SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 77400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 9.60
Theta: -16.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 73865.78 | 39.05 | -57.6 | 20.60 | 14,713 | 3,751 | 4,154 | |||
| 8 Apr | 74227.08 | 99.7 | 21.1 | 21.85 | 747 | 286 | 403 | |||
| 7 Apr | 73137.90 | 91.7 | 26.8 | 25.32 | 315 | -51 | 117 | |||
| 4 Apr | 75364.69 | 68.95 | -186.55 | 10.73 | 374 | 68 | 168 | |||
| 3 Apr | 76295.36 | 255.3 | -142.5 | 10.54 | 172 | -17 | 100 | |||
| 2 Apr | 76617.44 | 400.8 | 90.5 | 10.75 | 292 | 53 | 117 | |||
| 1 Apr | 76024.51 | 317.65 | -709.85 | 12.28 | 430 | 64 | 64 | |||
| 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 77400 expiring on 15APR2025
Delta for 77400 CE is 0.05
Historical price for 77400 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 39.05, which was -57.6 lower than the previous day. The implied volatity was 20.60, the open interest changed by 3751 which increased total open position to 4154
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 99.7, which was 21.1 higher than the previous day. The implied volatity was 21.85, the open interest changed by 286 which increased total open position to 403
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 91.7, which was 26.8 higher than the previous day. The implied volatity was 25.32, the open interest changed by -51 which decreased total open position to 117
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 68.95, which was -186.55 lower than the previous day. The implied volatity was 10.73, the open interest changed by 68 which increased total open position to 168
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 255.3, which was -142.5 lower than the previous day. The implied volatity was 10.54, the open interest changed by -17 which decreased total open position to 100
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 400.8, which was 90.5 higher than the previous day. The implied volatity was 10.75, the open interest changed by 53 which increased total open position to 117
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 317.65, which was -709.85 lower than the previous day. The implied volatity was 12.28, the open interest changed by 64 which increased total open position to 64
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 77400 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 | 73865.78 | 4150 | 2116.25 | 0.00 | 0 | 0 | 21 |
| 8 Apr | 74227.08 | 4150 | 2116.25 | 0.00 | 0 | 0 | 21 |
| 7 Apr | 73137.90 | 4150 | 2116.25 | 22.81 | 50 | -39 | 21 |
| 4 Apr | 75364.69 | 1345 | 302.45 | 0.00 | 0 | 0 | 60 |
| 3 Apr | 76295.36 | 1345 | 302.45 | 15.37 | 15 | 6 | 60 |
| 2 Apr | 76617.44 | 1035.95 | 223.05 | 13.05 | 22 | 20 | 54 |
| 1 Apr | 76024.51 | 812.9 | 214.4 | - | 93 | 11 | 34 |
| 28 Mar | 77414.92 | 611.15 | -89.35 | 11.60 | 26 | 23 | 23 |
| 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 77400 expiring on 15APR2025
Delta for 77400 PE is 0.00
Historical price for 77400 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 4150, which was 2116.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 4150, which was 2116.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 4150, which was 2116.25 higher than the previous day. The implied volatity was 22.81, the open interest changed by -39 which decreased total open position to 21
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1345, which was 302.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 60
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1345, which was 302.45 higher than the previous day. The implied volatity was 15.37, the open interest changed by 6 which increased total open position to 60
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1035.95, which was 223.05 higher than the previous day. The implied volatity was 13.05, the open interest changed by 20 which increased total open position to 54
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 812.9, which was 214.4 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 34
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 611.15, which was -89.35 lower than the previous day. The implied volatity was 11.60, the open interest changed by 23 which increased total open position to 23
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
