SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:36 AM IST
| SENSEX 22APR2025 79100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 11.19
Theta: -16.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76979.54 | 33.9 | -20.75 | 13.91 | 20,873 | 1,213 | 2,314 | |||
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| 16 Apr | 77044.29 | 60.4 | -7.85 | 14.40 | 38,923 | 623 | 1,101 | |||
| 15 Apr | 76734.89 | 71.1 | -23.05 | 15.45 | 2,109 | 478 | 478 | |||
| 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 79100 expiring on 22APR2025
Delta for 79100 CE is 0.06
Historical price for 79100 CE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 33.9, which was -20.75 lower than the previous day. The implied volatity was 13.91, the open interest changed by 1213 which increased total open position to 2314
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 60.4, which was -7.85 lower than the previous day. The implied volatity was 14.40, the open interest changed by 623 which increased total open position to 1101
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 71.1, which was -23.05 lower than the previous day. The implied volatity was 15.45, the open interest changed by 478 which increased total open position to 478
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 79100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 20.35
Theta: -19.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76979.54 | 2133.35 | -9.85 | 19.65 | 120 | 93 | 210 |
| 16 Apr | 77044.29 | 2143.2 | -243 | 21.50 | 129 | 117 | 117 |
| 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 79100 expiring on 22APR2025
Delta for 79100 PE is -0.86
Historical price for 79100 PE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 2133.35, which was -9.85 lower than the previous day. The implied volatity was 19.65, the open interest changed by 93 which increased total open position to 210
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2143.2, which was -243 lower than the previous day. The implied volatity was 21.50, the open interest changed by 117 which increased total open position to 117
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
