SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:26 PM IST
SENSEX 15APR2025 79300 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
15 Apr | 76812.77 | 1.55 | -5.75 | - | 73,708 | 8,204 | 11,011 | |||
11 Apr | 75157.26 | 7.1 | 5.25 | 22.12 | 34,589 | 2,807 | 2,807 | |||
|
||||||||||
9 Apr | 73847.15 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
8 Apr | 74227.08 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
7 Apr | 73137.90 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
4 Apr | 75364.69 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
3 Apr | 76295.36 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
2 Apr | 76617.44 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 76024.51 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 77414.92 | 337.3 | -32.15 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79300 expiring on 15APR2025
Delta for 79300 CE is -
Historical price for 79300 CE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 1.55, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 8204 which increased total open position to 11011
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 7.1, which was 5.25 higher than the previous day. The implied volatity was 22.12, the open interest changed by 2807 which increased total open position to 2807
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 337.3, which was -32.15 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 79300 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
15 Apr | 76812.77 | 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 |
1 Apr | 76024.51 | 0 | 0 | 0.00 | 0 | 0 | 0 |
28 Mar | 77414.92 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79300 expiring on 15APR2025
Delta for 79300 PE is 0.00
Historical price for 79300 PE is as follows
On 15 Apr SENSEX was trading at 76812.77. 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
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