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Related Pages for SENSEX
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SENSEX
Sensex
73784.05 -443.03 (-0.60%)

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Historical option data for SENSEX

09 Apr 2025 11:19 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 78400 CE
Delta: 0.02
Vega: 5.43
Theta: -10.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 19.45 -188.5 22.66 5,253 962 999
8 Apr 74227.08 24.35 -25.1 0.00 68 0 37
7 Apr 73137.90 24.35 -25.1 23.17 68 19 37
4 Apr 75364.69 281 -132.8 0.00 0 0 18
3 Apr 76295.36 281 -132.8 0.00 0 0 18
2 Apr 76617.44 281 -132.8 0.00 0 0 18
1 Apr 76024.51 281 -132.8 16.48 27 4 18
28 Mar 77414.92 392.5 -288.55 9.42 14 14 14
27 Mar 77606.43 117.6 9.1 0.00 0 0 0
26 Mar 77288.50 117.6 9.1 0.00 0 0 0

For Sensex - strike price 78400 expiring on 15APR2025

Delta for 78400 CE is 0.02

Historical price for 78400 CE is as follows

On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 19.45, which was -188.5 lower than the previous day. The implied volatity was 22.66, the open interest changed by 962 which increased total open position to 999


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 24.35, which was -25.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 24.35, which was -25.1 lower than the previous day. The implied volatity was 23.17, the open interest changed by 19 which increased total open position to 37


On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 281, which was -132.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 18


On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 281, which was -132.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 18


On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 281, which was -132.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 18


On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 281, which was -132.8 lower than the previous day. The implied volatity was 16.48, the open interest changed by 4 which increased total open position to 18


On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 392.5, which was -288.55 lower than the previous day. The implied volatity was 9.42, the open interest changed by 14 which increased total open position to 14


On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 117.6, which was 9.1 higher 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 117.6, which was 9.1 higher 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 78400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 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 78400 expiring on 15APR2025

Delta for 78400 PE is 0.00

Historical price for 78400 PE is as follows

On 9 Apr SENSEX was trading at 73805.86. 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