SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 78000 CE | ||||||||||
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Delta: 0.32
Vega: 32.94
Theta: -50.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 77298.84 | 259.2 | 75.15 | 13.61 | 1,44,355 | 1,925 | 9,577 | |||
| 16 Apr | 77044.29 | 191.95 | 13.7 | 12.64 | 2,01,182 | 2,875 | 7,652 | |||
| 15 Apr | 76734.89 | 197 | -3.5 | 13.96 | 22,684 | 3,700 | 4,777 | |||
| 11 Apr | 75157.26 | 197 | 89.9 | 19.01 | 2,995 | 1,077 | 1,077 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 78000 expiring on 22APR2025
Delta for 78000 CE is 0.32
Historical price for 78000 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 259.2, which was 75.15 higher than the previous day. The implied volatity was 13.61, the open interest changed by 1925 which increased total open position to 9577
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 191.95, which was 13.7 higher than the previous day. The implied volatity was 12.64, the open interest changed by 2875 which increased total open position to 7652
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 197, which was -3.5 lower than the previous day. The implied volatity was 13.96, the open interest changed by 3700 which increased total open position to 4777
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 197, which was 89.9 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1077 which increased total open position to 1077
On 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 3 Apr SENSEX was trading at 76295.36. 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 2 Apr SENSEX was trading at 76617.44. 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 22APR2025 78000 PE | |||||||
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Delta: -0.63
Vega: 34.58
Theta: -46.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 1000.35 | -226.1 | 18.01 | 4,119 | 430 | 1,534 |
| 16 Apr | 77044.29 | 1209.5 | -240 | 18.22 | 2,588 | 361 | 1,104 |
| 15 Apr | 76734.89 | 1389.55 | -1521.4 | 16.25 | 910 | 743 | 743 |
| 11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 74227.08 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 75364.69 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 76295.36 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 76617.44 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 78000 expiring on 22APR2025
Delta for 78000 PE is -0.63
Historical price for 78000 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 1000.35, which was -226.1 lower than the previous day. The implied volatity was 18.01, the open interest changed by 430 which increased total open position to 1534
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 1209.5, which was -240 lower than the previous day. The implied volatity was 18.22, the open interest changed by 361 which increased total open position to 1104
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 1389.55, which was -1521.4 lower than the previous day. The implied volatity was 16.25, the open interest changed by 743 which increased total open position to 743
On 11 Apr SENSEX was trading at 75157.26. 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 9 Apr SENSEX was trading at 73847.15. 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 8 Apr SENSEX was trading at 74227.08. 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 7 Apr SENSEX was trading at 73137.90. 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 4 Apr SENSEX was trading at 75364.69. 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 3 Apr SENSEX was trading at 76295.36. 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 2 Apr SENSEX was trading at 76617.44. 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
