SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 75900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 28.05
Theta: -60.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 246.2 | 88.05 | 16.06 | 1,18,728 | 4,871 | 6,999 | |||
| 9 Apr | 73847.15 | 170.2 | -116.6 | 20.52 | 44,816 | 1,787 | 2,128 | |||
| 8 Apr | 74227.08 | 285.55 | 67.6 | 20.21 | 2,315 | 173 | 341 | |||
| 7 Apr | 73137.90 | 250 | -102.2 | 24.80 | 1,016 | -11 | 168 | |||
| 4 Apr | 75364.69 | 375.55 | -629.1 | 9.84 | 658 | 152 | 179 | |||
| 3 Apr | 76295.36 | 1004.65 | -142 | 11.48 | 29 | 26 | 27 | |||
| 2 Apr | 76617.44 | 1146.65 | 209.2 | 8.86 | 19 | 1 | 1 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 75900 expiring on 15APR2025
Delta for 75900 CE is 0.30
Historical price for 75900 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 246.2, which was 88.05 higher than the previous day. The implied volatity was 16.06, the open interest changed by 4871 which increased total open position to 6999
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 170.2, which was -116.6 lower than the previous day. The implied volatity was 20.52, the open interest changed by 1787 which increased total open position to 2128
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 285.55, which was 67.6 higher than the previous day. The implied volatity was 20.21, the open interest changed by 173 which increased total open position to 341
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 250, which was -102.2 lower than the previous day. The implied volatity was 24.80, the open interest changed by -11 which decreased total open position to 168
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 375.55, which was -629.1 lower than the previous day. The implied volatity was 9.84, the open interest changed by 152 which increased total open position to 179
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1004.65, which was -142 lower than the previous day. The implied volatity was 11.48, the open interest changed by 26 which increased total open position to 27
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1146.65, which was 209.2 higher than the previous day. The implied volatity was 8.86, 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 75900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 28.16
Theta: -40.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 935.1 | -1155.5 | 16.29 | 2,827 | 484 | 583 |
| 9 Apr | 73847.15 | 2092.7 | 391.85 | 20.27 | 103 | -9 | 99 |
| 8 Apr | 74227.08 | 1708.55 | -1290.05 | 16.73 | 16 | -1 | 108 |
| 7 Apr | 73137.90 | 2560.35 | 1721.3 | - | 70 | -34 | 109 |
| 4 Apr | 75364.69 | 825.8 | 396.85 | 12.64 | 340 | 25 | 143 |
| 3 Apr | 76295.36 | 446.9 | 77.15 | 13.18 | 106 | 7 | 118 |
| 2 Apr | 76617.44 | 372.35 | 104.7 | 13.39 | 300 | 108 | 111 |
| 1 Apr | 76024.51 | 267.65 | 0 | 7.51 | 3 | 3 | 3 |
| 28 Mar | 77414.92 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 77606.43 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 1500 | -357.4 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 75900 expiring on 15APR2025
Delta for 75900 PE is -0.69
Historical price for 75900 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 935.1, which was -1155.5 lower than the previous day. The implied volatity was 16.29, the open interest changed by 484 which increased total open position to 583
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2092.7, which was 391.85 higher than the previous day. The implied volatity was 20.27, the open interest changed by -9 which decreased total open position to 99
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1708.55, which was -1290.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by -1 which decreased total open position to 108
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2560.35, which was 1721.3 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 109
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 825.8, which was 396.85 higher than the previous day. The implied volatity was 12.64, the open interest changed by 25 which increased total open position to 143
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 446.9, which was 77.15 higher than the previous day. The implied volatity was 13.18, the open interest changed by 7 which increased total open position to 118
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 372.35, which was 104.7 higher than the previous day. The implied volatity was 13.39, the open interest changed by 108 which increased total open position to 111
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 267.65, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 3 which increased total open position to 3
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1500, which was -357.4 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 1500, which was -357.4 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 1500, which was -357.4 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 1500, which was -357.4 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 1500, which was -357.4 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 1500, which was -357.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
