -2 | 133 |
| 8 Apr | 74227.08 | 1643.8 | -1225.25 | 17.25 | 73 | -29 | 135 |
| 7 Apr | 73137.90 | 2650 | 1872.65 | 20.53 | 125 | -83 | 164 |
| 4 Apr | 75364.69 | 727.75 | 325.6 | 11.84 | 1,337 | 110 | 247 |
| 3 Apr | 76295.36 | 417.1 | 65.95 | 13.29 | 251 | 13 | 137 |
| 2 Apr | 76617.44 | 347.4 | -119.95 | 13.49 | 494 | 113 | 124 |
| 1 Apr | 76024.51 | 473.5 | 226.85 | 11.84 | 20 | 10 | 11 |
| 28 Mar | 77414.92 | 414 | -54.95 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 414 | -54.95 | 0.00 | 0 | 0 | 1 |
| 26 Mar | 77288.50 | 414 | -54.95 | 0.00 | 0 | 0 | 1 |
| 25 Mar | 78017.19 | 414 | -54.95 | 0.00 | 0 | 0 | 1 |
| 24 Mar | 77984.38 | 414 | -54.95 | 17.85 | 1 | 1 | 1 |
| 21 Mar | 76905.51 | 720 | -1362.55 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75800 expiring on 15APR2025
Delta for 75800 PE is -0.68
Historical price for 75800 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 878.35, which was -1128.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by 413 which increased total open position to 546
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2006.8, which was 345.5 higher than the previous day. The implied volatity was 20.18, the open interest changed by -2 which decreased total open position to 133
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1643.8, which was -1225.25 lower than the previous day. The implied volatity was 17.25, the open interest changed by -29 which decreased total open position to 135
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2650, which was 1872.65 higher than the previous day. The implied volatity was 20.53, the open interest changed by -83 which decreased total open position to 164
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 727.75, which was 325.6 higher than the previous day. The implied volatity was 11.84, the open interest changed by 110 which increased total open position to 247
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 417.1, which was 65.95 higher than the previous day. The implied volatity was 13.29, the open interest changed by 13 which increased total open position to 137
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 347.4, which was -119.95 lower than the previous day. The implied volatity was 13.49, the open interest changed by 113 which increased total open position to 124
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 473.5, which was 226.85 higher than the previous day. The implied volatity was 11.84, the open interest changed by 10 which increased total open position to 11
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 414, which was -54.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 414, which was -54.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 414, which was -54.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 414, which was -54.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 414, which was -54.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 1 which increased total open position to 1
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 720, which was -1362.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
