SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 77700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 6.42
Theta: -11.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73847.15 | 22 | -58.15 | 20.26 | 41,845 | 1,991 | 2,561 | |||
| 8 Apr | 74227.08 | 74 | 4.15 | 21.75 | 1,063 | 435 | 570 | |||
| 7 Apr | 73137.90 | 62 | 13.8 | 24.48 | 261 | 57 | 135 | |||
| 4 Apr | 75364.69 | 47.75 | -133.95 | 10.94 | 123 | 16 | 78 | |||
| 3 Apr | 76295.36 | 181.25 | -120.95 | 10.52 | 96 | -10 | 62 | |||
| 2 Apr | 76617.44 | 304.85 | 66 | 10.82 | 120 | 45 | 72 | |||
| 1 Apr | 76024.51 | 239.15 | -634.55 | 12.19 | 77 | 27 | 27 | |||
| 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 77700 expiring on 15APR2025
Delta for 77700 CE is 0.03
Historical price for 77700 CE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 22, which was -58.15 lower than the previous day. The implied volatity was 20.26, the open interest changed by 1991 which increased total open position to 2561
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 74, which was 4.15 higher than the previous day. The implied volatity was 21.75, the open interest changed by 435 which increased total open position to 570
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 62, which was 13.8 higher than the previous day. The implied volatity was 24.48, the open interest changed by 57 which increased total open position to 135
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 47.75, which was -133.95 lower than the previous day. The implied volatity was 10.94, the open interest changed by 16 which increased total open position to 78
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 181.25, which was -120.95 lower than the previous day. The implied volatity was 10.52, the open interest changed by -10 which decreased total open position to 62
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 304.85, which was 66 higher than the previous day. The implied volatity was 10.82, the open interest changed by 45 which increased total open position to 72
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 239.15, which was -634.55 lower than the previous day. The implied volatity was 12.19, the open interest changed by 27 which increased total open position to 27
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 77700 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 | 73847.15 | 4951.4 | 2658.45 | 0.00 | 0 | 0 | 6 |
| 8 Apr | 74227.08 | 4951.4 | 2658.45 | 0.00 | 0 | 0 | 6 |
| 7 Apr | 73137.90 | 4951.4 | 2658.45 | 46.08 | 18 | -7 | 6 |
| 4 Apr | 75364.69 | 869.75 | 103.45 | 0.00 | 0 | 0 | 13 |
| 3 Apr | 76295.36 | 869.75 | 103.45 | 0.00 | 0 | 0 | 13 |
| 2 Apr | 76617.44 | 869.75 | 103.45 | 0.00 | 0 | 0 | 13 |
| 1 Apr | 76024.51 | 869.75 | 103.45 | - | 42 | 7 | 13 |
| 28 Mar | 77414.92 | 776 | -59.3 | 12.02 | 10 | 6 | 6 |
| 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 77700 expiring on 15APR2025
Delta for 77700 PE is 0.00
Historical price for 77700 PE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 4951.4, which was 2658.45 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 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 4951.4, which was 2658.45 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 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 4951.4, which was 2658.45 higher than the previous day. The implied volatity was 46.08, the open interest changed by -7 which decreased total open position to 6
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 869.75, which was 103.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 869.75, which was 103.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 869.75, which was 103.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 869.75, which was 103.45 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 13
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 776, which was -59.3 lower than the previous day. The implied volatity was 12.02, the open interest changed by 6 which increased total open position to 6
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
