SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 01:41 PM IST
| SENSEX 22APR2025 76900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78399.36 | 1588.45 | 1016.9 | - | 1,94,073 | 600 | 3,756 | |||
| 16 Apr | 77044.29 | 570.15 | 60.6 | 10.71 | 1,99,185 | 1,398 | 3,156 | |||
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| 15 Apr | 76734.89 | 550 | 169.65 | 13.19 | 7,172 | 1,744 | 1,758 | |||
| 11 Apr | 75157.26 | 389.4 | 159.05 | 18.31 | 107 | 14 | 14 | |||
| 9 Apr | 73847.15 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 75364.69 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 721 | -51.5 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 76900 expiring on 22APR2025
Delta for 76900 CE is -
Historical price for 76900 CE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 1588.45, which was 1016.9 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 3756
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 570.15, which was 60.6 higher than the previous day. The implied volatity was 10.71, the open interest changed by 1398 which increased total open position to 3156
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 550, which was 169.65 higher than the previous day. The implied volatity was 13.19, the open interest changed by 1744 which increased total open position to 1758
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 389.4, which was 159.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 14 which increased total open position to 14
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 721, which was -51.5 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 721, which was -51.5 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 721, which was -51.5 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 721, which was -51.5 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 721, which was -51.5 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 721, which was -51.5 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 76900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 23.95
Theta: -41.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78399.36 | 169.6 | -355.95 | 19.08 | 2,00,402 | 5,112 | 9,433 |
| 16 Apr | 77044.29 | 509.95 | -157.6 | 16.18 | 1,17,256 | 3,588 | 4,321 |
| 15 Apr | 76734.89 | 664.65 | -1373.85 | 15.47 | 4,221 | 733 | 733 |
| 11 Apr | 75157.26 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 1300 | -459.25 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 76900 expiring on 22APR2025
Delta for 76900 PE is -0.18
Historical price for 76900 PE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 169.6, which was -355.95 lower than the previous day. The implied volatity was 19.08, the open interest changed by 5112 which increased total open position to 9433
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 509.95, which was -157.6 lower than the previous day. The implied volatity was 16.18, the open interest changed by 3588 which increased total open position to 4321
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 664.65, which was -1373.85 lower than the previous day. The implied volatity was 15.47, the open interest changed by 733 which increased total open position to 733
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 1300, which was -459.25 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 1300, which was -459.25 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 1300, which was -459.25 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 1300, which was -459.25 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 1300, which was -459.25 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 1300, which was -459.25 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 1300, which was -459.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
