SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 77600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 8.51
Theta: -15.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 34.05 | -48.55 | 21.31 | 16,243 | 3,600 | 3,844 | |||
| 8 Apr | 74227.08 | 78.75 | 5.95 | 21.58 | 740 | 31 | 244 | |||
| 7 Apr | 73137.90 | 76.45 | 22.05 | 25.17 | 358 | -10 | 213 | |||
| 4 Apr | 75364.69 | 64.2 | -141.95 | 11.35 | 470 | 128 | 223 | |||
| 3 Apr | 76295.36 | 206.5 | -125.95 | 10.59 | 174 | -2 | 95 | |||
| 2 Apr | 76617.44 | 340.55 | 79.2 | 10.91 | 181 | 52 | 97 | |||
| 1 Apr | 76024.51 | 267.2 | -656 | 12.30 | 94 | 45 | 45 | |||
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 77606.43 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 77600 expiring on 15APR2025
Delta for 77600 CE is 0.04
Historical price for 77600 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 34.05, which was -48.55 lower than the previous day. The implied volatity was 21.31, the open interest changed by 3600 which increased total open position to 3844
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 78.75, which was 5.95 higher than the previous day. The implied volatity was 21.58, the open interest changed by 31 which increased total open position to 244
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 76.45, which was 22.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by -10 which decreased total open position to 213
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 64.2, which was -141.95 lower than the previous day. The implied volatity was 11.35, the open interest changed by 128 which increased total open position to 223
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 206.5, which was -125.95 lower than the previous day. The implied volatity was 10.59, the open interest changed by -2 which decreased total open position to 95
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 340.55, which was 79.2 higher than the previous day. The implied volatity was 10.91, the open interest changed by 52 which increased total open position to 97
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 267.2, which was -656 lower than the previous day. The implied volatity was 12.30, the open interest changed by 45 which increased total open position to 45
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 77600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73805.86 | 3710 | 113.55 | - | 3 | 0 | 0 |
| 8 Apr | 74227.08 | 4840.7 | 2635.3 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 4840.7 | 2635.3 | 45.12 | 17 | -17 | 0 |
| 4 Apr | 75364.69 | 819.8 | 160.8 | 0.00 | 0 | 0 | 17 |
| 3 Apr | 76295.36 | 819.8 | 160.8 | 0.00 | 0 | 0 | 17 |
| 2 Apr | 76617.44 | 819.8 | 160.8 | 0.00 | 0 | 0 | 17 |
| 1 Apr | 76024.51 | 819.8 | 160.8 | - | 36 | 9 | 17 |
| 28 Mar | 77414.92 | 694.6 | -94.05 | 11.52 | 8 | 8 | 8 |
| 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 77600 expiring on 15APR2025
Delta for 77600 PE is -
Historical price for 77600 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 3710, which was 113.55 higher than the previous day. The implied volatity was -, 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 4840.7, which was 2635.3 higher 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 4840.7, which was 2635.3 higher than the previous day. The implied volatity was 45.12, the open interest changed by -17 which decreased total open position to 0
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 819.8, which was 160.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 17
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 819.8, which was 160.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 17
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 819.8, which was 160.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 17
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 819.8, which was 160.8 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 17
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 694.6, which was -94.05 lower than the previous day. The implied volatity was 11.52, the open interest changed by 8 which increased total open position to 8
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
