SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 77900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 6.86
Theta: -12.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 24.75 | -33.2 | 20.96 | 6,417 | 701 | 818 | |||
| 8 Apr | 74227.08 | 61.4 | 41.4 | 21.78 | 53 | 26 | 117 | |||
| 7 Apr | 73137.90 | 20 | -68.2 | 20.66 | 3 | -1 | 91 | |||
| 4 Apr | 75364.69 | 149.45 | -104.55 | 0.00 | 0 | 0 | 92 | |||
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| 3 Apr | 76295.36 | 149.45 | -104.55 | 10.71 | 112 | 9 | 92 | |||
| 2 Apr | 76617.44 | 253.15 | 54.45 | 10.90 | 133 | 77 | 83 | |||
| 1 Apr | 76024.51 | 199.85 | -416.85 | 12.24 | 94 | -32 | 6 | |||
| 28 Mar | 77414.92 | 611.3 | -292 | 9.63 | 38 | 38 | 38 | |||
| 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 77900 expiring on 15APR2025
Delta for 77900 CE is 0.03
Historical price for 77900 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 24.75, which was -33.2 lower than the previous day. The implied volatity was 20.96, the open interest changed by 701 which increased total open position to 818
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 61.4, which was 41.4 higher than the previous day. The implied volatity was 21.78, the open interest changed by 26 which increased total open position to 117
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 20, which was -68.2 lower than the previous day. The implied volatity was 20.66, the open interest changed by -1 which decreased total open position to 91
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 149.45, which was -104.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 92
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 149.45, which was -104.55 lower than the previous day. The implied volatity was 10.71, the open interest changed by 9 which increased total open position to 92
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 253.15, which was 54.45 higher than the previous day. The implied volatity was 10.90, the open interest changed by 77 which increased total open position to 83
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 199.85, which was -416.85 lower than the previous day. The implied volatity was 12.24, the open interest changed by -32 which decreased total open position to 6
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 611.3, which was -292 lower than the previous day. The implied volatity was 9.63, the open interest changed by 38 which increased total open position to 38
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 77900 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 | 73891.11 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 8 Apr | 74227.08 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 7 Apr | 73137.90 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 4 Apr | 75364.69 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 3 Apr | 76295.36 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 2 Apr | 76617.44 | 900.1 | -115.65 | 0.00 | 0 | 0 | 1 |
| 1 Apr | 76024.51 | 900.1 | -115.65 | - | 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 77900 expiring on 15APR2025
Delta for 77900 PE is 0.00
Historical price for 77900 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 900.1, which was -115.65 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 900.1, which was -115.65 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 900.1, which was -115.65 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 900.1, which was -115.65 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 900.1, which was -115.65 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 900.1, which was -115.65 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 900.1, which was -115.65 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
