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Related Pages for SENSEX
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SENSEX
Sensex
73882.16 -344.92 (-0.46%)

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Historical option data for SENSEX

09 Apr 2025 10:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 78800 CE
Delta: 0.02
Vega: 4.62
Theta: -9.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 16.15 -149.4 23.32 3,464 830 843
8 Apr 74227.08 2.95 -27.05 0.00 13 0 13
7 Apr 73137.90 2.95 -27.05 18.72 13 0 13
4 Apr 75364.69 200.8 -88.45 0.00 0 0 13
3 Apr 76295.36 200.8 -88.45 0.00 0 0 13
2 Apr 76617.44 200.8 -88.45 0.00 0 0 13
1 Apr 76024.51 200.8 -88.45 16.21 2 0 13
28 Mar 77414.92 287.95 -245.2 9.74 13 13 13
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 78800 expiring on 15APR2025

Delta for 78800 CE is 0.02

Historical price for 78800 CE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 16.15, which was -149.4 lower than the previous day. The implied volatity was 23.32, the open interest changed by 830 which increased total open position to 843


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 2.95, which was -27.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 2.95, which was -27.05 lower than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 13


On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 200.8, which was -88.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13


On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 200.8, which was -88.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13


On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 200.8, which was -88.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13


On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 200.8, which was -88.45 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 13


On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 287.95, which was -245.2 lower than the previous day. The implied volatity was 9.74, 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 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 78800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 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 78800 expiring on 15APR2025

Delta for 78800 PE is 0.00

Historical price for 78800 PE is as follows

On 9 Apr SENSEX was trading at 73865.78. 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