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Related Pages for SENSEX
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SENSEX
Sensex
78406.6 1362.31 (1.77%)

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Historical option data for SENSEX

17 Apr 2025 01:41 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 76800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 1677.7 1050.25 - 1,46,211 -773 3,689
16 Apr 77044.29 624 71.25 10.50 3,20,101 28 4,462
15 Apr 76734.89 590 182.8 12.94 16,233 4,413 4,434
11 Apr 75157.26 403.8 158 18.03 106 21 21
9 Apr 73847.15 0 0 0.00 0 0 0
8 Apr 74227.08 0 0 0.00 0 0 0
7 Apr 73137.90 0 0 0.00 0 0 0
4 Apr 75364.69 0 0 0.00 0 0 0
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 76800 expiring on 22APR2025

Delta for 76800 CE is -

Historical price for 76800 CE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 1677.7, which was 1050.25 higher than the previous day. The implied volatity was -, the open interest changed by -773 which decreased total open position to 3689


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 624, which was 71.25 higher than the previous day. The implied volatity was 10.50, the open interest changed by 28 which increased total open position to 4462


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 590, which was 182.8 higher than the previous day. The implied volatity was 12.94, the open interest changed by 4413 which increased total open position to 4434


On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 403.8, which was 158 higher than the previous day. The implied volatity was 18.03, the open interest changed by 21 which increased total open position to 21


On 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 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 76800 PE
Delta: -0.16
Vega: 22.94
Theta: -40.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 157.95 -322.55 19.33 2,25,777 5,694 11,562
16 Apr 77044.29 460 -155.55 15.98 2,45,445 2,092 5,868
15 Apr 76734.89 597.55 -1368.35 15.06 18,786 3,776 3,776
11 Apr 75157.26 1250 -446.65 0.00 0 0 0
9 Apr 73847.15 1250 -446.65 0.00 0 0 0
8 Apr 74227.08 1250 -446.65 0.00 0 0 0
7 Apr 73137.90 1250 -446.65 0.00 0 0 0
4 Apr 75364.69 1250 -446.65 0.00 0 0 0
3 Apr 76295.36 1250 -446.65 0.00 0 0 0
2 Apr 76617.44 1250 -446.65 0.00 0 0 0

For Sensex - strike price 76800 expiring on 22APR2025

Delta for 76800 PE is -0.16

Historical price for 76800 PE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 157.95, which was -322.55 lower than the previous day. The implied volatity was 19.33, the open interest changed by 5694 which increased total open position to 11562


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 460, which was -155.55 lower than the previous day. The implied volatity was 15.98, the open interest changed by 2092 which increased total open position to 5868


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 597.55, which was -1368.35 lower than the previous day. The implied volatity was 15.06, the open interest changed by 3776 which increased total open position to 3776


On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1250, which was -446.65 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 1250, which was -446.65 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 1250, which was -446.65 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 1250, which was -446.65 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 1250, which was -446.65 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 1250, which was -446.65 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 1250, which was -446.65 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0