SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 79000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 4.07
Theta: -8.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 9 Apr | 73865.78 | 13.8 | -18.3 | 23.56 | 88,984 | 21,996 | 30,600 | |||
| 8 Apr | 74227.08 | 30.65 | 3.9 | 23.49 | 32,458 | 6,764 | 8,604 | |||
| 7 Apr | 73137.90 | 30.75 | 15.65 | 26.32 | 7,073 | 497 | 1,840 | |||
| 4 Apr | 75364.69 | 14.5 | -28.1 | 12.71 | 3,177 | 906 | 1,343 | |||
| 3 Apr | 76295.36 | 40.7 | -53.05 | 11.20 | 1,380 | -99 | 437 | |||
| 2 Apr | 76617.44 | 100 | 24.55 | 12.01 | 930 | 364 | 536 | |||
| 1 Apr | 76024.51 | 70.4 | -169.2 | 12.62 | 370 | 19 | 172 | |||
| 28 Mar | 77414.92 | 234.35 | -210.75 | 9.69 | 274 | 88 | 153 | |||
| 27 Mar | 77606.43 | 456 | 101.9 | 12.10 | 93 | -43 | 65 | |||
| 26 Mar | 77288.50 | 303.35 | -365.8 | 10.75 | 908 | 108 | 108 | |||
For Sensex - strike price 79000 expiring on 15APR2025
Delta for 79000 CE is 0.02
Historical price for 79000 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 13.8, which was -18.3 lower than the previous day. The implied volatity was 23.56, the open interest changed by 21996 which increased total open position to 30600
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 30.65, which was 3.9 higher than the previous day. The implied volatity was 23.49, the open interest changed by 6764 which increased total open position to 8604
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 30.75, which was 15.65 higher than the previous day. The implied volatity was 26.32, the open interest changed by 497 which increased total open position to 1840
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 14.5, which was -28.1 lower than the previous day. The implied volatity was 12.71, the open interest changed by 906 which increased total open position to 1343
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 40.7, which was -53.05 lower than the previous day. The implied volatity was 11.20, the open interest changed by -99 which decreased total open position to 437
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 100, which was 24.55 higher than the previous day. The implied volatity was 12.01, the open interest changed by 364 which increased total open position to 536
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 70.4, which was -169.2 lower than the previous day. The implied volatity was 12.62, the open interest changed by 19 which increased total open position to 172
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 234.35, which was -210.75 lower than the previous day. The implied volatity was 9.69, the open interest changed by 88 which increased total open position to 153
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 456, which was 101.9 higher than the previous day. The implied volatity was 12.10, the open interest changed by -43 which decreased total open position to 65
On 26 Mar SENSEX was trading at 77288.50. The strike last trading price was 303.35, which was -365.8 lower than the previous day. The implied volatity was 10.75, the open interest changed by 108 which increased total open position to 108
| SENSEX 15APR2025 79000 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 |
| 9 Apr | 73865.78 | 4300 | -1684.35 | 0.00 | 0 | 0 | 5 |
| 8 Apr | 74227.08 | 4300 | -1684.35 | - | 2 | 2 | 5 |
| 7 Apr | 73137.90 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 4 Apr | 75364.69 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 3 Apr | 76295.36 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 2 Apr | 76617.44 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 1 Apr | 76024.51 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 28 Mar | 77414.92 | 1322.7 | -506.5 | 0.00 | 0 | 0 | 3 |
| 27 Mar | 77606.43 | 1322.7 | -506.5 | 10.24 | 3 | 3 | 3 |
| 26 Mar | 77288.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79000 expiring on 15APR2025
Delta for 79000 PE is 0.00
Historical price for 79000 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 4300, which was -1684.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 4300, which was -1684.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 3
On 27 Mar SENSEX was trading at 77606.43. The strike last trading price was 1322.7, which was -506.5 lower than the previous day. The implied volatity was 10.24, the open interest changed by 3 which increased total open position to 3
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
