SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 01:41 PM IST
| SENSEX 22APR2025 77400 CE | ||||||||||
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Delta: 0.88
Vega: 18.74
Theta: -37.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78399.36 | 1161.35 | 812.95 | 10.38 | 1,25,351 | 624 | 2,712 | |||
| 16 Apr | 77044.29 | 349.05 | 31.95 | 11.51 | 86,881 | 1,491 | 2,088 | |||
| 15 Apr | 76734.89 | 339.55 | 64.65 | 13.18 | 2,020 | 526 | 597 | |||
| 11 Apr | 75157.26 | 282.1 | 117.55 | 18.48 | 163 | 71 | 71 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 77400 expiring on 22APR2025
Delta for 77400 CE is 0.88
Historical price for 77400 CE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 1161.35, which was 812.95 higher than the previous day. The implied volatity was 10.38, the open interest changed by 624 which increased total open position to 2712
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 349.05, which was 31.95 higher than the previous day. The implied volatity was 11.51, the open interest changed by 1491 which increased total open position to 2088
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 339.55, which was 64.65 higher than the previous day. The implied volatity was 13.18, the open interest changed by 526 which increased total open position to 597
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 282.1, which was 117.55 higher than the previous day. The implied volatity was 18.48, the open interest changed by 71 which increased total open position to 71
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 77400 PE | |||||||
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Delta: -0.25
Vega: 29.15
Theta: -45.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78399.36 | 243.2 | -557.55 | 17.79 | 67,651 | 6,143 | 6,685 |
| 16 Apr | 77044.29 | 778.6 | -210.25 | 16.68 | 6,262 | 524 | 542 |
| 15 Apr | 76734.89 | 950 | -1469.2 | 15.51 | 23 | 18 | 18 |
| 11 Apr | 75157.26 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 601 | -607.85 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77400 expiring on 22APR2025
Delta for 77400 PE is -0.25
Historical price for 77400 PE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 243.2, which was -557.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 6143 which increased total open position to 6685
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 778.6, which was -210.25 lower than the previous day. The implied volatity was 16.68, the open interest changed by 524 which increased total open position to 542
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 950, which was -1469.2 lower than the previous day. The implied volatity was 15.51, the open interest changed by 18 which increased total open position to 18
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 601, which was -607.85 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 601, which was -607.85 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 601, which was -607.85 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 601, which was -607.85 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 601, which was -607.85 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 601, which was -607.85 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 601, which was -607.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
