SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 77500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 12.28
Theta: -33.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75157.26 | 62.65 | 31.9 | 20.50 | 7,08,781 | 11,591 | 38,677 | |||
| 9 Apr | 73847.15 | 29 | -57.5 | 20.35 | 1,87,910 | 24,623 | 27,086 | |||
| 8 Apr | 74227.08 | 88 | 13.85 | 21.66 | 15,457 | 1,299 | 2,463 | |||
| 7 Apr | 73137.90 | 75.5 | 17.95 | 24.66 | 5,727 | -139 | 1,164 | |||
| 4 Apr | 75364.69 | 64 | -168.35 | 10.93 | 5,888 | 157 | 1,303 | |||
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| 3 Apr | 76295.36 | 232.7 | -133 | 10.63 | 1,397 | 91 | 1,146 | |||
| 2 Apr | 76617.44 | 383 | 102.7 | 11.08 | 3,109 | 820 | 1,055 | |||
| 1 Apr | 76024.51 | 292.95 | -529.1 | 12.32 | 998 | 203 | 235 | |||
| 28 Mar | 77414.92 | 797.2 | -279.4 | 9.33 | 50 | 27 | 32 | |||
| 27 Mar | 77606.43 | 1076.6 | 106.35 | 11.32 | 5 | 5 | 5 | |||
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 77500 expiring on 15APR2025
Delta for 77500 CE is 0.09
Historical price for 77500 CE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 62.65, which was 31.9 higher than the previous day. The implied volatity was 20.50, the open interest changed by 11591 which increased total open position to 38677
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 29, which was -57.5 lower than the previous day. The implied volatity was 20.35, the open interest changed by 24623 which increased total open position to 27086
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 88, which was 13.85 higher than the previous day. The implied volatity was 21.66, the open interest changed by 1299 which increased total open position to 2463
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 75.5, which was 17.95 higher than the previous day. The implied volatity was 24.66, the open interest changed by -139 which decreased total open position to 1164
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 64, which was -168.35 lower than the previous day. The implied volatity was 10.93, the open interest changed by 157 which increased total open position to 1303
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 232.7, which was -133 lower than the previous day. The implied volatity was 10.63, the open interest changed by 91 which increased total open position to 1146
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 383, which was 102.7 higher than the previous day. The implied volatity was 11.08, the open interest changed by 820 which increased total open position to 1055
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 292.95, which was -529.1 lower than the previous day. The implied volatity was 12.32, the open interest changed by 203 which increased total open position to 235
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 797.2, which was -279.4 lower than the previous day. The implied volatity was 9.33, the open interest changed by 27 which increased total open position to 32
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1076.6, which was 106.35 higher than the previous day. The implied volatity was 11.32, the open interest changed by 5 which increased total open position to 5
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 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 12.22
Theta: -11.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 75157.26 | 2320 | -1278.1 | 20.45 | 244 | 4 | 438 |
| 9 Apr | 73847.15 | 3131.35 | -1147 | 0.00 | 0 | 0 | 434 |
| 8 Apr | 74227.08 | 3131.35 | -1147 | 13.49 | 237 | 68 | 434 |
| 7 Apr | 73137.90 | 4010 | 1843.3 | - | 52 | 0 | 366 |
| 4 Apr | 75364.69 | 2166.7 | 897.75 | 17.39 | 34 | 5 | 366 |
| 3 Apr | 76295.36 | 1305.35 | 219.15 | 13.23 | 345 | 100 | 361 |
| 2 Apr | 76617.44 | 1102.25 | -256.65 | 13.13 | 306 | 144 | 261 |
| 1 Apr | 76024.51 | 1357.6 | 707.65 | 9.86 | 220 | 7 | 117 |
| 28 Mar | 77414.92 | 655.35 | 85.85 | 11.61 | 396 | 77 | 110 |
| 27 Mar | 77606.43 | 569.5 | -127.8 | 11.34 | 36 | 13 | 33 |
| 26 Mar | 77288.50 | 719.7 | 104.35 | 11.40 | 713 | 20 | 20 |
For Sensex - strike price 77500 expiring on 15APR2025
Delta for 77500 PE is -0.92
Historical price for 77500 PE is as follows
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 2320, which was -1278.1 lower than the previous day. The implied volatity was 20.45, the open interest changed by 4 which increased total open position to 438
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3131.35, which was -1147 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 434
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3131.35, which was -1147 lower than the previous day. The implied volatity was 13.49, the open interest changed by 68 which increased total open position to 434
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 4010, which was 1843.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 366
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 2166.7, which was 897.75 higher than the previous day. The implied volatity was 17.39, the open interest changed by 5 which increased total open position to 366
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1305.35, which was 219.15 higher than the previous day. The implied volatity was 13.23, the open interest changed by 100 which increased total open position to 361
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1102.25, which was -256.65 lower than the previous day. The implied volatity was 13.13, the open interest changed by 144 which increased total open position to 261
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1357.6, which was 707.65 higher than the previous day. The implied volatity was 9.86, the open interest changed by 7 which increased total open position to 117
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 655.35, which was 85.85 higher than the previous day. The implied volatity was 11.61, the open interest changed by 77 which increased total open position to 110
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 569.5, which was -127.8 lower than the previous day. The implied volatity was 11.34, the open interest changed by 13 which increased total open position to 33
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 719.7, which was 104.35 higher than the previous day. The implied volatity was 11.40, the open interest changed by 20 which increased total open position to 20
