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Related Pages for SENSEX
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SENSEX
Sensex
73882.16 -344.92 (-0.46%)

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Historical option data for SENSEX

09 Apr 2025 10:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 78100 CE
Delta: 0.03
Vega: 6.46
Theta: -11.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 23.7 -35.7 21.81 5,336 317 483
8 Apr 74227.08 50.05 23 21.75 515 121 166
7 Apr 73137.90 45.95 -24.45 24.67 19 18 45
4 Apr 75364.69 177.65 -104.95 0.00 0 0 27
3 Apr 76295.36 177.65 -104.95 0.00 0 0 27
2 Apr 76617.44 177.65 -104.95 10.26 49 -5 27
1 Apr 76024.51 282.6 -254.55 15.10 18 9 32
28 Mar 77414.92 518.7 -290.6 9.58 23 23 23
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 78100 expiring on 15APR2025

Delta for 78100 CE is 0.03

Historical price for 78100 CE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 23.7, which was -35.7 lower than the previous day. The implied volatity was 21.81, the open interest changed by 317 which increased total open position to 483


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 50.05, which was 23 higher than the previous day. The implied volatity was 21.75, the open interest changed by 121 which increased total open position to 166


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 45.95, which was -24.45 lower than the previous day. The implied volatity was 24.67, the open interest changed by 18 which increased total open position to 45


On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 177.65, which was -104.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 27


On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 177.65, which was -104.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 27


On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 177.65, which was -104.95 lower than the previous day. The implied volatity was 10.26, the open interest changed by -5 which decreased total open position to 27


On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 282.6, which was -254.55 lower than the previous day. The implied volatity was 15.10, the open interest changed by 9 which increased total open position to 32


On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 518.7, which was -290.6 lower than the previous day. The implied volatity was 9.58, the open interest changed by 23 which increased total open position to 23


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 78100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 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
1 Apr 76024.51 0 0 0.00 0 0 0
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 78100 expiring on 15APR2025

Delta for 78100 PE is 0.00

Historical price for 78100 PE is as follows

On 9 Apr SENSEX was trading at 73865.78. 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


On 1 Apr SENSEX was trading at 76024.51. 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 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