SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:12 AM IST
SENSEX 15APR2025 78600 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 | 73826.60 | 8.5 | -8.4 | 0.00 | 0 | 0 | 21 | |||
8 Apr | 74227.08 | 8.5 | -8.4 | 0.00 | 1 | 0 | 21 | |||
7 Apr | 73137.90 | 8.5 | -8.4 | 20.54 | 1 | 0 | 21 | |||
4 Apr | 75364.69 | 17 | -91.35 | 11.78 | 40 | 0 | 21 | |||
3 Apr | 76295.36 | 294.5 | -55.45 | 0.00 | 0 | 0 | 21 | |||
2 Apr | 76617.44 | 294.5 | -55.45 | 0.00 | 0 | 0 | 21 | |||
1 Apr | 76024.51 | 294.5 | -55.45 | 17.72 | 8 | 8 | 21 | |||
28 Mar | 77414.92 | 335.15 | -268.7 | 9.56 | 13 | 13 | 13 | |||
27 Mar | 77606.43 | 108 | 14.85 | 0.00 | 0 | 0 | 0 | |||
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26 Mar | 77288.50 | 108 | 14.85 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 78600 expiring on 15APR2025
Delta for 78600 CE is 0.00
Historical price for 78600 CE is as follows
On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 8.5, which was -8.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 8.5, which was -8.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 8.5, which was -8.4 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 21
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 17, which was -91.35 lower than the previous day. The implied volatity was 11.78, the open interest changed by 0 which decreased total open position to 21
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 294.5, which was -55.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 294.5, which was -55.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 21
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 294.5, which was -55.45 lower than the previous day. The implied volatity was 17.72, the open interest changed by 8 which increased total open position to 21
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 335.15, which was -268.7 lower than the previous day. The implied volatity was 9.56, the open interest changed by 13 which increased total open position to 13
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 108, which was 14.85 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 108, which was 14.85 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 78600 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 | 73826.60 | 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 78600 expiring on 15APR2025
Delta for 78600 PE is 0.00
Historical price for 78600 PE is as follows
On 9 Apr SENSEX was trading at 73826.60. 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