SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:22 AM IST
| SENSEX 22APR2025 76600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 34.54
Theta: -51.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76845.66 | 621.7 | -126.65 | 11.51 | 25,918 | 1,000 | 3,661 | |||
| 16 Apr | 77044.29 | 741.4 | 88.3 | 10.00 | 2,34,307 | 1,867 | 2,661 | |||
| 15 Apr | 76734.89 | 681.25 | 216.6 | 12.50 | 3,554 | 777 | 794 | |||
| 11 Apr | 75157.26 | 476.65 | 197.45 | 18.38 | 94 | 16 | 17 | |||
| 9 Apr | 73847.15 | 800 | -80.25 | 0.00 | 0 | 0 | 1 | |||
| 8 Apr | 74227.08 | 800 | -80.25 | 0.00 | 0 | 0 | 1 | |||
| 7 Apr | 73137.90 | 800 | -80.25 | 0.00 | 0 | 0 | 1 | |||
| 4 Apr | 75364.69 | 800 | -80.25 | 17.58 | 1 | 1 | 1 | |||
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| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76600 expiring on 22APR2025
Delta for 76600 CE is 0.63
Historical price for 76600 CE is as follows
On 17 Apr SENSEX was trading at 76845.66. The strike last trading price was 621.7, which was -126.65 lower than the previous day. The implied volatity was 11.51, the open interest changed by 1000 which increased total open position to 3661
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 741.4, which was 88.3 higher than the previous day. The implied volatity was 10.00, the open interest changed by 1867 which increased total open position to 2661
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 681.25, which was 216.6 higher than the previous day. The implied volatity was 12.50, the open interest changed by 777 which increased total open position to 794
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 476.65, which was 197.45 higher than the previous day. The implied volatity was 18.38, the open interest changed by 16 which increased total open position to 17
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 800, which was -80.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 800, which was -80.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 800, which was -80.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 800, which was -80.25 lower than the previous day. The implied volatity was 17.58, the open interest changed by 1 which increased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. 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 2 Apr SENSEX was trading at 76617.44. 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 22APR2025 76600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.40
Vega: 35.43
Theta: -44.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76845.66 | 407.55 | 5.65 | 15.52 | 68,010 | 2,990 | 8,657 |
| 16 Apr | 77044.29 | 391.95 | -133.55 | 16.23 | 2,80,574 | 4,550 | 5,667 |
| 15 Apr | 76734.89 | 510.85 | -1313.65 | 15.17 | 6,149 | 1,117 | 1,117 |
| 11 Apr | 75157.26 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 1200 | -375.2 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 76600 expiring on 22APR2025
Delta for 76600 PE is -0.40
Historical price for 76600 PE is as follows
On 17 Apr SENSEX was trading at 76845.66. The strike last trading price was 407.55, which was 5.65 higher than the previous day. The implied volatity was 15.52, the open interest changed by 2990 which increased total open position to 8657
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 391.95, which was -133.55 lower than the previous day. The implied volatity was 16.23, the open interest changed by 4550 which increased total open position to 5667
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 510.85, which was -1313.65 lower than the previous day. The implied volatity was 15.17, the open interest changed by 1117 which increased total open position to 1117
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1200, which was -375.2 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 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1200, which was -375.2 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 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1200, which was -375.2 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 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1200, which was -375.2 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 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1200, which was -375.2 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 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1200, which was -375.2 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 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1200, which was -375.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
