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Related Pages for SENSEX
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SENSEX
Sensex
78120.37 1076.08 (1.40%)

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Historical option data for SENSEX

17 Apr 2025 12:53 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 79400 CE
Delta: 0.16
Vega: 22.85
Theta: -31.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78145.19 99.4 59.1 12.48 60,050 1,765 2,529
16 Apr 77044.29 42.7 -41.85 14.75 22,587 764 764
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 79400 expiring on 22APR2025

Delta for 79400 CE is 0.16

Historical price for 79400 CE is as follows

On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 99.4, which was 59.1 higher than the previous day. The implied volatity was 12.48, the open interest changed by 1765 which increased total open position to 2529


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 42.7, which was -41.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by 764 which increased total open position to 764


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


SENSEX 22APR2025 79400 PE
Delta: -0.71
Vega: 31.41
Theta: -49.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78145.19 1490.4 -891.9 21.23 2 2 2
16 Apr 77044.29 1021 -699.2 0.00 0 0 0
15 Apr 76734.89 1021 -699.2 0.00 0 0 0
11 Apr 75157.26 1021 -699.2 0.00 0 0 0
9 Apr 73847.15 1021 -699.2 0.00 0 0 0
8 Apr 74227.08 1021 -699.2 0.00 0 0 0
7 Apr 73137.90 1021 -699.2 0.00 0 0 0
4 Apr 75364.69 1021 -699.2 0.00 0 0 0
3 Apr 76295.36 1021 -699.2 0.00 0 0 0
2 Apr 76617.44 1021 -699.2 0.00 0 0 0

For Sensex - strike price 79400 expiring on 22APR2025

Delta for 79400 PE is -0.71

Historical price for 79400 PE is as follows

On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 1490.4, which was -891.9 lower than the previous day. The implied volatity was 21.23, the open interest changed by 2 which increased total open position to 2


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 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 1021, which was -699.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0