SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 76000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 26.99
Theta: -61.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 235.75 | 93 | 17.21 | 4,77,040 | 13,663 | 35,162 | |||
| 9 Apr | 73847.15 | 142 | -118.6 | 19.94 | 2,02,570 | 12,166 | 21,499 | |||
| 8 Apr | 74227.08 | 258 | 50.4 | 20.03 | 53,004 | 7,399 | 9,333 | |||
| 7 Apr | 73137.90 | 225 | -95.25 | 24.47 | 16,047 | 28 | 1,934 | |||
| 4 Apr | 75364.69 | 343.55 | -540.6 | 9.97 | 8,391 | 1,237 | 1,906 | |||
| 3 Apr | 76295.36 | 830 | -313.25 | 9.32 | 786 | 49 | 669 | |||
| 2 Apr | 76617.44 | 1167.6 | 230 | 10.92 | 996 | 546 | 620 | |||
| 1 Apr | 76024.51 | 970.3 | -977.8 | 13.55 | 288 | 74 | 74 | |||
| 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 | |||
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| 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 76000 expiring on 15APR2025
Delta for 76000 CE is 0.28
Historical price for 76000 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 235.75, which was 93 higher than the previous day. The implied volatity was 17.21, the open interest changed by 13663 which increased total open position to 35162
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 142, which was -118.6 lower than the previous day. The implied volatity was 19.94, the open interest changed by 12166 which increased total open position to 21499
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 258, which was 50.4 higher than the previous day. The implied volatity was 20.03, the open interest changed by 7399 which increased total open position to 9333
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 225, which was -95.25 lower than the previous day. The implied volatity was 24.47, the open interest changed by 28 which increased total open position to 1934
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 343.55, which was -540.6 lower than the previous day. The implied volatity was 9.97, the open interest changed by 1237 which increased total open position to 1906
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 830, which was -313.25 lower than the previous day. The implied volatity was 9.32, the open interest changed by 49 which increased total open position to 669
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1167.6, which was 230 higher than the previous day. The implied volatity was 10.92, the open interest changed by 546 which increased total open position to 620
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 970.3, which was -977.8 lower than the previous day. The implied volatity was 13.55, the open interest changed by 74 which increased total open position to 74
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 76000 PE | |||||||
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Delta: -0.75
Vega: 25.83
Theta: -31.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 1020 | -1159.6 | 15.41 | 15,769 | 2,276 | 3,866 |
| 9 Apr | 73847.15 | 2172.25 | 331.65 | 20.04 | 572 | 66 | 1,590 |
| 8 Apr | 74227.08 | 1807.45 | -1074.65 | 17.35 | 1,987 | 993 | 1,524 |
| 7 Apr | 73137.90 | 2619.3 | 1728.85 | - | 886 | -144 | 531 |
| 4 Apr | 75364.69 | 850 | 383.65 | 11.96 | 4,871 | -115 | 675 |
| 3 Apr | 76295.36 | 475.9 | 77.3 | 13.01 | 2,648 | 45 | 790 |
| 2 Apr | 76617.44 | 409.8 | -115.1 | 13.50 | 2,863 | 523 | 745 |
| 1 Apr | 76024.51 | 524 | 280.05 | 11.30 | 537 | 143 | 222 |
| 28 Mar | 77414.92 | 246.9 | -17.25 | 12.71 | 81 | 79 | 79 |
| 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 76000 expiring on 15APR2025
Delta for 76000 PE is -0.75
Historical price for 76000 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 1020, which was -1159.6 lower than the previous day. The implied volatity was 15.41, the open interest changed by 2276 which increased total open position to 3866
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2172.25, which was 331.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 66 which increased total open position to 1590
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1807.45, which was -1074.65 lower than the previous day. The implied volatity was 17.35, the open interest changed by 993 which increased total open position to 1524
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2619.3, which was 1728.85 higher than the previous day. The implied volatity was -, the open interest changed by -144 which decreased total open position to 531
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 850, which was 383.65 higher than the previous day. The implied volatity was 11.96, the open interest changed by -115 which decreased total open position to 675
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 475.9, which was 77.3 higher than the previous day. The implied volatity was 13.01, the open interest changed by 45 which increased total open position to 790
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 409.8, which was -115.1 lower than the previous day. The implied volatity was 13.50, the open interest changed by 523 which increased total open position to 745
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 524, which was 280.05 higher than the previous day. The implied volatity was 11.30, the open interest changed by 143 which increased total open position to 222
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 246.9, which was -17.25 lower than the previous day. The implied volatity was 12.71, the open interest changed by 79 which increased total open position to 79
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
