SENSEX
Sensex
Historical option data for SENSEX
11 Apr 2025 10:08 AM IST
| SENSEX 15APR2025 82600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.81
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 75155.86 | 2.55 | -0.45 | 31.70 | 2,987 | 653 | 797 | |||
| 9 Apr | 73847.15 | 3.2 | -9.45 | 31.72 | 496 | 144 | 144 | |||
| 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 82600 expiring on 15APR2025
Delta for 82600 CE is 0.00
Historical price for 82600 CE is as follows
On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 31.70, the open interest changed by 653 which increased total open position to 797
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3.2, which was -9.45 lower than the previous day. The implied volatity was 31.72, the open interest changed by 144 which increased total open position to 144
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
| SENSEX 15APR2025 82600 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 |
| 11 Apr | 75155.86 | 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 |
| 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 82600 expiring on 15APR2025
Delta for 82600 PE is 0.00
Historical price for 82600 PE is as follows
On 11 Apr SENSEX was trading at 75155.86. 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
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
