SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
| SENSEX 22APR2025 78700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 34.04
Theta: -46.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 17 Apr | 78145.19 | 249.6 | 162.5 | 11.82 | 79,092 | 1,398 | 2,488 | |||
| 16 Apr | 77044.29 | 90.65 | -2 | 13.70 | 63,897 | 366 | 1,090 | |||
| 15 Apr | 76734.89 | 100 | -28.75 | 14.77 | 2,571 | 724 | 724 | |||
| 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 78700 expiring on 22APR2025
Delta for 78700 CE is 0.34
Historical price for 78700 CE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 249.6, which was 162.5 higher than the previous day. The implied volatity was 11.82, the open interest changed by 1398 which increased total open position to 2488
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 90.65, which was -2 lower than the previous day. The implied volatity was 13.70, the open interest changed by 366 which increased total open position to 1090
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 100, which was -28.75 lower than the previous day. The implied volatity was 14.77, the open interest changed by 724 which increased total open position to 724
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
| SENSEX 22APR2025 78700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 35.54
Theta: -46.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78145.19 | 879.35 | -911.35 | 17.06 | 511 | 156 | 156 |
| 16 Apr | 77044.29 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 78700 expiring on 22APR2025
Delta for 78700 PE is -0.61
Historical price for 78700 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 879.35, which was -911.35 lower than the previous day. The implied volatity was 17.06, the open interest changed by 156 which increased total open position to 156
On 16 Apr SENSEX was trading at 77044.29. 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 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
