SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:45 PM IST
| SENSEX 15APR2025 77200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 2.24
Theta: -208.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 76815.89 | 12.2 | -70.9 | 21.02 | 19,26,550 | 66,986 | 74,795 | |||
| 11 Apr | 75157.26 | 97.9 | 55.2 | 20.89 | 3,24,153 | 2,981 | 7,809 | |||
| 9 Apr | 73847.15 | 40 | -68.7 | 20.19 | 43,042 | 4,424 | 4,828 | |||
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| 8 Apr | 74227.08 | 121 | 24.25 | 21.94 | 803 | 231 | 404 | |||
| 7 Apr | 73137.90 | 108 | 28.35 | 25.39 | 315 | 7 | 173 | |||
| 4 Apr | 75364.69 | 82.45 | -231.65 | 10.39 | 340 | 56 | 166 | |||
| 3 Apr | 76295.36 | 313.15 | -157.8 | 10.50 | 222 | -3 | 110 | |||
| 2 Apr | 76617.44 | 475.9 | 100.25 | 10.69 | 214 | 50 | 113 | |||
| 1 Apr | 76024.51 | 376.15 | -762.8 | 12.29 | 113 | 63 | 63 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 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 77200 expiring on 15APR2025
Delta for 77200 CE is 0.09
Historical price for 77200 CE is as follows
On 15 Apr SENSEX was trading at 76815.89. The strike last trading price was 12.2, which was -70.9 lower than the previous day. The implied volatity was 21.02, the open interest changed by 66986 which increased total open position to 74795
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 97.9, which was 55.2 higher than the previous day. The implied volatity was 20.89, the open interest changed by 2981 which increased total open position to 7809
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 40, which was -68.7 lower than the previous day. The implied volatity was 20.19, the open interest changed by 4424 which increased total open position to 4828
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 121, which was 24.25 higher than the previous day. The implied volatity was 21.94, the open interest changed by 231 which increased total open position to 404
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 108, which was 28.35 higher than the previous day. The implied volatity was 25.39, the open interest changed by 7 which increased total open position to 173
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 82.45, which was -231.65 lower than the previous day. The implied volatity was 10.39, the open interest changed by 56 which increased total open position to 166
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 313.15, which was -157.8 lower than the previous day. The implied volatity was 10.50, the open interest changed by -3 which decreased total open position to 110
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 475.9, which was 100.25 higher than the previous day. The implied volatity was 10.69, the open interest changed by 50 which increased total open position to 113
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 376.15, which was -762.8 lower than the previous day. The implied volatity was 12.29, the open interest changed by 63 which increased total open position to 63
On 28 Mar SENSEX was trading at 77414.92. 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 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 77200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 3.78
Theta: -526.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 76815.89 | 430 | -1792.1 | 32.83 | 58,952 | 4,545 | 4,605 |
| 11 Apr | 75157.26 | 2222.1 | -1087.6 | 29.40 | 328 | 45 | 60 |
| 9 Apr | 73847.15 | 3954.75 | 2560 | 0.00 | 0 | 0 | 15 |
| 8 Apr | 74227.08 | 3954.75 | 2560 | 0.00 | 0 | 0 | 15 |
| 7 Apr | 73137.90 | 3954.75 | 2560 | 22.30 | 36 | -36 | 15 |
| 4 Apr | 75364.69 | 1394.75 | 376.9 | - | 1 | -1 | 51 |
| 3 Apr | 76295.36 | 1017.85 | 106 | 11.55 | 5 | -4 | 52 |
| 2 Apr | 76617.44 | 911.85 | -298.15 | 12.94 | 19 | 19 | 56 |
| 1 Apr | 76024.51 | 1210 | 686.7 | 11.41 | 57 | 16 | 37 |
| 28 Mar | 77414.92 | 544.5 | -74.65 | 11.82 | 21 | 21 | 21 |
| 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 77200 expiring on 15APR2025
Delta for 77200 PE is -0.80
Historical price for 77200 PE is as follows
On 15 Apr SENSEX was trading at 76815.89. The strike last trading price was 430, which was -1792.1 lower than the previous day. The implied volatity was 32.83, the open interest changed by 4545 which increased total open position to 4605
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 2222.1, which was -1087.6 lower than the previous day. The implied volatity was 29.40, the open interest changed by 45 which increased total open position to 60
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3954.75, which was 2560 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3954.75, which was 2560 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 15
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3954.75, which was 2560 higher than the previous day. The implied volatity was 22.30, the open interest changed by -36 which decreased total open position to 15
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1394.75, which was 376.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 51
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1017.85, which was 106 higher than the previous day. The implied volatity was 11.55, the open interest changed by -4 which decreased total open position to 52
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 911.85, which was -298.15 lower than the previous day. The implied volatity was 12.94, the open interest changed by 19 which increased total open position to 56
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1210, which was 686.7 higher than the previous day. The implied volatity was 11.41, the open interest changed by 16 which increased total open position to 37
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 544.5, which was -74.65 lower than the previous day. The implied volatity was 11.82, the open interest changed by 21 which increased total open position to 21
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
