SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 76200 CE | ||||||||||
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Delta: 0.26
Vega: 26.44
Theta: -62.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75155.86 | 235.95 | 118.1 | 18.36 | 78,368 | 2,699 | 4,878 | |||
| 9 Apr | 73847.15 | 124.9 | -98.7 | 20.40 | 41,571 | 1,543 | 2,179 | |||
| 8 Apr | 74227.08 | 221 | 34.5 | 20.13 | 3,435 | 534 | 636 | |||
| 7 Apr | 73137.90 | 248.95 | -7.85 | 26.52 | 238 | -58 | 102 | |||
| 4 Apr | 75364.69 | 270.5 | -496.95 | 9.89 | 544 | 82 | 160 | |||
| 3 Apr | 76295.36 | 764.05 | -196.15 | 10.44 | 184 | 65 | 78 | |||
| 2 Apr | 76617.44 | 960.2 | 180.95 | 9.56 | 47 | 13 | 13 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 76200 expiring on 15APR2025
Delta for 76200 CE is 0.26
Historical price for 76200 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 235.95, which was 118.1 higher than the previous day. The implied volatity was 18.36, the open interest changed by 2699 which increased total open position to 4878
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 124.9, which was -98.7 lower than the previous day. The implied volatity was 20.40, the open interest changed by 1543 which increased total open position to 2179
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 221, which was 34.5 higher than the previous day. The implied volatity was 20.13, the open interest changed by 534 which increased total open position to 636
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 248.95, which was -7.85 lower than the previous day. The implied volatity was 26.52, the open interest changed by -58 which decreased total open position to 102
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 270.5, which was -496.95 lower than the previous day. The implied volatity was 9.89, the open interest changed by 82 which increased total open position to 160
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 764.05, which was -196.15 lower than the previous day. The implied volatity was 10.44, the open interest changed by 65 which increased total open position to 78
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 960.2, which was 180.95 higher than the previous day. The implied volatity was 9.56, the open interest changed by 13 which increased total open position to 13
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 76200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 26.19
Theta: -40.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75155.86 | 1181 | -1205.25 | 17.94 | 1,048 | 216 | 286 |
| 9 Apr | 73847.15 | 1775 | -1412.85 | 0.00 | 0 | 0 | 70 |
| 8 Apr | 74227.08 | 1775 | -1412.85 | - | 32 | -22 | 70 |
| 7 Apr | 73137.90 | 2907.55 | 1873.3 | 13.09 | 52 | -19 | 92 |
| 4 Apr | 75364.69 | 1022.7 | 479.95 | 12.92 | 192 | 26 | 111 |
| 3 Apr | 76295.36 | 563.4 | 100.4 | 13.13 | 293 | 30 | 85 |
| 2 Apr | 76617.44 | 459.05 | -147 | 13.13 | 334 | 48 | 55 |
| 1 Apr | 76024.51 | 597.65 | 258.8 | 11.02 | 85 | 7 | 7 |
| 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 76200 expiring on 15APR2025
Delta for 76200 PE is -0.74
Historical price for 76200 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 1181, which was -1205.25 lower than the previous day. The implied volatity was 17.94, the open interest changed by 216 which increased total open position to 286
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1775, which was -1412.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 70
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1775, which was -1412.85 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 70
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2907.55, which was 1873.3 higher than the previous day. The implied volatity was 13.09, the open interest changed by -19 which decreased total open position to 92
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1022.7, which was 479.95 higher than the previous day. The implied volatity was 12.92, the open interest changed by 26 which increased total open position to 111
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 563.4, which was 100.4 higher than the previous day. The implied volatity was 13.13, the open interest changed by 30 which increased total open position to 85
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 459.05, which was -147 lower than the previous day. The implied volatity was 13.13, the open interest changed by 48 which increased total open position to 55
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 597.65, which was 258.8 higher than the previous day. The implied volatity was 11.02, the open interest changed by 7 which increased total open position to 7
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
