SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 76400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 22.11
Theta: -48.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 143.55 | 45.9 | 16.74 | 1,34,664 | 5,270 | 7,808 | |||
| 9 Apr | 73847.15 | 101 | -93.8 | 20.35 | 52,766 | 2,155 | 2,538 | |||
| 8 Apr | 74227.08 | 192.9 | 41.2 | 20.40 | 1,706 | 234 | 383 | |||
| 7 Apr | 73137.90 | 177 | -31.05 | 24.78 | 435 | -78 | 149 | |||
| 4 Apr | 75364.69 | 217.55 | -434.1 | 10.01 | 1,041 | 59 | 227 | |||
| 3 Apr | 76295.36 | 653.15 | -226.65 | 10.47 | 393 | 103 | 168 | |||
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| 2 Apr | 76617.44 | 900 | 181.35 | 10.88 | 203 | 45 | 65 | |||
| 1 Apr | 76024.51 | 717.2 | -935.8 | 12.76 | 34 | 20 | 20 | |||
| 28 Mar | 77414.92 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 801 | -0.4 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76400 expiring on 15APR2025
Delta for 76400 CE is 0.19
Historical price for 76400 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 143.55, which was 45.9 higher than the previous day. The implied volatity was 16.74, the open interest changed by 5270 which increased total open position to 7808
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 101, which was -93.8 lower than the previous day. The implied volatity was 20.35, the open interest changed by 2155 which increased total open position to 2538
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 192.9, which was 41.2 higher than the previous day. The implied volatity was 20.40, the open interest changed by 234 which increased total open position to 383
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 177, which was -31.05 lower than the previous day. The implied volatity was 24.78, the open interest changed by -78 which decreased total open position to 149
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 217.55, which was -434.1 lower than the previous day. The implied volatity was 10.01, the open interest changed by 59 which increased total open position to 227
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 653.15, which was -226.65 lower than the previous day. The implied volatity was 10.47, the open interest changed by 103 which increased total open position to 168
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 900, which was 181.35 higher than the previous day. The implied volatity was 10.88, the open interest changed by 45 which increased total open position to 65
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 717.2, which was -935.8 lower than the previous day. The implied volatity was 12.76, the open interest changed by 20 which increased total open position to 20
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 801, which was -0.4 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 801, which was -0.4 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 801, which was -0.4 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 801, which was -0.4 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 801, which was -0.4 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 801, which was -0.4 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 76400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 21.99
Theta: -26.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75130.74 | 1322.7 | -1223.75 | 16.62 | 599 | 82 | 181 |
| 9 Apr | 73847.15 | 2542.25 | -111.7 | 21.10 | 30 | 0 | 99 |
| 8 Apr | 74227.08 | 2977.75 | 1863.35 | 0.00 | 0 | 0 | 99 |
| 7 Apr | 73137.90 | 2977.75 | 1863.35 | - | 54 | -12 | 99 |
| 4 Apr | 75364.69 | 1111.7 | 486.95 | 11.98 | 121 | -3 | 111 |
| 3 Apr | 76295.36 | 645.7 | 111.25 | 13.00 | 256 | 21 | 114 |
| 2 Apr | 76617.44 | 526.55 | -161.8 | 12.97 | 295 | 69 | 93 |
| 1 Apr | 76024.51 | 709.6 | 398.4 | 11.23 | 62 | 13 | 24 |
| 28 Mar | 77414.92 | 306.6 | -52.15 | 12.09 | 11 | 11 | 11 |
| 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 76400 expiring on 15APR2025
Delta for 76400 PE is -0.81
Historical price for 76400 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 1322.7, which was -1223.75 lower than the previous day. The implied volatity was 16.62, the open interest changed by 82 which increased total open position to 181
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2542.25, which was -111.7 lower than the previous day. The implied volatity was 21.10, the open interest changed by 0 which decreased total open position to 99
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2977.75, which was 1863.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 99
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2977.75, which was 1863.35 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 99
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1111.7, which was 486.95 higher than the previous day. The implied volatity was 11.98, the open interest changed by -3 which decreased total open position to 111
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 645.7, which was 111.25 higher than the previous day. The implied volatity was 13.00, the open interest changed by 21 which increased total open position to 114
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 526.55, which was -161.8 lower than the previous day. The implied volatity was 12.97, the open interest changed by 69 which increased total open position to 93
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 709.6, which was 398.4 higher than the previous day. The implied volatity was 11.23, the open interest changed by 13 which increased total open position to 24
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 306.6, which was -52.15 lower than the previous day. The implied volatity was 12.09, the open interest changed by 11 which increased total open position to 11
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
