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Related Pages for SENSEX
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SENSEX
Sensex
77317.24 272.95 (0.35%)

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Historical option data for SENSEX

17 Apr 2025 11:28 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 78200 CE
Delta: 0.27
Vega: 30.34
Theta: -45.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 205.1 56.55 13.69 53,635 1,354 2,922
16 Apr 77044.29 151.15 1 12.81 78,452 732 1,568
15 Apr 76734.89 165 0.35 14.27 3,100 764 836
11 Apr 75157.26 189.1 96.85 19.69 129 72 72
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 78200 expiring on 22APR2025

Delta for 78200 CE is 0.27

Historical price for 78200 CE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 205.1, which was 56.55 higher than the previous day. The implied volatity was 13.69, the open interest changed by 1354 which increased total open position to 2922


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 151.15, which was 1 higher than the previous day. The implied volatity was 12.81, the open interest changed by 732 which increased total open position to 1568


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 165, which was 0.35 higher than the previous day. The implied volatity was 14.27, the open interest changed by 764 which increased total open position to 836


On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 189.1, which was 96.85 higher than the previous day. The implied volatity was 19.69, the open interest changed by 72 which increased total open position to 72


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 78200 PE
Delta: -0.67
Vega: 33.20
Theta: -45.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 1158.8 -194.85 18.72 254 62 76
16 Apr 77044.29 1353.65 -288.55 18.35 50 14 14
15 Apr 76734.89 0 0 0.00 0 0 0
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 78200 expiring on 22APR2025

Delta for 78200 PE is -0.67

Historical price for 78200 PE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 1158.8, which was -194.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by 62 which increased total open position to 76


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 1353.65, which was -288.55 lower than the previous day. The implied volatity was 18.35, the open interest changed by 14 which increased total open position to 14


On 15 Apr SENSEX was trading at 76734.89. 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 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