SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 77000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 16.98
Theta: -40.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75155.86 | 96.8 | 44.25 | 18.78 | 3,26,986 | 11,423 | 36,507 | |||
| 9 Apr | 73847.15 | 54 | -71.9 | 20.47 | 1,89,330 | 20,495 | 25,084 | |||
| 8 Apr | 74227.08 | 128.55 | 24.35 | 21.21 | 33,638 | 3,026 | 4,589 | |||
| 7 Apr | 73137.90 | 110 | 8.35 | 24.55 | 9,617 | 167 | 1,563 | |||
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| 4 Apr | 75364.69 | 111 | -267.95 | 10.45 | 7,143 | 857 | 1,396 | |||
| 3 Apr | 76295.36 | 382 | -176.65 | 10.48 | 3,134 | 162 | 539 | |||
| 2 Apr | 76617.44 | 570 | 129.55 | 10.79 | 1,505 | 195 | 377 | |||
| 1 Apr | 76024.51 | 448.85 | -880 | 12.41 | 768 | 180 | 182 | |||
| 28 Mar | 77414.92 | 1328.85 | -82.2 | 12.83 | 2 | 2 | 2 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 77000 expiring on 15APR2025
Delta for 77000 CE is 0.13
Historical price for 77000 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 96.8, which was 44.25 higher than the previous day. The implied volatity was 18.78, the open interest changed by 11423 which increased total open position to 36507
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 54, which was -71.9 lower than the previous day. The implied volatity was 20.47, the open interest changed by 20495 which increased total open position to 25084
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 128.55, which was 24.35 higher than the previous day. The implied volatity was 21.21, the open interest changed by 3026 which increased total open position to 4589
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 110, which was 8.35 higher than the previous day. The implied volatity was 24.55, the open interest changed by 167 which increased total open position to 1563
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 111, which was -267.95 lower than the previous day. The implied volatity was 10.45, the open interest changed by 857 which increased total open position to 1396
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 382, which was -176.65 lower than the previous day. The implied volatity was 10.48, the open interest changed by 162 which increased total open position to 539
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 570, which was 129.55 higher than the previous day. The implied volatity was 10.79, the open interest changed by 195 which increased total open position to 377
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 448.85, which was -880 lower than the previous day. The implied volatity was 12.41, the open interest changed by 180 which increased total open position to 182
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1328.85, which was -82.2 lower than the previous day. The implied volatity was 12.83, the open interest changed by 2 which increased total open position to 2
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
| SENSEX 15APR2025 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 14.10
Theta: -8.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75155.86 | 1817.45 | -1269.4 | 16.57 | 1,636 | 942 | 1,799 |
| 9 Apr | 73847.15 | 3030.5 | 342 | 13.32 | 166 | 51 | 857 |
| 8 Apr | 74227.08 | 2648.75 | -1160 | 14.23 | 471 | 230 | 806 |
| 7 Apr | 73137.90 | 3709.1 | 2038.85 | 16.61 | 32 | -3 | 576 |
| 4 Apr | 75364.69 | 1579.6 | 613.5 | 12.35 | 804 | 179 | 579 |
| 3 Apr | 76295.36 | 1002.5 | 193.45 | 13.64 | 236 | 7 | 400 |
| 2 Apr | 76617.44 | 810 | -200.6 | 13.07 | 860 | 180 | 393 |
| 1 Apr | 76024.51 | 1010 | 542.1 | 10.23 | 595 | -32 | 213 |
| 28 Mar | 77414.92 | 473.1 | 51.75 | 11.85 | 300 | 117 | 245 |
| 27 Mar | 77606.43 | 422 | -119.6 | 11.83 | 120 | 20 | 128 |
| 26 Mar | 77288.50 | 532.9 | 85.45 | 11.70 | 579 | 108 | 108 |
For Sensex - strike price 77000 expiring on 15APR2025
Delta for 77000 PE is -0.90
Historical price for 77000 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 1817.45, which was -1269.4 lower than the previous day. The implied volatity was 16.57, the open interest changed by 942 which increased total open position to 1799
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3030.5, which was 342 higher than the previous day. The implied volatity was 13.32, the open interest changed by 51 which increased total open position to 857
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2648.75, which was -1160 lower than the previous day. The implied volatity was 14.23, the open interest changed by 230 which increased total open position to 806
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3709.1, which was 2038.85 higher than the previous day. The implied volatity was 16.61, the open interest changed by -3 which decreased total open position to 576
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1579.6, which was 613.5 higher than the previous day. The implied volatity was 12.35, the open interest changed by 179 which increased total open position to 579
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1002.5, which was 193.45 higher than the previous day. The implied volatity was 13.64, the open interest changed by 7 which increased total open position to 400
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 810, which was -200.6 lower than the previous day. The implied volatity was 13.07, the open interest changed by 180 which increased total open position to 393
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1010, which was 542.1 higher than the previous day. The implied volatity was 10.23, the open interest changed by -32 which decreased total open position to 213
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 473.1, which was 51.75 higher than the previous day. The implied volatity was 11.85, the open interest changed by 117 which increased total open position to 245
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 422, which was -119.6 lower than the previous day. The implied volatity was 11.83, the open interest changed by 20 which increased total open position to 128
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 532.9, which was 85.45 higher than the previous day. The implied volatity was 11.70, the open interest changed by 108 which increased total open position to 108
