SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:11 AM IST
SENSEX 15APR2025 78300 CE | ||||||||||
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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 | 73860.71 | 23 | -27 | 0.00 | 0 | 0 | 103 | |||
8 Apr | 74227.08 | 23 | -27 | 0.00 | 0 | 0 | 103 | |||
7 Apr | 73137.90 | 23 | -27 | 22.60 | 6 | 0 | 103 | |||
4 Apr | 75364.69 | 50 | -98.85 | 13.36 | 4 | 1 | 103 | |||
3 Apr | 76295.36 | 168.2 | -37.8 | 0.00 | 0 | 0 | 102 | |||
2 Apr | 76617.44 | 168.2 | -37.8 | 10.99 | 127 | 77 | 102 | |||
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1 Apr | 76024.51 | 206 | -245.75 | 14.20 | 21 | 9 | 25 | |||
28 Mar | 77414.92 | 439.25 | -282.85 | 9.58 | 16 | 16 | 16 | |||
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 78300 expiring on 15APR2025
Delta for 78300 CE is 0.00
Historical price for 78300 CE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 23, which was -27 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 103
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 23, which was -27 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 103
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 23, which was -27 lower than the previous day. The implied volatity was 22.60, the open interest changed by 0 which decreased total open position to 103
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 50, which was -98.85 lower than the previous day. The implied volatity was 13.36, the open interest changed by 1 which increased total open position to 103
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 168.2, which was -37.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 102
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 168.2, which was -37.8 lower than the previous day. The implied volatity was 10.99, the open interest changed by 77 which increased total open position to 102
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 206, which was -245.75 lower than the previous day. The implied volatity was 14.20, the open interest changed by 9 which increased total open position to 25
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 439.25, which was -282.85 lower than the previous day. The implied volatity was 9.58, the open interest changed by 16 which increased total open position to 16
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 78300 PE | |||||||
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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 | 73860.71 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
8 Apr | 74227.08 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
7 Apr | 73137.90 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
4 Apr | 75364.69 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
3 Apr | 76295.36 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
2 Apr | 76617.44 | 1144.4 | -103.6 | 0.00 | 0 | 0 | 1 |
1 Apr | 76024.51 | 1144.4 | -103.6 | - | 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 78300 expiring on 15APR2025
Delta for 78300 PE is 0.00
Historical price for 78300 PE is as follows
On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 1144.4, which was -103.6 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 1144.4, which was -103.6 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 1144.4, which was -103.6 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 1144.4, which was -103.6 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 1144.4, which was -103.6 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 1144.4, which was -103.6 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 1144.4, which was -103.6 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