SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 76100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 19.03
Theta: -30.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 99.4 | -144.45 | 18.03 | 15,827 | 1,880 | 2,294 | |||
| 8 Apr | 74227.08 | 241 | 51.6 | 20.15 | 3,709 | 248 | 414 | |||
| 7 Apr | 73137.90 | 213.45 | -72.8 | 24.61 | 920 | 5 | 166 | |||
| 4 Apr | 75364.69 | 306.9 | -547.9 | 9.96 | 515 | 117 | 161 | |||
| 3 Apr | 76295.36 | 854.8 | -158.2 | 11.02 | 84 | 18 | 44 | |||
| 2 Apr | 76617.44 | 1013 | 232.55 | 9.21 | 54 | 23 | 26 | |||
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| 1 Apr | 76024.51 | 780.45 | -1091.7 | 11.25 | 8 | 3 | 3 | |||
| 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 76100 expiring on 15APR2025
Delta for 76100 CE is 0.12
Historical price for 76100 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 99.4, which was -144.45 lower than the previous day. The implied volatity was 18.03, the open interest changed by 1880 which increased total open position to 2294
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 241, which was 51.6 higher than the previous day. The implied volatity was 20.15, the open interest changed by 248 which increased total open position to 414
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 213.45, which was -72.8 lower than the previous day. The implied volatity was 24.61, the open interest changed by 5 which increased total open position to 166
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 306.9, which was -547.9 lower than the previous day. The implied volatity was 9.96, the open interest changed by 117 which increased total open position to 161
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 854.8, which was -158.2 lower than the previous day. The implied volatity was 11.02, the open interest changed by 18 which increased total open position to 44
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1013, which was 232.55 higher than the previous day. The implied volatity was 9.21, the open interest changed by 23 which increased total open position to 26
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 780.45, which was -1091.7 lower than the previous day. The implied volatity was 11.25, 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 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 76100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 26.61
Theta: -36.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 2360 | 481.4 | 24.73 | 56 | 52 | 121 |
| 8 Apr | 74227.08 | 1860 | -1529.55 | 16.17 | 53 | 21 | 69 |
| 7 Apr | 73137.90 | 3389.55 | 2504.4 | 36.89 | 114 | -113 | 48 |
| 4 Apr | 75364.69 | 885.15 | 376.85 | 11.42 | 159 | 67 | 161 |
| 3 Apr | 76295.36 | 514.55 | 77.7 | 13.00 | 282 | 9 | 94 |
| 2 Apr | 76617.44 | 429 | 157.1 | 13.22 | 302 | 85 | 85 |
| 1 Apr | 76024.51 | 271.9 | -41.8 | 6.24 | 2 | 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 76100 expiring on 15APR2025
Delta for 76100 PE is -0.80
Historical price for 76100 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 2360, which was 481.4 higher than the previous day. The implied volatity was 24.73, the open interest changed by 52 which increased total open position to 121
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1860, which was -1529.55 lower than the previous day. The implied volatity was 16.17, the open interest changed by 21 which increased total open position to 69
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3389.55, which was 2504.4 higher than the previous day. The implied volatity was 36.89, the open interest changed by -113 which decreased total open position to 48
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 885.15, which was 376.85 higher than the previous day. The implied volatity was 11.42, the open interest changed by 67 which increased total open position to 161
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 514.55, which was 77.7 higher than the previous day. The implied volatity was 13.00, the open interest changed by 9 which increased total open position to 94
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 429, which was 157.1 higher than the previous day. The implied volatity was 13.22, the open interest changed by 85 which increased total open position to 85
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 271.9, which was -41.8 lower than the previous day. The implied volatity was 6.24, 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
