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Related Pages for SENSEX
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SENSEX
Sensex
75142.06 1294.91 (1.75%)

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Historical option data for SENSEX

11 Apr 2025 10:08 AM 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
11 Apr 75155.86 0 0 0.00 0 0 0
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 11 Apr SENSEX was trading at 75155.86. 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 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: -0.01
Vega: 1.45
Theta: -6.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75155.86 6.35 -22.8 37.54 5,087 115 1,419
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 -0.01

Historical price for 68100 PE is as follows

On 11 Apr SENSEX was trading at 75155.86. The strike last trading price was 6.35, which was -22.8 lower than the previous day. The implied volatity was 37.54, the open interest changed by 115 which increased total open position to 1419


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