SENSEX
Sensex
Historical option data for SENSEX
09 Apr 2025 10:49 AM IST
| SENSEX 15APR2025 83000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.96
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 73865.78 | 3.1 | -1.55 | 32.24 | 32,958 | 7,510 | 10,556 | |||
| 8 Apr | 74227.08 | 5.45 | -0.9 | 30.90 | 5,541 | 2,249 | 3,046 | |||
| 7 Apr | 73137.90 | 7 | 3.25 | 33.21 | 2,043 | 207 | 797 | |||
| 4 Apr | 75364.69 | 3.55 | -5.15 | 20.37 | 2,672 | 97 | 590 | |||
| 3 Apr | 76295.36 | 8.65 | 8.25 | 19.00 | 1,127 | 492 | 493 | |||
| 2 Apr | 76617.44 | 30.65 | 17.3 | 0.00 | 0 | 0 | 1 | |||
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| 1 Apr | 76024.51 | 30.65 | 17.3 | 0.00 | 0 | 0 | 1 | |||
| 28 Mar | 77414.92 | 30.65 | 17.3 | 15.39 | 1 | 1 | 1 | |||
For Sensex - strike price 83000 expiring on 15APR2025
Delta for 83000 CE is 0.00
Historical price for 83000 CE is as follows
On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 3.1, which was -1.55 lower than the previous day. The implied volatity was 32.24, the open interest changed by 7510 which increased total open position to 10556
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 5.45, which was -0.9 lower than the previous day. The implied volatity was 30.90, the open interest changed by 2249 which increased total open position to 3046
On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 7, which was 3.25 higher than the previous day. The implied volatity was 33.21, the open interest changed by 207 which increased total open position to 797
On 4 Apr SENSEX was trading at 75364.69. The strike last trading price was 3.55, which was -5.15 lower than the previous day. The implied volatity was 20.37, the open interest changed by 97 which increased total open position to 590
On 3 Apr SENSEX was trading at 76295.36. The strike last trading price was 8.65, which was 8.25 higher than the previous day. The implied volatity was 19.00, the open interest changed by 492 which increased total open position to 493
On 2 Apr SENSEX was trading at 76617.44. The strike last trading price was 30.65, which was 17.3 higher 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 30.65, which was 17.3 higher 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 30.65, which was 17.3 higher than the previous day. The implied volatity was 15.39, the open interest changed by 1 which increased total open position to 1
| SENSEX 15APR2025 83000 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 | 73865.78 | 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 83000 expiring on 15APR2025
Delta for 83000 PE is 0.00
Historical price for 83000 PE is as follows
On 9 Apr SENSEX was trading at 73865.78. 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
