SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 01:41 PM IST
| SENSEX 22APR2025 78900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 34.80
Theta: -49.77
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78399.36 | 282.35 | 213.3 | 12.24 | 90,048 | 2,181 | 3,438 | |||
| 16 Apr | 77044.29 | 74.65 | -6.7 | 14.09 | 42,846 | 838 | 1,257 | |||
| 15 Apr | 76734.89 | 83.5 | -26.8 | 15.07 | 2,194 | 419 | 419 | |||
|
|
||||||||||
| 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 78900 expiring on 22APR2025
Delta for 78900 CE is 0.37
Historical price for 78900 CE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 282.35, which was 213.3 higher than the previous day. The implied volatity was 12.24, the open interest changed by 2181 which increased total open position to 3438
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 74.65, which was -6.7 lower than the previous day. The implied volatity was 14.09, the open interest changed by 838 which increased total open position to 1257
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 83.5, which was -26.8 lower than the previous day. The implied volatity was 15.07, the open interest changed by 419 which increased total open position to 419
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 78900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 35.85
Theta: -47.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78399.36 | 850.95 | -1102.5 | 17.15 | 890 | 232 | 232 |
| 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 78900 expiring on 22APR2025
Delta for 78900 PE is -0.59
Historical price for 78900 PE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 850.95, which was -1102.5 lower than the previous day. The implied volatity was 17.15, the open interest changed by 232 which increased total open position to 232
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
