SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
| SENSEX 15APR2025 77300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 9.96
Theta: -17.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73860.71 | 40.45 | -63.9 | 20.25 | 7,713 | 1,095 | 1,551 | |||
| 8 Apr | 74227.08 | 104.35 | 33.65 | 21.59 | 838 | 303 | 456 | |||
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| 7 Apr | 73137.90 | 84.35 | 11.7 | 24.38 | 89 | -9 | 153 | |||
| 4 Apr | 75364.69 | 72 | -211.9 | 10.43 | 252 | 48 | 162 | |||
| 3 Apr | 76295.36 | 330 | -103 | 11.47 | 271 | 11 | 114 | |||
| 2 Apr | 76617.44 | 437.15 | 104.2 | 10.72 | 201 | 37 | 103 | |||
| 1 Apr | 76024.51 | 342.35 | -601.65 | 12.21 | 84 | 61 | 66 | |||
| 28 Mar | 77414.92 | 940 | -286.55 | 9.70 | 5 | 5 | 5 | |||
| 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 77300 expiring on 15APR2025
Delta for 77300 CE is 0.05
Historical price for 77300 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 40.45, which was -63.9 lower than the previous day. The implied volatity was 20.25, the open interest changed by 1095 which increased total open position to 1551
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 104.35, which was 33.65 higher than the previous day. The implied volatity was 21.59, the open interest changed by 303 which increased total open position to 456
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 84.35, which was 11.7 higher than the previous day. The implied volatity was 24.38, the open interest changed by -9 which decreased total open position to 153
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 72, which was -211.9 lower than the previous day. The implied volatity was 10.43, the open interest changed by 48 which increased total open position to 162
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 330, which was -103 lower than the previous day. The implied volatity was 11.47, the open interest changed by 11 which increased total open position to 114
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 437.15, which was 104.2 higher than the previous day. The implied volatity was 10.72, the open interest changed by 37 which increased total open position to 103
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 342.35, which was -601.65 lower than the previous day. The implied volatity was 12.21, the open interest changed by 61 which increased total open position to 66
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 940, which was -286.55 lower than the previous day. The implied volatity was 9.70, the open interest changed by 5 which increased total open position to 5
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 77300 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 | 73860.71 | 3982 | 2182 | 0.00 | 0 | 0 | 14 |
| 8 Apr | 74227.08 | 3982 | 2182 | 0.00 | 0 | 0 | 14 |
| 7 Apr | 73137.90 | 3982 | 2182 | - | 37 | -36 | 14 |
| 4 Apr | 75364.69 | 1800 | 675 | 11.38 | 5 | -5 | 50 |
| 3 Apr | 76295.36 | 1125 | 150.6 | 12.35 | 5 | 1 | 55 |
| 2 Apr | 76617.44 | 972.6 | 144.55 | 12.99 | 12 | 12 | 54 |
| 1 Apr | 76024.51 | 828.05 | 266.5 | - | 83 | 17 | 42 |
| 28 Mar | 77414.92 | 573.65 | -85.35 | 11.66 | 25 | 25 | 25 |
| 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 77300 expiring on 15APR2025
Delta for 77300 PE is 0.00
Historical price for 77300 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 3982, which was 2182 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 14
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3982, which was 2182 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 14
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 3982, which was 2182 higher than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 14
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1800, which was 675 higher than the previous day. The implied volatity was 11.38, the open interest changed by -5 which decreased total open position to 50
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1125, which was 150.6 higher than the previous day. The implied volatity was 12.35, the open interest changed by 1 which increased total open position to 55
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 972.6, which was 144.55 higher than the previous day. The implied volatity was 12.99, the open interest changed by 12 which increased total open position to 54
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 828.05, which was 266.5 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 42
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 573.65, which was -85.35 lower than the previous day. The implied volatity was 11.66, the open interest changed by 25 which increased total open position to 25
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
