SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 76800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 12.93
Theta: -21.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 56.15 | -86.2 | 19.01 | 11,700 | 1,525 | 1,945 | |||
| 8 Apr | 74227.08 | 143.95 | 25.8 | 20.80 | 1,112 | 274 | 420 | |||
| 7 Apr | 73137.90 | 121.95 | -5.45 | 24.24 | 110 | 7 | 146 | |||
| 4 Apr | 75364.69 | 130.2 | -331 | 10.03 | 556 | 32 | 139 | |||
| 3 Apr | 76295.36 | 460.65 | -190.3 | 10.46 | 177 | 18 | 107 | |||
| 2 Apr | 76617.44 | 672.05 | 147.65 | 10.86 | 205 | 35 | 89 | |||
| 1 Apr | 76024.51 | 527 | -855.65 | 12.47 | 87 | 54 | 54 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 76800 expiring on 15APR2025
Delta for 76800 CE is 0.07
Historical price for 76800 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 56.15, which was -86.2 lower than the previous day. The implied volatity was 19.01, the open interest changed by 1525 which increased total open position to 1945
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 143.95, which was 25.8 higher than the previous day. The implied volatity was 20.80, the open interest changed by 274 which increased total open position to 420
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 121.95, which was -5.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 7 which increased total open position to 146
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 130.2, which was -331 lower than the previous day. The implied volatity was 10.03, the open interest changed by 32 which increased total open position to 139
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 460.65, which was -190.3 lower than the previous day. The implied volatity was 10.46, the open interest changed by 18 which increased total open position to 107
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 672.05, which was 147.65 higher than the previous day. The implied volatity was 10.86, the open interest changed by 35 which increased total open position to 89
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 527, which was -855.65 lower than the previous day. The implied volatity was 12.47, the open interest changed by 54 which increased total open position to 54
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 76800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 4.48
Theta: 15.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 2782.05 | -172.7 | 13.56 | 54 | 49 | 53 |
| 8 Apr | 74227.08 | 3498.8 | 2244.85 | 0.00 | 0 | 0 | 4 |
| 7 Apr | 73137.90 | 3498.8 | 2244.85 | 13.43 | 65 | -65 | 4 |
| 4 Apr | 75364.69 | 1253.95 | 425.95 | 7.34 | 7 | -2 | 69 |
| 3 Apr | 76295.36 | 847 | 145.95 | 12.91 | 7 | -1 | 71 |
| 2 Apr | 76617.44 | 695 | -9.15 | 12.83 | 74 | 26 | 72 |
| 1 Apr | 76024.51 | 704.15 | 297.5 | 7.05 | 51 | 25 | 46 |
| 28 Mar | 77414.92 | 418.35 | -58.05 | 12.05 | 13 | 13 | 21 |
| 27 Mar | 77606.43 | 481.35 | 90.8 | 0.00 | 0 | 0 | 8 |
| 26 Mar | 77288.50 | 481.35 | 90.8 | 11.99 | 597 | 6 | 8 |
| 25 Mar | 78017.19 | 1400 | 400 | 0.00 | 0 | 0 | 2 |
| 24 Mar | 77984.38 | 1400 | 400 | 28.09 | 1 | 1 | 2 |
| 21 Mar | 76905.51 | 1000 | -106.7 | 16.14 | 1 | 1 | 1 |
For Sensex - strike price 76800 expiring on 15APR2025
Delta for 76800 PE is -0.98
Historical price for 76800 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 2782.05, which was -172.7 lower than the previous day. The implied volatity was 13.56, the open interest changed by 49 which increased total open position to 53
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3498.8, which was 2244.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3498.8, which was 2244.85 higher than the previous day. The implied volatity was 13.43, the open interest changed by -65 which decreased total open position to 4
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1253.95, which was 425.95 higher than the previous day. The implied volatity was 7.34, the open interest changed by -2 which decreased total open position to 69
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 847, which was 145.95 higher than the previous day. The implied volatity was 12.91, the open interest changed by -1 which decreased total open position to 71
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 695, which was -9.15 lower than the previous day. The implied volatity was 12.83, the open interest changed by 26 which increased total open position to 72
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 704.15, which was 297.5 higher than the previous day. The implied volatity was 7.05, the open interest changed by 25 which increased total open position to 46
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 418.35, which was -58.05 lower than the previous day. The implied volatity was 12.05, the open interest changed by 13 which increased total open position to 21
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 481.35, which was 90.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 8
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 481.35, which was 90.8 higher than the previous day. The implied volatity was 11.99, the open interest changed by 6 which increased total open position to 8
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1400, which was 400 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 1400, which was 400 higher than the previous day. The implied volatity was 28.09, the open interest changed by 1 which increased total open position to 2
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 1000, which was -106.7 lower than the previous day. The implied volatity was 16.14, the open interest changed by 1 which increased total open position to 1
