SENSEX
Sensex
Historical option data for SENSEX
01 Feb 2025 11:29 PM IST
| SENSEX 04FEB2025 76300 CE | ||||||||||
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Delta: 0.93
Vega: 9.50
Theta: -39.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 1 Feb | 77505.96 | 1295.95 | -280.4 | 12.45 | 1,231 | -16 | 783 | |||
| 31 Jan | 77500.57 | 1591.85 | 328.75 | 24.60 | 1,267 | -260 | 799 | |||
| 30 Jan | 76759.81 | 1350 | 159.3 | 29.24 | 8,626 | -310 | 1,059 | |||
| 29 Jan | 76532.96 | 1228.5 | 382.8 | 26.63 | 48,284 | 912 | 1,369 | |||
| 28 Jan | 75901.41 | 874.95 | 237.75 | 23.73 | 2,696 | 445 | 457 | |||
| 27 Jan | 75366.17 | 619.2 | -195 | 21.33 | 33 | 12 | 12 | |||
| 24 Jan | 76190.46 | 1617.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 23 Jan | 76520.38 | 1617.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Jan | 76404.99 | 1617.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Jan | 75838.36 | 1617.65 | 1617.65 | 28.69 | 2 | 0 | 0 | |||
| 20 Jan | 77073.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 17 Jan | 76619.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Jan | 77042.82 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 76724.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 76499.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 76300 expiring on 04FEB2025
Delta for 76300 CE is 0.93
Historical price for 76300 CE is as follows
On 1 Feb SENSEX was trading at 77505.96. The strike last trading price was 1295.95, which was -280.4 lower than the previous day. The implied volatity was 12.45, the open interest changed by -16 which decreased total open position to 783
On 31 Jan SENSEX was trading at 77500.57. The strike last trading price was 1591.85, which was 328.75 higher than the previous day. The implied volatity was 24.60, the open interest changed by -260 which decreased total open position to 799
On 30 Jan SENSEX was trading at 76759.81. The strike last trading price was 1350, which was 159.3 higher than the previous day. The implied volatity was 29.24, the open interest changed by -310 which decreased total open position to 1059
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 1228.5, which was 382.8 higher than the previous day. The implied volatity was 26.63, the open interest changed by 912 which increased total open position to 1369
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 874.95, which was 237.75 higher than the previous day. The implied volatity was 23.73, the open interest changed by 445 which increased total open position to 457
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 619.2, which was -195 lower than the previous day. The implied volatity was 21.33, the open interest changed by 12 which increased total open position to 12
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 1617.65, 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 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 1617.65, which was 0.00 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 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 1617.65, which was 0.00 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 Jan SENSEX was trading at 75838.36. The strike last trading price was 1617.65, which was 1617.65 higher than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 0
On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was 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 04FEB2025 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 13.38
Theta: -31.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 1 Feb | 77505.96 | 58 | -241.25 | 15.10 | 2,71,849 | 3,992 | 6,379 |
| 31 Jan | 77500.57 | 277.85 | -394.6 | 23.44 | 39,833 | 93 | 2,387 |
| 30 Jan | 76759.81 | 644.05 | -236.2 | 25.16 | 23,764 | 181 | 2,294 |
| 29 Jan | 76532.96 | 859.2 | -222.2 | 26.34 | 52,609 | 1,906 | 2,113 |
| 28 Jan | 75901.41 | 1041.7 | -363.7 | 21.67 | 1,389 | 156 | 207 |
| 27 Jan | 75366.17 | 1377.25 | 394.35 | 21.12 | 158 | -29 | 51 |
| 24 Jan | 76190.46 | 954.7 | 104.6 | 19.23 | 273 | 17 | 80 |
| 23 Jan | 76520.38 | 836.55 | -170.80 | 19.13 | 122 | 49 | 63 |
| 22 Jan | 76404.99 | 1007.35 | 374.50 | 20.67 | 18 | 4 | 14 |
| 21 Jan | 75838.36 | 632.85 | 131.85 | 9.17 | 10 | 10 | 10 |
| 20 Jan | 77073.44 | 501 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 76619.33 | 501 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 77042.82 | 501 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 76724.08 | 501 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 76499.63 | 501 | 501.00 | 10.68 | 2 | 0 | 0 |
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 76300 expiring on 04FEB2025
Delta for 76300 PE is -0.11
Historical price for 76300 PE is as follows
On 1 Feb SENSEX was trading at 77505.96. The strike last trading price was 58, which was -241.25 lower than the previous day. The implied volatity was 15.10, the open interest changed by 3992 which increased total open position to 6379
On 31 Jan SENSEX was trading at 77500.57. The strike last trading price was 277.85, which was -394.6 lower than the previous day. The implied volatity was 23.44, the open interest changed by 93 which increased total open position to 2387
On 30 Jan SENSEX was trading at 76759.81. The strike last trading price was 644.05, which was -236.2 lower than the previous day. The implied volatity was 25.16, the open interest changed by 181 which increased total open position to 2294
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 859.2, which was -222.2 lower than the previous day. The implied volatity was 26.34, the open interest changed by 1906 which increased total open position to 2113
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 1041.7, which was -363.7 lower than the previous day. The implied volatity was 21.67, the open interest changed by 156 which increased total open position to 207
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 1377.25, which was 394.35 higher than the previous day. The implied volatity was 21.12, the open interest changed by -29 which decreased total open position to 51
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 954.7, which was 104.6 higher than the previous day. The implied volatity was 19.23, the open interest changed by 17 which increased total open position to 80
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 836.55, which was -170.80 lower than the previous day. The implied volatity was 19.13, the open interest changed by 49 which increased total open position to 63
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 1007.35, which was 374.50 higher than the previous day. The implied volatity was 20.67, the open interest changed by 4 which increased total open position to 14
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 632.85, which was 131.85 higher than the previous day. The implied volatity was 9.17, the open interest changed by 10 which increased total open position to 10
On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 501, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 501, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 501, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 501, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 501, which was 501.00 higher than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 0
On 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
