SENSEX50
Historical option data for SENSEX50
04 Apr 2025 04:11 PM IST
| SENSEX50 29APR2025 77500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 60.56
Theta: -18.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 75364.69 | 291.55 | -316.35 | 10.92 | 410 | -15 | 38.333 | |||
| 3 Apr | 76295.36 | 606.95 | -174.35 | 10.99 | 169 | -8.667 | 53.333 | |||
| 2 Apr | 76617.44 | 787.7 | 138.95 | 11.23 | 210 | 9.333 | 62 | |||
| 1 Apr | 76024.51 | 505 | -774.6 | 10.38 | 733 | 27.333 | 52.667 | |||
| 28 Mar | 77414.92 | 1263.25 | -340 | 10.30 | 203 | 13.333 | 25.333 | |||
| 27 Mar | 77606.43 | 1603.25 | 249.55 | 12.50 | 38 | 8.667 | 12 | |||
| 26 Mar | 77288.50 | 1851.75 | -9.6 | 0.00 | 0 | 0 | 3.333 | |||
| 25 Mar | 78017.19 | 1851.75 | -9.6 | 11.64 | 58 | 0.667 | 3.333 | |||
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| 24 Mar | 77984.38 | 1861.35 | 640.15 | 11.68 | 406 | -3.667 | 2.667 | |||
| 21 Mar | 76905.51 | 1221.2 | 345.85 | 11.01 | 206 | -0.333 | 6.333 | |||
| 20 Mar | 76348.06 | 870.85 | 250.7 | 10.07 | 45 | 5.667 | 6.667 | |||
| 19 Mar | 75449.05 | 620.15 | -61.35 | 10.96 | 6 | 1 | 1 | |||
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 73828.91 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 74029.76 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 74102.32 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 74115.17 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 74332.58 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 73730.23 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 72989.93 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 73085.94 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 77311.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 77860.19 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
For Sensex 50 - strike price 77500 expiring on 29APR2025
Delta for 77500 CE is 0.23
Historical price for 77500 CE is as follows
On 4 Apr SENSEX50 was trading at 75364.69. The strike last trading price was 291.55, which was -316.35 lower than the previous day. The implied volatity was 10.92, the open interest changed by -45 which decreased total open position to 115
On 3 Apr SENSEX50 was trading at 76295.36. The strike last trading price was 606.95, which was -174.35 lower than the previous day. The implied volatity was 10.99, the open interest changed by -26 which decreased total open position to 160
On 2 Apr SENSEX50 was trading at 76617.44. The strike last trading price was 787.7, which was 138.95 higher than the previous day. The implied volatity was 11.23, the open interest changed by 28 which increased total open position to 186
On 1 Apr SENSEX50 was trading at 76024.51. The strike last trading price was 505, which was -774.6 lower than the previous day. The implied volatity was 10.38, the open interest changed by 82 which increased total open position to 158
On 28 Mar SENSEX50 was trading at 77414.92. The strike last trading price was 1263.25, which was -340 lower than the previous day. The implied volatity was 10.30, the open interest changed by 40 which increased total open position to 76
On 27 Mar SENSEX50 was trading at 77606.43. The strike last trading price was 1603.25, which was 249.55 higher than the previous day. The implied volatity was 12.50, the open interest changed by 26 which increased total open position to 36
On 26 Mar SENSEX50 was trading at 77288.50. The strike last trading price was 1851.75, which was -9.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 25 Mar SENSEX50 was trading at 78017.19. The strike last trading price was 1851.75, which was -9.6 lower than the previous day. The implied volatity was 11.64, the open interest changed by 2 which increased total open position to 10
On 24 Mar SENSEX50 was trading at 77984.38. The strike last trading price was 1861.35, which was 640.15 higher than the previous day. The implied volatity was 11.68, the open interest changed by -11 which decreased total open position to 8
On 21 Mar SENSEX50 was trading at 76905.51. The strike last trading price was 1221.2, which was 345.85 higher than the previous day. The implied volatity was 11.01, the open interest changed by -1 which decreased total open position to 19
On 20 Mar SENSEX50 was trading at 76348.06. The strike last trading price was 870.85, which was 250.7 higher than the previous day. The implied volatity was 10.07, the open interest changed by 17 which increased total open position to 20
On 19 Mar SENSEX50 was trading at 75449.05. The strike last trading price was 620.15, which was -61.35 lower than the previous day. The implied volatity was 10.96, the open interest changed by 3 which increased total open position to 3
On 18 Mar SENSEX50 was trading at 75301.26. 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 17 Mar SENSEX50 was trading at 74169.95. 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 13 Mar SENSEX50 was trading at 73828.91. 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 12 Mar SENSEX50 was trading at 74029.76. 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 11 Mar SENSEX50 was trading at 74102.32. 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 10 Mar SENSEX50 was trading at 74115.17. 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 7 Mar SENSEX50 was trading at 74332.58. 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 6 Mar SENSEX50 was trading at 74340.09. 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 5 Mar SENSEX50 was trading at 73730.23. 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 Mar SENSEX50 was trading at 72989.93. 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 Mar SENSEX50 was trading at 73085.94. 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 10 Feb SENSEX50 was trading at 77311.80. 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 Feb SENSEX50 was trading at 77860.19. 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 Feb SENSEX50 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 SENSEX50 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 SENSEX50 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
| SENSEX50 29APR2025 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 62.45
Theta: 1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 75364.69 | 1939.5 | 480.7 | 11.60 | 16 | -2.333 | 17.333 |
| 3 Apr | 76295.36 | 1470.8 | 150.05 | 13.64 | 41 | -3.667 | 19.667 |
| 2 Apr | 76617.44 | 1302.5 | -183.1 | 13.69 | 37 | -3.333 | 23.333 |
| 1 Apr | 76024.51 | 1467.65 | 594.95 | 11.39 | 406 | 2 | 26.667 |
| 28 Mar | 77414.92 | 886.85 | 121.65 | 12.72 | 301 | -1 | 24.667 |
| 27 Mar | 77606.43 | 759.55 | -152.75 | 12.05 | 112 | 6.667 | 25.667 |
| 26 Mar | 77288.50 | 893.3 | 194.2 | 12.04 | 316 | 3.333 | 19 |
| 25 Mar | 78017.19 | 699.1 | -1.25 | 12.83 | 53 | 11 | 15.667 |
| 24 Mar | 77984.38 | 697.2 | -636.2 | 12.59 | 17 | 4.667 | 4.667 |
| 21 Mar | 76905.51 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 76348.06 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 75449.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 75301.26 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 74169.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 73828.91 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 74029.76 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 74102.32 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 74115.17 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 74332.58 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 74340.09 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 73730.23 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 72989.93 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 73085.94 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 77311.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 77860.19 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 |
For Sensex 50 - strike price 77500 expiring on 29APR2025
Delta for 77500 PE is -0.75
Historical price for 77500 PE is as follows
On 4 Apr SENSEX50 was trading at 75364.69. The strike last trading price was 1939.5, which was 480.7 higher than the previous day. The implied volatity was 11.60, the open interest changed by -7 which decreased total open position to 52
On 3 Apr SENSEX50 was trading at 76295.36. The strike last trading price was 1470.8, which was 150.05 higher than the previous day. The implied volatity was 13.64, the open interest changed by -11 which decreased total open position to 59
On 2 Apr SENSEX50 was trading at 76617.44. The strike last trading price was 1302.5, which was -183.1 lower than the previous day. The implied volatity was 13.69, the open interest changed by -10 which decreased total open position to 70
On 1 Apr SENSEX50 was trading at 76024.51. The strike last trading price was 1467.65, which was 594.95 higher than the previous day. The implied volatity was 11.39, the open interest changed by 6 which increased total open position to 80
On 28 Mar SENSEX50 was trading at 77414.92. The strike last trading price was 886.85, which was 121.65 higher than the previous day. The implied volatity was 12.72, the open interest changed by -3 which decreased total open position to 74
On 27 Mar SENSEX50 was trading at 77606.43. The strike last trading price was 759.55, which was -152.75 lower than the previous day. The implied volatity was 12.05, the open interest changed by 20 which increased total open position to 77
On 26 Mar SENSEX50 was trading at 77288.50. The strike last trading price was 893.3, which was 194.2 higher than the previous day. The implied volatity was 12.04, the open interest changed by 10 which increased total open position to 57
On 25 Mar SENSEX50 was trading at 78017.19. The strike last trading price was 699.1, which was -1.25 lower than the previous day. The implied volatity was 12.83, the open interest changed by 33 which increased total open position to 47
On 24 Mar SENSEX50 was trading at 77984.38. The strike last trading price was 697.2, which was -636.2 lower than the previous day. The implied volatity was 12.59, the open interest changed by 14 which increased total open position to 14
On 21 Mar SENSEX50 was trading at 76905.51. 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 20 Mar SENSEX50 was trading at 76348.06. 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 19 Mar SENSEX50 was trading at 75449.05. 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 18 Mar SENSEX50 was trading at 75301.26. 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 17 Mar SENSEX50 was trading at 74169.95. 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 13 Mar SENSEX50 was trading at 73828.91. 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 12 Mar SENSEX50 was trading at 74029.76. 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 11 Mar SENSEX50 was trading at 74102.32. 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 10 Mar SENSEX50 was trading at 74115.17. 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 7 Mar SENSEX50 was trading at 74332.58. 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 6 Mar SENSEX50 was trading at 74340.09. 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 5 Mar SENSEX50 was trading at 73730.23. 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 Mar SENSEX50 was trading at 72989.93. 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 Mar SENSEX50 was trading at 73085.94. 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 10 Feb SENSEX50 was trading at 77311.80. 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 Feb SENSEX50 was trading at 77860.19. 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 Feb SENSEX50 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 SENSEX50 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 SENSEX50 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
