SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 11:19 AM IST
| SENSEX 15APR2025 81000 CE | ||||||||||
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Delta: 0.01
Vega: 1.55
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73805.86 | 4.75 | -5.1 | 27.54 | 45,822 | 7,145 | 9,307 | |||
| 8 Apr | 74227.08 | 10 | -1.4 | 26.65 | 8,348 | 1,994 | 2,162 | |||
| 7 Apr | 73137.90 | 9.8 | 5.5 | 28.54 | 260 | 18 | 168 | |||
| 4 Apr | 75364.69 | 4.2 | -3.6 | 15.87 | 295 | 130 | 150 | |||
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| 3 Apr | 76295.36 | 7.8 | -2.4 | 13.74 | 31 | 20 | 20 | |||
| 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 81000 expiring on 15APR2025
Delta for 81000 CE is 0.01
Historical price for 81000 CE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 4.75, which was -5.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 7145 which increased total open position to 9307
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 10, which was -1.4 lower than the previous day. The implied volatity was 26.65, the open interest changed by 1994 which increased total open position to 2162
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 9.8, which was 5.5 higher than the previous day. The implied volatity was 28.54, the open interest changed by 18 which increased total open position to 168
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 4.2, which was -3.6 lower than the previous day. The implied volatity was 15.87, the open interest changed by 130 which increased total open position to 150
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 7.8, which was -2.4 lower than the previous day. The implied volatity was 13.74, the open interest changed by 20 which increased total open position to 20
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
| SENSEX 15APR2025 81000 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 | 73805.86 | 6500 | -1341.1 | 0.00 | 0 | 0 | 29 |
| 8 Apr | 74227.08 | 6500 | -1341.1 | - | 29 | 29 | 29 |
| 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 81000 expiring on 15APR2025
Delta for 81000 PE is 0.00
Historical price for 81000 PE is as follows
On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 6500, which was -1341.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 29
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 6500, which was -1341.1 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29
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
