SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 78200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.13
Theta: -5.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73847.15 | 8.1 | -48.55 | 19.34 | 34,467 | 3,477 | 3,812 | |||
| 8 Apr | 74227.08 | 60 | 37 | 23.05 | 748 | 270 | 335 | |||
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| 7 Apr | 73137.90 | 23 | -9.55 | 22.23 | 62 | 0 | 65 | |||
| 4 Apr | 75364.69 | 30 | -134.85 | 11.66 | 29 | 18 | 65 | |||
| 3 Apr | 76295.36 | 198.7 | 16.7 | 0.00 | 0 | 0 | 47 | |||
| 2 Apr | 76617.44 | 198.7 | 16.7 | 11.25 | 32 | 14 | 47 | |||
| 1 Apr | 76024.51 | 165.05 | -345.05 | 12.69 | 72 | 5 | 33 | |||
| 28 Mar | 77414.92 | 486.25 | -278.6 | 9.71 | 28 | 28 | 28 | |||
| 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 78200 expiring on 15APR2025
Delta for 78200 CE is 0.01
Historical price for 78200 CE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 8.1, which was -48.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by 3477 which increased total open position to 3812
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 60, which was 37 higher than the previous day. The implied volatity was 23.05, the open interest changed by 270 which increased total open position to 335
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 23, which was -9.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 65
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 30, which was -134.85 lower than the previous day. The implied volatity was 11.66, the open interest changed by 18 which increased total open position to 65
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 198.7, which was 16.7 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 47
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 198.7, which was 16.7 higher than the previous day. The implied volatity was 11.25, the open interest changed by 14 which increased total open position to 47
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 165.05, which was -345.05 lower than the previous day. The implied volatity was 12.69, the open interest changed by 5 which increased total open position to 33
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 486.25, which was -278.6 lower than the previous day. The implied volatity was 9.71, the open interest changed by 28 which increased total open position to 28
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 78200 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 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 8 Apr | 74227.08 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 7 Apr | 73137.90 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 4 Apr | 75364.69 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 3 Apr | 76295.36 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 2 Apr | 76617.44 | 1073.9 | -113.45 | 0.00 | 0 | 0 | 2 |
| 1 Apr | 76024.51 | 1073.9 | -113.45 | - | 2 | 2 | 2 |
| 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 78200 expiring on 15APR2025
Delta for 78200 PE is 0.00
Historical price for 78200 PE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1073.9, which was -113.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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
