SENSEX
Sensex
Historical option data for SENSEX
04 Apr 2025 04:11 PM IST
| SENSEX 08APR2025 76300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 16.87
Theta: -22.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 75364.69 | 50 | -393.35 | 9.58 | 6,09,694 | 4,571 | 17,471 | |||
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| 3 Apr | 76295.36 | 429.25 | -272.45 | 10.60 | 3,08,488 | 10,074 | 12,900 | |||
| 2 Apr | 76617.44 | 737.3 | 204.15 | 12.39 | 1,60,903 | 744 | 2,826 | |||
| 1 Apr | 76024.51 | 528 | -971.6 | 14.05 | 8,795 | 2,082 | 2,082 | |||
| 28 Mar | 77414.92 | 2100 | 20.5 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 2100 | 20.5 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 2100 | 20.5 | 23.91 | 3 | 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 | |||
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 75939.18 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76300 expiring on 08APR2025
Delta for 76300 CE is 0.13
Historical price for 76300 CE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 50, which was -393.35 lower than the previous day. The implied volatity was 9.58, the open interest changed by 4571 which increased total open position to 17471
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 429.25, which was -272.45 lower than the previous day. The implied volatity was 10.60, the open interest changed by 10074 which increased total open position to 12900
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 737.3, which was 204.15 higher than the previous day. The implied volatity was 12.39, the open interest changed by 744 which increased total open position to 2826
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 528, which was -971.6 lower than the previous day. The implied volatity was 14.05, the open interest changed by 2082 which increased total open position to 2082
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 2100, which was 20.5 higher 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 2100, which was 20.5 higher 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 2100, which was 20.5 higher than the previous day. The implied volatity was 23.91, 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
On 20 Mar SENSEX was trading at 76348.06. 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 19 Feb SENSEX was trading at 75939.18. 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 08APR2025 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 22.49
Theta: -19.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 75364.69 | 970.25 | 525.6 | 13.01 | 62,510 | -10,646 | 2,936 |
| 3 Apr | 76295.36 | 468.9 | 96.95 | 14.54 | 3,52,309 | 7,797 | 13,582 |
| 2 Apr | 76617.44 | 382.2 | -145.7 | 14.76 | 2,51,613 | 4,114 | 5,785 |
| 1 Apr | 76024.51 | 560 | 360.15 | 11.72 | 12,105 | 1,619 | 1,671 |
| 28 Mar | 77414.92 | 200 | -25.95 | 12.57 | 407 | 45 | 52 |
| 27 Mar | 77606.43 | 225.95 | -69.1 | 13.77 | 61 | 5 | 7 |
| 26 Mar | 77288.50 | 293.3 | 121 | 13.23 | 5 | 2 | 2 |
| 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 |
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 75939.18 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 76300 expiring on 08APR2025
Delta for 76300 PE is -0.79
Historical price for 76300 PE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 970.25, which was 525.6 higher than the previous day. The implied volatity was 13.01, the open interest changed by -10646 which decreased total open position to 2936
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 468.9, which was 96.95 higher than the previous day. The implied volatity was 14.54, the open interest changed by 7797 which increased total open position to 13582
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 382.2, which was -145.7 lower than the previous day. The implied volatity was 14.76, the open interest changed by 4114 which increased total open position to 5785
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 560, which was 360.15 higher than the previous day. The implied volatity was 11.72, the open interest changed by 1619 which increased total open position to 1671
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 200, which was -25.95 lower than the previous day. The implied volatity was 12.57, the open interest changed by 45 which increased total open position to 52
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 225.95, which was -69.1 lower than the previous day. The implied volatity was 13.77, the open interest changed by 5 which increased total open position to 7
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 293.3, which was 121 higher than the previous day. The implied volatity was 13.23, the open interest changed by 2 which increased total open position to 2
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
On 20 Mar SENSEX was trading at 76348.06. 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 19 Feb SENSEX was trading at 75939.18. 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
