SENSEX
Sensex
Historical option data for SENSEX
04 Apr 2025 04:11 PM IST
| SENSEX 08APR2025 76500 CE | ||||||||||
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Delta: 0.09
Vega: 13.26
Theta: -18.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 75364.69 | 34.8 | -311.65 | 10.04 | 10,90,171 | 19,242 | 32,674 | |||
| 3 Apr | 76295.36 | 335.95 | -235.45 | 10.77 | 3,49,203 | 2,416 | 13,432 | |||
| 2 Apr | 76617.44 | 586 | 149.75 | 11.61 | 4,62,551 | 7,102 | 11,016 | |||
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| 1 Apr | 76024.51 | 447 | -863 | 14.19 | 37,122 | 3,754 | 3,914 | |||
| 28 Mar | 77414.92 | 1310 | -279.05 | 10.55 | 190 | 137 | 160 | |||
| 27 Mar | 77606.43 | 1589.05 | 50.35 | 12.84 | 49 | 9 | 23 | |||
| 26 Mar | 77288.50 | 1532.1 | -384.2 | 15.66 | 24 | 0 | 14 | |||
| 25 Mar | 78017.19 | 1850 | 876.2 | 0.00 | 0 | 0 | 14 | |||
| 24 Mar | 77984.38 | 1850 | 876.2 | 8.43 | 1,193 | 8 | 14 | |||
| 21 Mar | 76905.51 | 973.8 | 133.8 | 7.17 | 2 | 2 | 6 | |||
| 20 Mar | 76348.06 | 840 | 256.9 | 10.25 | 75 | 4 | 4 | |||
For Sensex - strike price 76500 expiring on 08APR2025
Delta for 76500 CE is 0.09
Historical price for 76500 CE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 34.8, which was -311.65 lower than the previous day. The implied volatity was 10.04, the open interest changed by 19242 which increased total open position to 32674
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 335.95, which was -235.45 lower than the previous day. The implied volatity was 10.77, the open interest changed by 2416 which increased total open position to 13432
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 586, which was 149.75 higher than the previous day. The implied volatity was 11.61, the open interest changed by 7102 which increased total open position to 11016
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 447, which was -863 lower than the previous day. The implied volatity was 14.19, the open interest changed by 3754 which increased total open position to 3914
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1310, which was -279.05 lower than the previous day. The implied volatity was 10.55, the open interest changed by 137 which increased total open position to 160
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1589.05, which was 50.35 higher than the previous day. The implied volatity was 12.84, the open interest changed by 9 which increased total open position to 23
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 1532.1, which was -384.2 lower than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 14
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1850, which was 876.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 14
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 1850, which was 876.2 higher than the previous day. The implied volatity was 8.43, the open interest changed by 8 which increased total open position to 14
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 973.8, which was 133.8 higher than the previous day. The implied volatity was 7.17, the open interest changed by 2 which increased total open position to 6
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 840, which was 256.9 higher than the previous day. The implied volatity was 10.25, the open interest changed by 4 which increased total open position to 4
| SENSEX 08APR2025 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 20.61
Theta: -19.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 75364.69 | 1160 | 613.35 | 14.29 | 38,160 | -4,432 | 3,619 |
| 3 Apr | 76295.36 | 554.65 | 110.5 | 14.12 | 2,03,680 | -7,741 | 8,051 |
| 2 Apr | 76617.44 | 454.2 | -176.15 | 14.51 | 4,25,059 | 12,344 | 15,792 |
| 1 Apr | 76024.51 | 664.55 | 428.25 | 11.46 | 40,772 | 2,783 | 3,448 |
| 28 Mar | 77414.92 | 241.5 | 10 | 12.45 | 3,735 | 414 | 665 |
| 27 Mar | 77606.43 | 234.3 | -81.45 | 12.91 | 1,042 | 134 | 251 |
| 26 Mar | 77288.50 | 320.9 | 116.2 | 12.67 | 1,815 | 35 | 117 |
| 25 Mar | 78017.19 | 204.7 | -75.4 | 13.39 | 140 | 26 | 82 |
| 24 Mar | 77984.38 | 280.1 | -196.2 | 14.61 | 597 | 31 | 56 |
| 21 Mar | 76905.51 | 466.8 | -216.65 | 11.77 | 1,237 | 11 | 25 |
| 20 Mar | 76348.06 | 699.65 | -662.45 | 11.77 | 280 | 14 | 14 |
For Sensex - strike price 76500 expiring on 08APR2025
Delta for 76500 PE is -0.82
Historical price for 76500 PE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1160, which was 613.35 higher than the previous day. The implied volatity was 14.29, the open interest changed by -4432 which decreased total open position to 3619
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 554.65, which was 110.5 higher than the previous day. The implied volatity was 14.12, the open interest changed by -7741 which decreased total open position to 8051
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 454.2, which was -176.15 lower than the previous day. The implied volatity was 14.51, the open interest changed by 12344 which increased total open position to 15792
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 664.55, which was 428.25 higher than the previous day. The implied volatity was 11.46, the open interest changed by 2783 which increased total open position to 3448
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 241.5, which was 10 higher than the previous day. The implied volatity was 12.45, the open interest changed by 414 which increased total open position to 665
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 234.3, which was -81.45 lower than the previous day. The implied volatity was 12.91, the open interest changed by 134 which increased total open position to 251
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 320.9, which was 116.2 higher than the previous day. The implied volatity was 12.67, the open interest changed by 35 which increased total open position to 117
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 204.7, which was -75.4 lower than the previous day. The implied volatity was 13.39, the open interest changed by 26 which increased total open position to 82
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 280.1, which was -196.2 lower than the previous day. The implied volatity was 14.61, the open interest changed by 31 which increased total open position to 56
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 466.8, which was -216.65 lower than the previous day. The implied volatity was 11.77, the open interest changed by 11 which increased total open position to 25
On 20 Mar SENSEX was trading at 76348.06. The strike last trading price was 699.65, which was -662.45 lower than the previous day. The implied volatity was 11.77, the open interest changed by 14 which increased total open position to 14
