`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
73847.15 -379.93 (-0.51%)

Back to Option Chain

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 68500 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 68500 expiring on 15APR2025

Delta for 68500 CE is 0.00

Historical price for 68500 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 68500 PE
Delta: -0.04
Vega: 7.35
Theta: -19.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73847.15 45 -7.5 33.53 1,13,745 7,870 8,825
8 Apr 74227.08 45 -247.9 32.81 2,107 955 955
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 68500 expiring on 15APR2025

Delta for 68500 PE is -0.04

Historical price for 68500 PE is as follows

On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 45, which was -7.5 lower than the previous day. The implied volatity was 33.53, the open interest changed by 7870 which increased total open position to 8825


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 45, which was -247.9 lower than the previous day. The implied volatity was 32.81, the open interest changed by 955 which increased total open position to 955


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