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Related Pages for SENSEX
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SENSEX
Sensex
76977.32 -66.97 (-0.09%)

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Historical option data for SENSEX

17 Apr 2025 10:36 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 79300 CE
Delta: 0.05
Vega: 9.17
Theta: -13.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 76979.54 25.75 -18.4 14.15 17,405 1,229 2,337
16 Apr 77044.29 48.1 -10.9 14.64 24,604 822 1,108
15 Apr 76734.89 70 -10.05 16.39 467 286 286
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 79300 expiring on 22APR2025

Delta for 79300 CE is 0.05

Historical price for 79300 CE is as follows

On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 25.75, which was -18.4 lower than the previous day. The implied volatity was 14.15, the open interest changed by 1229 which increased total open position to 2337


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 48.1, which was -10.9 lower than the previous day. The implied volatity was 14.64, the open interest changed by 822 which increased total open position to 1108


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 70, which was -10.05 lower than the previous day. The implied volatity was 16.39, the open interest changed by 286 which increased total open position to 286


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 79300 PE
Delta: -0.92
Vega: 13.23
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 76979.54 2258.5 -67.85 16.46 8 8 158
16 Apr 77044.29 2326.35 -237.85 22.19 150 150 150
15 Apr 76734.89 616 -1040.8 0.00 0 0 0
11 Apr 75157.26 616 -1040.8 0.00 0 0 0
9 Apr 73847.15 616 -1040.8 0.00 0 0 0
8 Apr 74227.08 616 -1040.8 0.00 0 0 0
7 Apr 73137.90 616 -1040.8 0.00 0 0 0
4 Apr 75364.69 616 -1040.8 0.00 0 0 0
3 Apr 76295.36 616 -1040.8 0.00 0 0 0
2 Apr 76617.44 616 -1040.8 0.00 0 0 0

For Sensex - strike price 79300 expiring on 22APR2025

Delta for 79300 PE is -0.92

Historical price for 79300 PE is as follows

On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 2258.5, which was -67.85 lower than the previous day. The implied volatity was 16.46, the open interest changed by 8 which increased total open position to 158


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 2326.35, which was -237.85 lower than the previous day. The implied volatity was 22.19, the open interest changed by 150 which increased total open position to 150


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 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 616, which was -1040.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0