SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 76500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 15.33
Theta: -24.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 72.2 | -107.85 | 18.72 | 45,652 | 5,186 | 8,343 | |||
| 8 Apr | 74227.08 | 183.6 | 40.6 | 20.66 | 20,092 | 2,062 | 3,157 | |||
| 7 Apr | 73137.90 | 160 | -23.6 | 24.56 | 10,085 | -300 | 1,095 | |||
| 4 Apr | 75364.69 | 199.95 | -402.95 | 10.19 | 5,258 | 1,072 | 1,395 | |||
| 3 Apr | 76295.36 | 591.9 | -229.4 | 10.31 | 2,033 | 115 | 323 | |||
| 2 Apr | 76617.44 | 830.5 | 174.95 | 10.71 | 1,257 | 183 | 208 | |||
| 1 Apr | 76024.51 | 670 | -913 | 12.75 | 48 | 25 | 25 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
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| 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 76500 expiring on 15APR2025
Delta for 76500 CE is 0.09
Historical price for 76500 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 72.2, which was -107.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by 5186 which increased total open position to 8343
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 183.6, which was 40.6 higher than the previous day. The implied volatity was 20.66, the open interest changed by 2062 which increased total open position to 3157
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 160, which was -23.6 lower than the previous day. The implied volatity was 24.56, the open interest changed by -300 which decreased total open position to 1095
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 199.95, which was -402.95 lower than the previous day. The implied volatity was 10.19, the open interest changed by 1072 which increased total open position to 1395
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 591.9, which was -229.4 lower than the previous day. The implied volatity was 10.31, the open interest changed by 115 which increased total open position to 323
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 830.5, which was 174.95 higher than the previous day. The implied volatity was 10.71, the open interest changed by 183 which increased total open position to 208
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 670, which was -913 lower than the previous day. The implied volatity was 12.75, the open interest changed by 25 which increased total open position to 25
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
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
| SENSEX 15APR2025 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 23.94
Theta: -32.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 2720 | 465.4 | 25.88 | 29 | 8 | 677 |
| 8 Apr | 74227.08 | 2212.85 | -1103.75 | 16.34 | 541 | 285 | 669 |
| 7 Apr | 73137.90 | 3020.95 | 1753.3 | - | 364 | 126 | 384 |
| 4 Apr | 75364.69 | 1187.65 | 511.1 | 12.10 | 1,124 | -51 | 258 |
| 3 Apr | 76295.36 | 700.4 | 132.3 | 13.11 | 1,260 | 92 | 309 |
| 2 Apr | 76617.44 | 564.55 | -163.9 | 12.92 | 1,042 | 162 | 217 |
| 1 Apr | 76024.51 | 740.05 | 407.8 | 10.84 | 599 | -115 | 55 |
| 28 Mar | 77414.92 | 342.8 | -29.05 | 12.27 | 289 | 153 | 170 |
| 27 Mar | 77606.43 | 371.85 | -25.85 | 13.41 | 13 | -13 | 17 |
| 26 Mar | 77288.50 | 405.6 | 90.1 | 12.30 | 555 | 30 | 30 |
| 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 76500 expiring on 15APR2025
Delta for 76500 PE is -0.83
Historical price for 76500 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 2720, which was 465.4 higher than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 677
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2212.85, which was -1103.75 lower than the previous day. The implied volatity was 16.34, the open interest changed by 285 which increased total open position to 669
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3020.95, which was 1753.3 higher than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 384
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1187.65, which was 511.1 higher than the previous day. The implied volatity was 12.10, the open interest changed by -51 which decreased total open position to 258
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 700.4, which was 132.3 higher than the previous day. The implied volatity was 13.11, the open interest changed by 92 which increased total open position to 309
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 564.55, which was -163.9 lower than the previous day. The implied volatity was 12.92, the open interest changed by 162 which increased total open position to 217
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 740.05, which was 407.8 higher than the previous day. The implied volatity was 10.84, the open interest changed by -115 which decreased total open position to 55
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 342.8, which was -29.05 lower than the previous day. The implied volatity was 12.27, the open interest changed by 153 which increased total open position to 170
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 371.85, which was -25.85 lower than the previous day. The implied volatity was 13.41, the open interest changed by -13 which decreased total open position to 17
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 405.6, which was 90.1 higher than the previous day. The implied volatity was 12.30, the open interest changed by 30 which increased total open position to 30
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
