SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 77800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 7.53
Theta: -13.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 29 | -44.95 | 21.58 | 14,945 | 1,770 | 2,175 | |||
| 8 Apr | 74227.08 | 67.5 | 15.9 | 21.77 | 749 | 271 | 405 | |||
| 7 Apr | 73137.90 | 48.15 | 3.55 | 23.68 | 85 | 20 | 134 | |||
| 4 Apr | 75364.69 | 53 | -110.35 | 11.61 | 149 | 27 | 114 | |||
| 3 Apr | 76295.36 | 162.6 | -113.5 | 10.57 | 123 | 19 | 87 | |||
| 2 Apr | 76617.44 | 281.2 | 61.6 | 10.93 | 171 | 50 | 68 | |||
| 1 Apr | 76024.51 | 219.85 | -454.75 | 12.24 | 101 | -30 | 18 | |||
| 28 Mar | 77414.92 | 660.05 | -292.8 | 9.64 | 48 | 48 | 48 | |||
| 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 77800 expiring on 15APR2025
Delta for 77800 CE is 0.04
Historical price for 77800 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 29, which was -44.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1770 which increased total open position to 2175
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 67.5, which was 15.9 higher than the previous day. The implied volatity was 21.77, the open interest changed by 271 which increased total open position to 405
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 48.15, which was 3.55 higher than the previous day. The implied volatity was 23.68, the open interest changed by 20 which increased total open position to 134
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 53, which was -110.35 lower than the previous day. The implied volatity was 11.61, the open interest changed by 27 which increased total open position to 114
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 162.6, which was -113.5 lower than the previous day. The implied volatity was 10.57, the open interest changed by 19 which increased total open position to 87
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 281.2, which was 61.6 higher than the previous day. The implied volatity was 10.93, the open interest changed by 50 which increased total open position to 68
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 219.85, which was -454.75 lower than the previous day. The implied volatity was 12.24, the open interest changed by -30 which decreased total open position to 18
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 660.05, which was -292.8 lower than the previous day. The implied volatity was 9.64, the open interest changed by 48 which increased total open position to 48
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 77800 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 | 73805.86 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 8 Apr | 74227.08 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 7 Apr | 73137.90 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 840.35 | -121.7 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 840.35 | -121.7 | - | 1 | 1 | 1 |
| 28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 77800 expiring on 15APR2025
Delta for 77800 PE is 0.00
Historical price for 77800 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 840.35, which was -121.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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
