SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:29 AM IST
| SENSEX 15APR2025 82500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 1.06
Theta: -2.69
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73891.11 | 3.3 | -2.4 | 30.79 | 6,697 | 1,284 | 1,948 | |||
| 8 Apr | 74227.08 | 5.5 | -0.8 | 29.42 | 1,876 | 370 | 664 | |||
| 7 Apr | 73137.90 | 5.7 | 2.05 | 31.07 | 481 | 9 | 294 | |||
| 4 Apr | 75364.69 | 3.55 | -6.1 | 19.20 | 737 | 243 | 285 | |||
| 3 Apr | 76295.36 | 9.4 | 0.9 | 17.95 | 35 | 7 | 42 | |||
| 2 Apr | 76617.44 | 8.5 | -7.4 | 16.13 | 8 | 0 | 35 | |||
|
|
||||||||||
| 1 Apr | 76024.51 | 4.15 | 0 | 15.61 | 33 | 33 | 35 | |||
| 28 Mar | 77414.92 | 4.15 | -18.95 | 10.70 | 2 | 2 | 2 | |||
For Sensex - strike price 82500 expiring on 15APR2025
Delta for 82500 CE is 0.00
Historical price for 82500 CE is as follows
On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 3.3, which was -2.4 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1284 which increased total open position to 1948
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 5.5, which was -0.8 lower than the previous day. The implied volatity was 29.42, the open interest changed by 370 which increased total open position to 664
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 5.7, which was 2.05 higher than the previous day. The implied volatity was 31.07, the open interest changed by 9 which increased total open position to 294
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 3.55, which was -6.1 lower than the previous day. The implied volatity was 19.20, the open interest changed by 243 which increased total open position to 285
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 9.4, which was 0.9 higher than the previous day. The implied volatity was 17.95, the open interest changed by 7 which increased total open position to 42
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 8.5, which was -7.4 lower than the previous day. The implied volatity was 16.13, the open interest changed by 0 which decreased total open position to 35
On 1 Apr SENSEX was trading at 76024.51. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 15.61, the open interest changed by 33 which increased total open position to 35
On 28 Mar SENSEX was trading at 77414.92. The strike last trading price was 4.15, which was -18.95 lower than the previous day. The implied volatity was 10.70, the open interest changed by 2 which increased total open position to 2
| SENSEX 15APR2025 82500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 73891.11 | 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 82500 expiring on 15APR2025
Delta for 82500 PE is 0.00
Historical price for 82500 PE is as follows
On 9 Apr SENSEX was trading at 73891.11. 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
