SENSEX
Sensex
Historical option data for SENSEX
30 Jan 2025 02:08 PM IST
| SENSEX 04FEB2025 77300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 34.76
Theta: -103.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Jan | 76508.28 | 695.9 | 15.2 | 27.75 | 12,959 | 548 | 1,389 | |||
| 29 Jan | 76532.96 | 724.2 | 274.3 | 25.76 | 13,899 | 587 | 841 | |||
| 28 Jan | 75901.41 | 413.25 | 88.45 | 21.40 | 1,290 | 195 | 254 | |||
| 27 Jan | 75366.17 | 315.85 | -267.05 | 21.06 | 217 | 12 | 59 | |||
| 24 Jan | 76190.46 | 573.65 | -205.15 | 17.88 | 100 | 12 | 47 | |||
| 23 Jan | 76520.38 | 783.35 | 177.50 | 18.46 | 61 | 18 | 35 | |||
| 22 Jan | 76404.99 | 605.85 | -382.20 | 15.26 | 66 | 14 | 17 | |||
| 21 Jan | 75838.36 | 988.05 | 988.05 | 25.12 | 28 | 3 | 3 | |||
| 20 Jan | 77073.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Jan | 76619.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 16 Jan | 77042.82 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 76724.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 76499.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77300 expiring on 04FEB2025
Delta for 77300 CE is 0.40
Historical price for 77300 CE is as follows
On 30 Jan SENSEX was trading at 76508.28. The strike last trading price was 695.9, which was 15.2 higher than the previous day. The implied volatity was 27.75, the open interest changed by 548 which increased total open position to 1389
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 724.2, which was 274.3 higher than the previous day. The implied volatity was 25.76, the open interest changed by 587 which increased total open position to 841
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 413.25, which was 88.45 higher than the previous day. The implied volatity was 21.40, the open interest changed by 195 which increased total open position to 254
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 315.85, which was -267.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 12 which increased total open position to 59
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 573.65, which was -205.15 lower than the previous day. The implied volatity was 17.88, the open interest changed by 12 which increased total open position to 47
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 783.35, which was 177.50 higher than the previous day. The implied volatity was 18.46, the open interest changed by 18 which increased total open position to 35
On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 605.85, which was -382.20 lower than the previous day. The implied volatity was 15.26, the open interest changed by 14 which increased total open position to 17
On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 988.05, which was 988.05 higher than the previous day. The implied volatity was 25.12, the open interest changed by 3 which increased total open position to 3
On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was 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 04FEB2025 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 34.55
Theta: -74.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Jan | 76508.28 | 1308.8 | -58.4 | 25.68 | 861 | 166 | 261 |
| 29 Jan | 76532.96 | 1359 | -301.7 | 25.62 | 180 | 51 | 95 |
| 28 Jan | 75901.41 | 1644.1 | -425 | 20.85 | 26 | 15 | 44 |
| 27 Jan | 75366.17 | 2069.1 | 542.5 | 20.73 | 14 | -7 | 29 |
| 24 Jan | 76190.46 | 1516.75 | 236.95 | 19.20 | 116 | 36 | 36 |
| 23 Jan | 76520.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 76404.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 75838.36 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 77073.44 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 76619.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 77042.82 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 76724.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 76499.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 76330.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 77378.91 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 77300 expiring on 04FEB2025
Delta for 77300 PE is -0.61
Historical price for 77300 PE is as follows
On 30 Jan SENSEX was trading at 76508.28. The strike last trading price was 1308.8, which was -58.4 lower than the previous day. The implied volatity was 25.68, the open interest changed by 166 which increased total open position to 261
On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 1359, which was -301.7 lower than the previous day. The implied volatity was 25.62, the open interest changed by 51 which increased total open position to 95
On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 1644.1, which was -425 lower than the previous day. The implied volatity was 20.85, the open interest changed by 15 which increased total open position to 44
On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 2069.1, which was 542.5 higher than the previous day. The implied volatity was 20.73, the open interest changed by -7 which decreased total open position to 29
On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 1516.75, which was 236.95 higher than the previous day. The implied volatity was 19.20, the open interest changed by 36 which increased total open position to 36
On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 0, which was 0.00 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 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 0, which was 0.00 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 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 0, which was 0.00 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 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
