SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
| SENSEX 22APR2025 77300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 22.84
Theta: -41.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78145.19 | 1039.25 | 653.05 | 10.66 | 1,32,527 | 1,017 | 3,109 | |||
| 16 Apr | 77044.29 | 395 | 46.55 | 11.58 | 1,04,989 | 1,343 | 2,092 | |||
| 15 Apr | 76734.89 | 371.75 | 78.3 | 13.07 | 2,432 | 726 | 749 | |||
| 11 Apr | 75157.26 | 294.55 | 118.25 | 18.27 | 134 | 23 | 23 | |||
| 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 | |||
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| 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 77300 expiring on 22APR2025
Delta for 77300 CE is 0.84
Historical price for 77300 CE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 1039.25, which was 653.05 higher than the previous day. The implied volatity was 10.66, the open interest changed by 1017 which increased total open position to 3109
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 395, which was 46.55 higher than the previous day. The implied volatity was 11.58, the open interest changed by 1343 which increased total open position to 2092
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 371.75, which was 78.3 higher than the previous day. The implied volatity was 13.07, the open interest changed by 726 which increased total open position to 749
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 294.55, which was 118.25 higher than the previous day. The implied volatity was 18.27, the open interest changed by 23 which increased total open position to 23
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 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 30.43
Theta: -44.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78145.19 | 258.55 | -481.55 | 16.97 | 59,579 | 5,433 | 6,193 |
| 16 Apr | 77044.29 | 723.15 | -186.55 | 16.66 | 8,797 | 632 | 760 |
| 15 Apr | 76734.89 | 870.65 | -1470.15 | 15.08 | 195 | 128 | 128 |
| 11 Apr | 75157.26 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 650 | -22.15 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77300 expiring on 22APR2025
Delta for 77300 PE is -0.27
Historical price for 77300 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 258.55, which was -481.55 lower than the previous day. The implied volatity was 16.97, the open interest changed by 5433 which increased total open position to 6193
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 723.15, which was -186.55 lower than the previous day. The implied volatity was 16.66, the open interest changed by 632 which increased total open position to 760
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 870.65, which was -1470.15 lower than the previous day. The implied volatity was 15.08, the open interest changed by 128 which increased total open position to 128
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 650, which was -22.15 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 650, which was -22.15 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 650, which was -22.15 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 650, which was -22.15 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 650, which was -22.15 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 650, which was -22.15 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 650, which was -22.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
