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Related Pages for SENSEX
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SENSEX
Sensex
73890.56 -336.52 (-0.45%)

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Historical option data for SENSEX

09 Apr 2025 10:29 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 68000 CE
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

For Sensex - strike price 68000 expiring on 15APR2025

Delta for 68000 CE is 0.00

Historical price for 68000 CE 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


SENSEX 15APR2025 68000 PE
Delta: -0.03
Vega: 5.90
Theta: -15.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73891.11 33.4 -8.3 33.96 76,554 10,672 21,307
8 Apr 74227.08 40 -189.35 34.51 36,040 9,106 10,635
7 Apr 73137.90 221.35 221.3 40.95 4,874 1,529 1,529

For Sensex - strike price 68000 expiring on 15APR2025

Delta for 68000 PE is -0.03

Historical price for 68000 PE is as follows

On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 33.4, which was -8.3 lower than the previous day. The implied volatity was 33.96, the open interest changed by 10672 which increased total open position to 21307


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 40, which was -189.35 lower than the previous day. The implied volatity was 34.51, the open interest changed by 9106 which increased total open position to 10635


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 221.35, which was 221.3 higher than the previous day. The implied volatity was 40.95, the open interest changed by 1529 which increased total open position to 1529