SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 77200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 36.10
Theta: -57.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 77298.84 | 589.65 | 161.45 | 13.06 | 1,37,609 | 3,518 | 6,157 | |||
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| 16 Apr | 77044.29 | 428.5 | 45.6 | 11.24 | 1,36,175 | 1,649 | 2,639 | |||
| 15 Apr | 76734.89 | 413.4 | 102.85 | 13.13 | 3,548 | 863 | 990 | |||
| 11 Apr | 75157.26 | 329.15 | 140.45 | 18.60 | 1,124 | 127 | 127 | |||
| 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 77200 expiring on 22APR2025
Delta for 77200 CE is 0.57
Historical price for 77200 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 589.65, which was 161.45 higher than the previous day. The implied volatity was 13.06, the open interest changed by 3518 which increased total open position to 6157
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 428.5, which was 45.6 higher than the previous day. The implied volatity was 11.24, the open interest changed by 1649 which increased total open position to 2639
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 413.4, which was 102.85 higher than the previous day. The implied volatity was 13.13, the open interest changed by 863 which increased total open position to 990
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 329.15, which was 140.45 higher than the previous day. The implied volatity was 18.60, the open interest changed by 127 which increased total open position to 127
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 77200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 36.34
Theta: -51.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 537.6 | -141.45 | 17.32 | 45,195 | 4,223 | 5,350 |
| 16 Apr | 77044.29 | 665.95 | -180.2 | 16.53 | 23,278 | 912 | 1,127 |
| 15 Apr | 76734.89 | 818.9 | -1444.6 | 15.26 | 455 | 215 | 215 |
| 11 Apr | 75157.26 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 222 | -415.15 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77200 expiring on 22APR2025
Delta for 77200 PE is -0.44
Historical price for 77200 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 537.6, which was -141.45 lower than the previous day. The implied volatity was 17.32, the open interest changed by 4223 which increased total open position to 5350
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 665.95, which was -180.2 lower than the previous day. The implied volatity was 16.53, the open interest changed by 912 which increased total open position to 1127
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 818.9, which was -1444.6 lower than the previous day. The implied volatity was 15.26, the open interest changed by 215 which increased total open position to 215
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 222, which was -415.15 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 222, which was -415.15 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 222, which was -415.15 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 222, which was -415.15 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 222, which was -415.15 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 222, which was -415.15 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 222, which was -415.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
