SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:56 AM IST
| SENSEX 15APR2025 78500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 4.58
Theta: -11.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75081.06 | 14.85 | 5.15 | 20.41 | 2,10,254 | 10,259 | 34,232 | |||
| 9 Apr | 73847.15 | 9 | -34.9 | 20.77 | 2,09,513 | 20,376 | 23,973 | |||
| 8 Apr | 74227.08 | 45.35 | 8.25 | 23.07 | 18,896 | 2,525 | 3,597 | |||
| 7 Apr | 73137.90 | 40.4 | 17.2 | 25.65 | 3,248 | 278 | 1,072 | |||
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| 4 Apr | 75364.69 | 26.8 | -47.1 | 12.43 | 2,442 | 477 | 794 | |||
| 3 Apr | 76295.36 | 73 | -72.75 | 10.89 | 1,730 | -444 | 317 | |||
| 2 Apr | 76617.44 | 151.9 | 33.95 | 11.48 | 2,551 | 591 | 761 | |||
| 1 Apr | 76024.51 | 117.1 | -268.65 | 12.52 | 485 | 57 | 170 | |||
| 28 Mar | 77414.92 | 372.5 | -263.2 | 9.64 | 207 | 73 | 113 | |||
| 27 Mar | 77606.43 | 644 | 133.55 | 12.22 | 65 | -10 | 40 | |||
| 26 Mar | 77288.50 | 507.45 | -372.25 | 11.60 | 1,688 | 50 | 50 | |||
For Sensex - strike price 78500 expiring on 15APR2025
Delta for 78500 CE is 0.02
Historical price for 78500 CE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 14.85, which was 5.15 higher than the previous day. The implied volatity was 20.41, the open interest changed by 10259 which increased total open position to 34232
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 9, which was -34.9 lower than the previous day. The implied volatity was 20.77, the open interest changed by 20376 which increased total open position to 23973
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 45.35, which was 8.25 higher than the previous day. The implied volatity was 23.07, the open interest changed by 2525 which increased total open position to 3597
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 40.4, which was 17.2 higher than the previous day. The implied volatity was 25.65, the open interest changed by 278 which increased total open position to 1072
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 26.8, which was -47.1 lower than the previous day. The implied volatity was 12.43, the open interest changed by 477 which increased total open position to 794
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 73, which was -72.75 lower than the previous day. The implied volatity was 10.89, the open interest changed by -444 which decreased total open position to 317
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 151.9, which was 33.95 higher than the previous day. The implied volatity was 11.48, the open interest changed by 591 which increased total open position to 761
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 117.1, which was -268.65 lower than the previous day. The implied volatity was 12.52, the open interest changed by 57 which increased total open position to 170
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 372.5, which was -263.2 lower than the previous day. The implied volatity was 9.64, the open interest changed by 73 which increased total open position to 113
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 644, which was 133.55 higher than the previous day. The implied volatity was 12.22, the open interest changed by -10 which decreased total open position to 40
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 507.45, which was -372.25 lower than the previous day. The implied volatity was 11.60, the open interest changed by 50 which increased total open position to 50
| SENSEX 15APR2025 78500 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 |
| 11 Apr | 75081.06 | 3760 | -1780.2 | 0.00 | 0 | 0 | 53 |
| 9 Apr | 73847.15 | 3760 | -1780.2 | 0.00 | 0 | 0 | 53 |
| 8 Apr | 74227.08 | 3760 | -1780.2 | - | 53 | 48 | 53 |
| 7 Apr | 73137.90 | 1254.45 | -119.85 | 0.00 | 0 | 0 | 5 |
| 4 Apr | 75364.69 | 1254.45 | -119.85 | 0.00 | 0 | 0 | 5 |
| 3 Apr | 76295.36 | 1254.45 | -119.85 | 0.00 | 0 | 0 | 5 |
| 2 Apr | 76617.44 | 1254.45 | -119.85 | 0.00 | 0 | 0 | 5 |
| 1 Apr | 76024.51 | 1254.45 | -119.85 | - | 5 | 5 | 5 |
| 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 78500 expiring on 15APR2025
Delta for 78500 PE is 0.00
Historical price for 78500 PE is as follows
On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 3760, which was -1780.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 53
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3760, which was -1780.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 53
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 3760, which was -1780.2 lower than the previous day. The implied volatity was -, the open interest changed by 48 which increased total open position to 53
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1254.45, which was -119.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1254.45, which was -119.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1254.45, which was -119.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1254.45, which was -119.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1254.45, which was -119.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
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
