SENSEX
Sensex
Historical option data for SENSEX
04 Apr 2025 04:11 PM IST
| SENSEX 08APR2025 77500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 3.44
Theta: -5.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 4 Apr | 75364.69 | 6.1 | -68.1 | 12.16 | 6,64,029 | 24,819 | 44,206 | |||
| 3 Apr | 76295.36 | 72.85 | -112.75 | 11.33 | 2,03,446 | 12,763 | 19,387 | |||
| 2 Apr | 76617.44 | 190.05 | 45.9 | 12.07 | 1,93,450 | 1,364 | 6,624 | |||
| 1 Apr | 76024.51 | 144.95 | -488.85 | 13.78 | 37,796 | 4,323 | 5,260 | |||
| 28 Mar | 77414.92 | 639 | -382 | 10.49 | 5,061 | 741 | 937 | |||
| 27 Mar | 77606.43 | 1035.25 | 202.2 | 15.05 | 1,062 | 82 | 196 | |||
| 26 Mar | 77288.50 | 832.05 | -406.55 | 13.75 | 387 | 101 | 114 | |||
| 25 Mar | 78017.19 | 1238.6 | 30.7 | 12.60 | 21 | 7 | 13 | |||
| 24 Mar | 77984.38 | 608.85 | 76.8 | 0.00 | 0 | 0 | 6 | |||
| 21 Mar | 76905.51 | 608.85 | 76.8 | 10.41 | 3,842 | 6 | 6 | |||
For Sensex - strike price 77500 expiring on 08APR2025
Delta for 77500 CE is 0.02
Historical price for 77500 CE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 6.1, which was -68.1 lower than the previous day. The implied volatity was 12.16, the open interest changed by 24819 which increased total open position to 44206
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 72.85, which was -112.75 lower than the previous day. The implied volatity was 11.33, the open interest changed by 12763 which increased total open position to 19387
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 190.05, which was 45.9 higher than the previous day. The implied volatity was 12.07, the open interest changed by 1364 which increased total open position to 6624
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 144.95, which was -488.85 lower than the previous day. The implied volatity was 13.78, the open interest changed by 4323 which increased total open position to 5260
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 639, which was -382 lower than the previous day. The implied volatity was 10.49, the open interest changed by 741 which increased total open position to 937
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1035.25, which was 202.2 higher than the previous day. The implied volatity was 15.05, the open interest changed by 82 which increased total open position to 196
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 832.05, which was -406.55 lower than the previous day. The implied volatity was 13.75, the open interest changed by 101 which increased total open position to 114
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 1238.6, which was 30.7 higher than the previous day. The implied volatity was 12.60, the open interest changed by 7 which increased total open position to 13
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 608.85, which was 76.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 6
On 21 Mar SENSEX was trading at 76905.51. The strike last trading price was 608.85, which was 76.8 higher than the previous day. The implied volatity was 10.41, the open interest changed by 6 which increased total open position to 6
| SENSEX 08APR2025 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 11.81
Theta: -7.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 75364.69 | 2102.8 | 840.95 | 18.21 | 1,501 | -251 | 716 |
| 3 Apr | 76295.36 | 1295.55 | 246.3 | 16.47 | 1,842 | -193 | 967 |
| 2 Apr | 76617.44 | 1058.2 | -285.85 | 15.43 | 2,892 | 8 | 1,160 |
| 1 Apr | 76024.51 | 1330.55 | 778.05 | 5.80 | 8,576 | -55 | 1,152 |
| 28 Mar | 77414.92 | 590.05 | 126.05 | 12.35 | 5,958 | 605 | 1,207 |
| 27 Mar | 77606.43 | 460.55 | -167.25 | 11.15 | 1,648 | 228 | 602 |
| 26 Mar | 77288.50 | 640.55 | 211.1 | 11.56 | 2,242 | 254 | 374 |
| 25 Mar | 78017.19 | 467.2 | -17.95 | 13.36 | 629 | 107 | 120 |
| 24 Mar | 77984.38 | 474.05 | -597.6 | 12.96 | 32 | 13 | 13 |
| 21 Mar | 76905.51 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 77500 expiring on 08APR2025
Delta for 77500 PE is -0.92
Historical price for 77500 PE is as follows
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 2102.8, which was 840.95 higher than the previous day. The implied volatity was 18.21, the open interest changed by -251 which decreased total open position to 716
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1295.55, which was 246.3 higher than the previous day. The implied volatity was 16.47, the open interest changed by -193 which decreased total open position to 967
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1058.2, which was -285.85 lower than the previous day. The implied volatity was 15.43, the open interest changed by 8 which increased total open position to 1160
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1330.55, which was 778.05 higher than the previous day. The implied volatity was 5.80, the open interest changed by -55 which decreased total open position to 1152
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 590.05, which was 126.05 higher than the previous day. The implied volatity was 12.35, the open interest changed by 605 which increased total open position to 1207
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 460.55, which was -167.25 lower than the previous day. The implied volatity was 11.15, the open interest changed by 228 which increased total open position to 602
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 640.55, which was 211.1 higher than the previous day. The implied volatity was 11.56, the open interest changed by 254 which increased total open position to 374
On 25 Mar SENSEX was trading at 78017.19. The strike last trading price was 467.2, which was -17.95 lower than the previous day. The implied volatity was 13.36, the open interest changed by 107 which increased total open position to 120
On 24 Mar SENSEX was trading at 77984.38. The strike last trading price was 474.05, which was -597.6 lower than the previous day. The implied volatity was 12.96, the open interest changed by 13 which increased total open position to 13
On 21 Mar SENSEX was trading at 76905.51. 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
