SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 11:12 AM IST
| SENSEX 15APR2025 78900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 3.27
Theta: -8.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 75130.74 | 9.7 | 2.6 | 20.80 | 36,993 | 3,882 | 6,379 | |||
| 9 Apr | 73847.15 | 6.4 | -32.45 | 21.34 | 27,402 | 2,459 | 2,497 | |||
| 8 Apr | 74227.08 | 41 | 20.15 | 24.33 | 42 | 17 | 38 | |||
| 7 Apr | 73137.90 | 16.8 | -25.2 | 23.61 | 73 | 7 | 21 | |||
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| 4 Apr | 75364.69 | 42 | -2.3 | 15.01 | 1 | 1 | 14 | |||
| 3 Apr | 76295.36 | 42.5 | -40.15 | 10.95 | 29 | 0 | 13 | |||
| 2 Apr | 76617.44 | 82.65 | -92.35 | 11.00 | 1 | 0 | 13 | |||
| 1 Apr | 76024.51 | 175 | -88.35 | 15.89 | 3 | 0 | 13 | |||
| 28 Mar | 77414.92 | 262.3 | -237.85 | 9.75 | 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 78900 expiring on 15APR2025
Delta for 78900 CE is 0.02
Historical price for 78900 CE is as follows
On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 9.7, which was 2.6 higher than the previous day. The implied volatity was 20.80, the open interest changed by 3882 which increased total open position to 6379
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 6.4, which was -32.45 lower than the previous day. The implied volatity was 21.34, the open interest changed by 2459 which increased total open position to 2497
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 41, which was 20.15 higher than the previous day. The implied volatity was 24.33, the open interest changed by 17 which increased total open position to 38
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 16.8, which was -25.2 lower than the previous day. The implied volatity was 23.61, the open interest changed by 7 which increased total open position to 21
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 42, which was -2.3 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1 which increased total open position to 14
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 42.5, which was -40.15 lower than the previous day. The implied volatity was 10.95, 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 82.65, which was -92.35 lower than the previous day. The implied volatity was 11.00, 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 175, which was -88.35 lower than the previous day. The implied volatity was 15.89, 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 262.3, which was -237.85 lower than the previous day. The implied volatity was 9.75, 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 78900 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 | 75130.74 | 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 |
| 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 78900 expiring on 15APR2025
Delta for 78900 PE is 0.00
Historical price for 78900 PE is as follows
On 11 Apr SENSEX was trading at 75130.74. 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
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
