SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 77100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 11.17
Theta: -19.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 47.2 | -68.35 | 19.94 | 10,968 | 2,171 | 2,395 | |||
| 8 Apr | 74227.08 | 102.15 | 0.55 | 20.41 | 1,289 | 102 | 224 | |||
| 7 Apr | 73137.90 | 98.85 | 6.5 | 24.38 | 159 | -9 | 122 | |||
| 4 Apr | 75364.69 | 108.25 | -236.2 | 10.84 | 371 | 0 | 131 | |||
| 3 Apr | 76295.36 | 344.45 | -169.9 | 10.46 | 188 | 29 | 131 | |||
| 2 Apr | 76617.44 | 515.25 | 105.6 | 10.63 | 237 | 31 | 102 | |||
| 1 Apr | 76024.51 | 412.75 | -784.5 | 12.37 | 104 | 71 | 71 | |||
| 28 Mar | 77414.92 | 272 | 2.7 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 272 | 2.7 | 0.00 | 0 | 0 | 0 | |||
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| 26 Mar | 77288.50 | 272 | 2.7 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 77100 expiring on 15APR2025
Delta for 77100 CE is 0.06
Historical price for 77100 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 47.2, which was -68.35 lower than the previous day. The implied volatity was 19.94, the open interest changed by 2171 which increased total open position to 2395
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 102.15, which was 0.55 higher than the previous day. The implied volatity was 20.41, the open interest changed by 102 which increased total open position to 224
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 98.85, which was 6.5 higher than the previous day. The implied volatity was 24.38, the open interest changed by -9 which decreased total open position to 122
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 108.25, which was -236.2 lower than the previous day. The implied volatity was 10.84, the open interest changed by 0 which decreased total open position to 131
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 344.45, which was -169.9 lower than the previous day. The implied volatity was 10.46, the open interest changed by 29 which increased total open position to 131
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 515.25, which was 105.6 higher than the previous day. The implied volatity was 10.63, the open interest changed by 31 which increased total open position to 102
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 412.75, which was -784.5 lower than the previous day. The implied volatity was 12.37, the open interest changed by 71 which increased total open position to 71
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 272, which was 2.7 higher 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 272, which was 2.7 higher 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 272, which was 2.7 higher 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 77100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73865.78 | 983.45 | 124.15 | 0.00 | 0 | 0 | 68 |
| 8 Apr | 74227.08 | 983.45 | 124.15 | 0.00 | 0 | 0 | 68 |
| 7 Apr | 73137.90 | 983.45 | 124.15 | 0.00 | 0 | 0 | 68 |
| 4 Apr | 75364.69 | 983.45 | 124.15 | 0.00 | 0 | 0 | 68 |
| 3 Apr | 76295.36 | 983.45 | 124.15 | 12.13 | 57 | 10 | 68 |
| 2 Apr | 76617.44 | 854.45 | -315.55 | 12.91 | 48 | 17 | 58 |
| 1 Apr | 76024.51 | 1170 | 678.65 | 11.94 | 35 | 18 | 41 |
| 28 Mar | 77414.92 | 502.55 | -78.45 | 11.75 | 23 | 23 | 23 |
| 27 Mar | 77606.43 | 1501 | -1301.2 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 77288.50 | 1501 | -1301.2 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77100 expiring on 15APR2025
Delta for 77100 PE is 0.00
Historical price for 77100 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 983.45, which was 124.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 68
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 983.45, which was 124.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 68
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 983.45, which was 124.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 68
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 983.45, which was 124.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 68
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 983.45, which was 124.15 higher than the previous day. The implied volatity was 12.13, the open interest changed by 10 which increased total open position to 68
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 854.45, which was -315.55 lower than the previous day. The implied volatity was 12.91, the open interest changed by 17 which increased total open position to 58
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1170, which was 678.65 higher than the previous day. The implied volatity was 11.94, the open interest changed by 18 which increased total open position to 41
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 502.55, which was -78.45 lower than the previous day. The implied volatity was 11.75, the open interest changed by 23 which increased total open position to 23
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1501, which was -1301.2 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 1501, which was -1301.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
