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Related Pages for SENSEX
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SENSEX
Sensex
77186.74 -319.22 (-0.41%)

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Historical option data for SENSEX

03 Feb 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 04FEB2025 83700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
3 Feb 77186.74 0.7 -1.05 - 19,306 -3,926 1,914
1 Feb 77505.96 1.45 -4.1 29.63 33,968 4,903 5,840
31 Jan 77500.57 6.05 -0.9 29.73 6,980 276 937
30 Jan 76759.81 5.05 -1.75 28.86 3,554 332 661
29 Jan 76532.96 5.85 5 27.55 2,464 303 329
28 Jan 75901.41 40 -11.95 0.00 0 0 26
27 Jan 75366.17 40 -11.95 0.00 0 0 26
24 Jan 76190.46 40 -11.95 0.00 0 0 26
23 Jan 76520.38 40 0.00 0.00 0 0 26
22 Jan 76404.99 40 0.00 0.00 0 0 26
21 Jan 75838.36 40 0.00 0.00 0 0 26
20 Jan 77073.44 40 0.00 0.00 0 0 26
17 Jan 76619.33 40 0.00 0.00 0 0 26
16 Jan 77042.82 40 0.00 0.00 0 0 26
15 Jan 76724.08 40 0.00 0.00 0 0 26
14 Jan 76499.63 40 -11.95 18.55 40 19 26
13 Jan 76330.01 51.95 2.45 19.33 3 3 7
10 Jan 77378.91 49.5 15.45 8 4 4

For Sensex - strike price 83700 expiring on 04FEB2025

Delta for 83700 CE is -

Historical price for 83700 CE is as follows

On 3 Feb SENSEX was trading at 77186.74. The strike last trading price was 0.7, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -3926 which decreased total open position to 1914


On 1 Feb SENSEX was trading at 77505.96. The strike last trading price was 1.45, which was -4.1 lower than the previous day. The implied volatity was 29.63, the open interest changed by 4903 which increased total open position to 5840


On 31 Jan SENSEX was trading at 77500.57. The strike last trading price was 6.05, which was -0.9 lower than the previous day. The implied volatity was 29.73, the open interest changed by 276 which increased total open position to 937


On 30 Jan SENSEX was trading at 76759.81. The strike last trading price was 5.05, which was -1.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by 332 which increased total open position to 661


On 29 Jan SENSEX was trading at 76532.96. The strike last trading price was 5.85, which was 5 higher than the previous day. The implied volatity was 27.55, the open interest changed by 303 which increased total open position to 329


On 28 Jan SENSEX was trading at 75901.41. The strike last trading price was 40, which was -11.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 27 Jan SENSEX was trading at 75366.17. The strike last trading price was 40, which was -11.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 24 Jan SENSEX was trading at 76190.46. The strike last trading price was 40, which was -11.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 26


On 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 40, which was -11.95 lower than the previous day. The implied volatity was 18.55, the open interest changed by 19 which increased total open position to 26


On 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 51.95, which was 2.45 higher than the previous day. The implied volatity was 19.33, the open interest changed by 3 which increased total open position to 7


On 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 49.5, which was lower than the previous day. The implied volatity was 15.45, the open interest changed by 4 which increased total open position to 4


SENSEX 04FEB2025 83700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Feb 77186.74 0 0 0.00 0 0 0
1 Feb 77505.96 0 0 0.00 0 0 0
31 Jan 77500.57 0 0 0.00 0 0 0
30 Jan 76759.81 0 0 0.00 0 0 0
29 Jan 76532.96 0 0 0.00 0 0 0
28 Jan 75901.41 0 0 0.00 0 0 0
27 Jan 75366.17 0 0 0.00 0 0 0
24 Jan 76190.46 0 0 0.00 0 0 0
23 Jan 76520.38 0 0.00 0.00 0 0 0
22 Jan 76404.99 0 0.00 0.00 0 0 0
21 Jan 75838.36 0 0.00 0.00 0 0 0
20 Jan 77073.44 0 0.00 0.00 0 0 0
17 Jan 76619.33 0 0.00 0.00 0 0 0
16 Jan 77042.82 0 0.00 0.00 0 0 0
15 Jan 76724.08 0 0.00 0.00 0 0 0
14 Jan 76499.63 0 0.00 0.00 0 0 0
13 Jan 76330.01 0 0.00 0.00 0 0 0
10 Jan 77378.91 0 0.00 0 0 0

For Sensex - strike price 83700 expiring on 04FEB2025

Delta for 83700 PE is 0.00

Historical price for 83700 PE is as follows

On 3 Feb SENSEX was trading at 77186.74. 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 Feb SENSEX was trading at 77505.96. 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 31 Jan SENSEX was trading at 77500.57. 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 30 Jan SENSEX was trading at 76759.81. 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 29 Jan SENSEX was trading at 76532.96. 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 Jan SENSEX was trading at 75901.41. 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 27 Jan SENSEX was trading at 75366.17. 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 24 Jan SENSEX was trading at 76190.46. 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 23 Jan SENSEX was trading at 76520.38. The strike last trading price was 0, which was 0.00 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 22 Jan SENSEX was trading at 76404.99. The strike last trading price was 0, which was 0.00 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 21 Jan SENSEX was trading at 75838.36. The strike last trading price was 0, which was 0.00 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 20 Jan SENSEX was trading at 77073.44. The strike last trading price was 0, which was 0.00 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 17 Jan SENSEX was trading at 76619.33. The strike last trading price was 0, which was 0.00 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 16 Jan SENSEX was trading at 77042.82. The strike last trading price was 0, which was 0.00 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 15 Jan SENSEX was trading at 76724.08. The strike last trading price was 0, which was 0.00 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 14 Jan SENSEX was trading at 76499.63. The strike last trading price was 0, which was 0.00 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 13 Jan SENSEX was trading at 76330.01. The strike last trading price was 0, which was 0.00 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 10 Jan SENSEX was trading at 77378.91. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0