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Related Pages for SENSEX
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SENSEX
Sensex
73847.15 -379.93 (-0.51%)

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Historical option data for SENSEX

09 Apr 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 68100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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

For Sensex - strike price 68100 expiring on 15APR2025

Delta for 68100 CE is 0.00

Historical price for 68100 CE is as follows

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


SENSEX 15APR2025 68100 PE
Delta: -0.03
Vega: 5.62
Theta: -15.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73847.15 31 -15.85 33.42 17,123 1,170 1,304
8 Apr 74227.08 42 -198.45 34.32 282 134 134
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 68100 expiring on 15APR2025

Delta for 68100 PE is -0.03

Historical price for 68100 PE is as follows

On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 31, which was -15.85 lower than the previous day. The implied volatity was 33.42, the open interest changed by 1170 which increased total open position to 1304


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 42, which was -198.45 lower than the previous day. The implied volatity was 34.32, the open interest changed by 134 which increased total open position to 134


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