SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:37 AM IST
| SENSEX 22APR2025 77000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 36.49
Theta: -53.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76993.32 | 499.55 | -21.1 | 12.17 | 2,09,408 | 9,552 | 22,502 | |||
| 16 Apr | 77044.29 | 527.8 | 69.65 | 11.11 | 4,22,853 | 7,656 | 12,950 | |||
| 15 Apr | 76734.89 | 500 | 145.45 | 13.13 | 33,838 | 4,668 | 5,294 | |||
| 11 Apr | 75157.26 | 362 | 146.3 | 18.26 | 3,347 | 626 | 626 | |||
| 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 | |||
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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 77000 expiring on 22APR2025
Delta for 77000 CE is 0.54
Historical price for 77000 CE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 499.55, which was -21.1 lower than the previous day. The implied volatity was 12.17, the open interest changed by 9552 which increased total open position to 22502
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 527.8, which was 69.65 higher than the previous day. The implied volatity was 11.11, the open interest changed by 7656 which increased total open position to 12950
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 500, which was 145.45 higher than the previous day. The implied volatity was 13.13, the open interest changed by 4668 which increased total open position to 5294
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 362, which was 146.3 higher than the previous day. The implied volatity was 18.26, the open interest changed by 626 which increased total open position to 626
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 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 36.55
Theta: -43.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76993.32 | 512.8 | -58.35 | 15.37 | 1,51,411 | 8,006 | 19,711 |
| 16 Apr | 77044.29 | 555 | -171.95 | 16.18 | 1,91,886 | 8,816 | 11,705 |
| 15 Apr | 76734.89 | 688.1 | -1424.2 | 14.80 | 21,136 | 2,889 | 2,889 |
| 11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 77000 expiring on 22APR2025
Delta for 77000 PE is -0.47
Historical price for 77000 PE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 512.8, which was -58.35 lower than the previous day. The implied volatity was 15.37, the open interest changed by 8006 which increased total open position to 19711
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 555, which was -171.95 lower than the previous day. The implied volatity was 16.18, the open interest changed by 8816 which increased total open position to 11705
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 688.1, which was -1424.2 lower than the previous day. The implied volatity was 14.80, the open interest changed by 2889 which increased total open position to 2889
On 11 Apr SENSEX was trading at 75157.26. 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 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
