SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 76700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 19.05
Theta: -44.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 115.7 | 42.75 | 18.15 | 1,14,717 | 4,433 | 6,533 | |||
| 9 Apr | 73847.15 | 72 | -83.4 | 20.25 | 31,040 | 1,798 | 2,100 | |||
| 8 Apr | 74227.08 | 155.05 | 34.1 | 20.70 | 1,316 | 71 | 302 | |||
| 7 Apr | 73137.90 | 150 | 6.2 | 25.14 | 615 | 102 | 231 | |||
| 4 Apr | 75364.69 | 151.05 | -352.2 | 10.08 | 868 | 32 | 129 | |||
| 3 Apr | 76295.36 | 502.55 | -200.8 | 10.43 | 167 | 13 | 97 | |||
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| 2 Apr | 76617.44 | 740 | 190.3 | 11.12 | 229 | 39 | 84 | |||
| 1 Apr | 76024.51 | 508.85 | -938.95 | 11.47 | 145 | 45 | 45 | |||
| 28 Mar | 77414.92 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 78017.19 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 77984.38 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 76905.51 | 364 | 17.45 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76700 expiring on 15APR2025
Delta for 76700 CE is 0.15
Historical price for 76700 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 115.7, which was 42.75 higher than the previous day. The implied volatity was 18.15, the open interest changed by 4433 which increased total open position to 6533
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 72, which was -83.4 lower than the previous day. The implied volatity was 20.25, the open interest changed by 1798 which increased total open position to 2100
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 155.05, which was 34.1 higher than the previous day. The implied volatity was 20.70, the open interest changed by 71 which increased total open position to 302
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 150, which was 6.2 higher than the previous day. The implied volatity was 25.14, the open interest changed by 102 which increased total open position to 231
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 151.05, which was -352.2 lower than the previous day. The implied volatity was 10.08, the open interest changed by 32 which increased total open position to 129
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 502.55, which was -200.8 lower than the previous day. The implied volatity was 10.43, the open interest changed by 13 which increased total open position to 97
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 740, which was 190.3 higher than the previous day. The implied volatity was 11.12, the open interest changed by 39 which increased total open position to 84
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 508.85, which was -938.95 lower than the previous day. The implied volatity was 11.47, the open interest changed by 45 which increased total open position to 45
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 364, which was 17.45 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 364, which was 17.45 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 364, which was 17.45 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 364, which was 17.45 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 364, which was 17.45 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 364, which was 17.45 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 76700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 24.59
Theta: -58.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75081.06 | 1804.1 | -1074.1 | 25.34 | 69 | 2 | 71 |
| 9 Apr | 73847.15 | 2878.2 | 0 | 24.80 | 1 | 1 | 69 |
| 8 Apr | 74227.08 | 3232.7 | 1828.3 | 0.00 | 0 | 0 | 68 |
| 7 Apr | 73137.90 | 3232.7 | 1828.3 | - | 78 | -41 | 68 |
| 4 Apr | 75364.69 | 1404.4 | 622.55 | 13.73 | 118 | -8 | 109 |
| 3 Apr | 76295.36 | 789 | 127.4 | 12.85 | 6 | 0 | 117 |
| 2 Apr | 76617.44 | 658.5 | 31.5 | 13.02 | 187 | 73 | 117 |
| 1 Apr | 76024.51 | 627 | 245.25 | 6.85 | 43 | 30 | 44 |
| 28 Mar | 77414.92 | 391.7 | -53 | 12.12 | 14 | 14 | 14 |
| 27 Mar | 77606.43 | 1100 | -469.4 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 1100 | -469.4 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 78017.19 | 1100 | -469.4 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 77984.38 | 1100 | -469.4 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 76905.51 | 1100 | -469.4 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 76700 expiring on 15APR2025
Delta for 76700 PE is -0.77
Historical price for 76700 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 1804.1, which was -1074.1 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2 which increased total open position to 71
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 2878.2, which was 0 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1 which increased total open position to 69
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3232.7, which was 1828.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 68
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3232.7, which was 1828.3 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 68
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1404.4, which was 622.55 higher than the previous day. The implied volatity was 13.73, the open interest changed by -8 which decreased total open position to 109
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 789, which was 127.4 higher than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 117
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 658.5, which was 31.5 higher than the previous day. The implied volatity was 13.02, the open interest changed by 73 which increased total open position to 117
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 627, which was 245.25 higher than the previous day. The implied volatity was 6.85, the open interest changed by 30 which increased total open position to 44
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 391.7, which was -53 lower than the previous day. The implied volatity was 12.12, the open interest changed by 14 which increased total open position to 14
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1100, which was -469.4 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 1100, which was -469.4 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 1100, which was -469.4 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 1100, which was -469.4 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 1100, which was -469.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
