SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:37 AM IST
| SENSEX 22APR2025 76300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 27.70
Theta: -47.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 17 Apr | 76993.32 | 946.25 | -9.95 | 11.82 | 2,656 | 236 | 870 | |||
| 16 Apr | 77044.29 | 968.95 | 124.05 | 9.93 | 12,722 | 565 | 634 | |||
| 15 Apr | 76734.89 | 871.95 | 302.6 | 12.60 | 222 | -9 | 69 | |||
| 11 Apr | 75157.26 | 540 | 203.85 | 17.68 | 183 | 78 | 78 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76300 expiring on 22APR2025
Delta for 76300 CE is 0.77
Historical price for 76300 CE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 946.25, which was -9.95 lower than the previous day. The implied volatity was 11.82, the open interest changed by 236 which increased total open position to 870
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 968.95, which was 124.05 higher than the previous day. The implied volatity was 9.93, the open interest changed by 565 which increased total open position to 634
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 871.95, which was 302.6 higher than the previous day. The implied volatity was 12.60, the open interest changed by -9 which decreased total open position to 69
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 540, which was 203.85 higher than the previous day. The implied volatity was 17.68, the open interest changed by 78 which increased total open position to 78
On 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 3 Apr SENSEX was trading at 76295.36. 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 2 Apr SENSEX was trading at 76617.44. 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 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
| SENSEX 22APR2025 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 31.28
Theta: -41.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76993.32 | 262.35 | -41.75 | 15.82 | 44,048 | 2,878 | 4,974 |
| 16 Apr | 77044.29 | 300 | -111.25 | 16.43 | 1,02,669 | 1,491 | 2,096 |
| 15 Apr | 76734.89 | 390.2 | -1232.15 | 15.14 | 2,363 | 604 | 605 |
| 11 Apr | 75157.26 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 9 Apr | 73847.15 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 8 Apr | 74227.08 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 7 Apr | 73137.90 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 28 Mar | 77414.92 | 550 | 14.3 | 0.00 | 0 | 0 | 1 |
| 27 Mar | 77606.43 | 550 | 14.3 | 15.50 | 1 | 1 | 1 |
For Sensex - strike price 76300 expiring on 22APR2025
Delta for 76300 PE is -0.29
Historical price for 76300 PE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 262.35, which was -41.75 lower than the previous day. The implied volatity was 15.82, the open interest changed by 2878 which increased total open position to 4974
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 300, which was -111.25 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1491 which increased total open position to 2096
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 390.2, which was -1232.15 lower than the previous day. The implied volatity was 15.14, the open interest changed by 604 which increased total open position to 605
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 550, which was 14.3 higher than the previous day. The implied volatity was 15.50, the open interest changed by 1 which increased total open position to 1
