SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 04:11 PM IST
| SENSEX 15APR2025 80000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.51
Theta: -3.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73847.15 | 4 | -12.75 | 23.95 | 1,77,457 | 24,341 | 32,702 | |||
| 8 Apr | 74227.08 | 16.5 | 0.2 | 24.93 | 25,955 | 6,649 | 8,361 | |||
| 7 Apr | 73137.90 | 20 | 12.8 | 28.03 | 5,310 | 412 | 1,712 | |||
| 4 Apr | 75364.69 | 7.15 | -12.8 | 14.24 | 2,253 | 462 | 1,300 | |||
| 3 Apr | 76295.36 | 20.5 | -18.4 | 12.86 | 1,542 | 265 | 838 | |||
| 2 Apr | 76617.44 | 40 | 7.2 | 12.82 | 980 | 431 | 573 | |||
| 1 Apr | 76024.51 | 32.5 | -115.5 | 13.65 | 300 | 117 | 142 | |||
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| 28 Mar | 77414.92 | 148 | -82 | 11.72 | 30 | 25 | 25 | |||
For Sensex - strike price 80000 expiring on 15APR2025
Delta for 80000 CE is 0.01
Historical price for 80000 CE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 4, which was -12.75 lower than the previous day. The implied volatity was 23.95, the open interest changed by 24341 which increased total open position to 32702
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 16.5, which was 0.2 higher than the previous day. The implied volatity was 24.93, the open interest changed by 6649 which increased total open position to 8361
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 20, which was 12.8 higher than the previous day. The implied volatity was 28.03, the open interest changed by 412 which increased total open position to 1712
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 7.15, which was -12.8 lower than the previous day. The implied volatity was 14.24, the open interest changed by 462 which increased total open position to 1300
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 20.5, which was -18.4 lower than the previous day. The implied volatity was 12.86, the open interest changed by 265 which increased total open position to 838
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 40, which was 7.2 higher than the previous day. The implied volatity was 12.82, the open interest changed by 431 which increased total open position to 573
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 32.5, which was -115.5 lower than the previous day. The implied volatity was 13.65, the open interest changed by 117 which increased total open position to 142
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 148, which was -82 lower than the previous day. The implied volatity was 11.72, the open interest changed by 25 which increased total open position to 25
| SENSEX 15APR2025 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 5510 | -1389.05 | 0.00 | 0 | 0 | 471 |
| 8 Apr | 74227.08 | 5510 | -1389.05 | - | 478 | 471 | 471 |
| 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 80000 expiring on 15APR2025
Delta for 80000 PE is 0.00
Historical price for 80000 PE is as follows
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 5510, which was -1389.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 471
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 5510, which was -1389.05 lower than the previous day. The implied volatity was -, the open interest changed by 471 which increased total open position to 471
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
