SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 76600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 14.55
Theta: -24.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 69 | -96.7 | 19.43 | 23,917 | 2,274 | 2,770 | |||
| 8 Apr | 74227.08 | 163.75 | 27.65 | 20.47 | 1,500 | 215 | 496 | |||
| 7 Apr | 73137.90 | 145 | -17 | 24.39 | 437 | -5 | 281 | |||
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| 4 Apr | 75364.69 | 180 | -373.8 | 10.28 | 1,005 | 179 | 286 | |||
| 3 Apr | 76295.36 | 551.35 | -210.1 | 10.47 | 153 | 28 | 107 | |||
| 2 Apr | 76617.44 | 769.6 | 154.2 | 10.67 | 151 | 42 | 79 | |||
| 1 Apr | 76024.51 | 607.05 | -907.55 | 12.43 | 74 | 37 | 37 | |||
| 28 Mar | 77414.92 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 384 | 15.65 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76600 expiring on 15APR2025
Delta for 76600 CE is 0.08
Historical price for 76600 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 69, which was -96.7 lower than the previous day. The implied volatity was 19.43, the open interest changed by 2274 which increased total open position to 2770
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 163.75, which was 27.65 higher than the previous day. The implied volatity was 20.47, the open interest changed by 215 which increased total open position to 496
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 145, which was -17 lower than the previous day. The implied volatity was 24.39, the open interest changed by -5 which decreased total open position to 281
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 180, which was -373.8 lower than the previous day. The implied volatity was 10.28, the open interest changed by 179 which increased total open position to 286
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 551.35, which was -210.1 lower than the previous day. The implied volatity was 10.47, the open interest changed by 28 which increased total open position to 107
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 769.6, which was 154.2 higher than the previous day. The implied volatity was 10.67, the open interest changed by 42 which increased total open position to 79
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 607.05, which was -907.55 lower than the previous day. The implied volatity was 12.43, the open interest changed by 37 which increased total open position to 37
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 384, which was 15.65 higher 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 384, which was 15.65 higher 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 384, which was 15.65 higher 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 384, which was 15.65 higher 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 384, which was 15.65 higher 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 384, which was 15.65 higher 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 76600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73805.86 | 3368.85 | 2169.35 | 0.00 | 0 | 0 | 28 |
| 8 Apr | 74227.08 | 3368.85 | 2169.35 | 0.00 | 0 | 0 | 28 |
| 7 Apr | 73137.90 | 3368.85 | 2169.35 | 20.52 | 78 | -43 | 28 |
| 4 Apr | 75364.69 | 1199.5 | 464.5 | 10.65 | 46 | -21 | 71 |
| 3 Apr | 76295.36 | 738 | 120.2 | 12.88 | 77 | -17 | 92 |
| 2 Apr | 76617.44 | 603 | -188.05 | 12.83 | 207 | 65 | 109 |
| 1 Apr | 76024.51 | 769.1 | 411.8 | 10.38 | 129 | 33 | 44 |
| 28 Mar | 77414.92 | 364 | -50.55 | 12.15 | 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 76600 expiring on 15APR2025
Delta for 76600 PE is 0.00
Historical price for 76600 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 3368.85, which was 2169.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 28
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3368.85, which was 2169.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 28
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3368.85, which was 2169.35 higher than the previous day. The implied volatity was 20.52, the open interest changed by -43 which decreased total open position to 28
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1199.5, which was 464.5 higher than the previous day. The implied volatity was 10.65, the open interest changed by -21 which decreased total open position to 71
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 738, which was 120.2 higher than the previous day. The implied volatity was 12.88, the open interest changed by -17 which decreased total open position to 92
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 603, which was -188.05 lower than the previous day. The implied volatity was 12.83, the open interest changed by 65 which increased total open position to 109
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 769.1, which was 411.8 higher than the previous day. The implied volatity was 10.38, the open interest changed by 33 which increased total open position to 44
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 364, which was -50.55 lower than the previous day. The implied volatity was 12.15, 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
