SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 79500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.82
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73847.15 | 4.8 | -17.15 | 22.72 | 1,00,242 | 6,749 | 13,661 | |||
| 8 Apr | 74227.08 | 23.55 | 1.8 | 24.41 | 21,172 | 6,802 | 6,912 | |||
| 7 Apr | 73137.90 | 26.95 | 15.35 | 27.55 | 516 | 107 | 110 | |||
| 4 Apr | 75364.69 | 44.6 | -23.85 | 0.00 | 0 | 0 | 3 | |||
| 3 Apr | 76295.36 | 44.6 | -23.85 | 13.17 | 4 | 2 | 3 | |||
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| 2 Apr | 76617.44 | 211 | -122 | 0.00 | 0 | 0 | 1 | |||
| 1 Apr | 76024.51 | 211 | -122 | 0.00 | 0 | 0 | 1 | |||
| 28 Mar | 77414.92 | 211 | -122 | 11.30 | 1 | 1 | 1 | |||
For Sensex - strike price 79500 expiring on 15APR2025
Delta for 79500 CE is 0.01
Historical price for 79500 CE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 4.8, which was -17.15 lower than the previous day. The implied volatity was 22.72, the open interest changed by 6749 which increased total open position to 13661
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 23.55, which was 1.8 higher than the previous day. The implied volatity was 24.41, the open interest changed by 6802 which increased total open position to 6912
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 26.95, which was 15.35 higher than the previous day. The implied volatity was 27.55, the open interest changed by 107 which increased total open position to 110
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 44.6, which was -23.85 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 44.6, which was -23.85 lower than the previous day. The implied volatity was 13.17, the open interest changed by 2 which increased total open position to 3
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 211, which was -122 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 211, which was -122 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 211, which was -122 lower than the previous day. The implied volatity was 11.30, the open interest changed by 1 which increased total open position to 1
| SENSEX 15APR2025 79500 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 | 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 79500 expiring on 15APR2025
Delta for 79500 PE is 0.00
Historical price for 79500 PE is as follows
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
