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Related Pages for SENSEX
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SENSEX
Sensex
75048.62 1201.47 (1.63%)

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Historical option data for SENSEX

11 Apr 2025 10:56 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 68600 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 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 68600 expiring on 15APR2025

Delta for 68600 CE is 0.00

Historical price for 68600 CE is as follows

On 11 Apr SENSEX was trading at 75081.06. 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 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 68600 PE
Delta: -0.01
Vega: 1.49
Theta: -6.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 6.05 -35.2 34.69 9,121 219 896
9 Apr 73847.15 42.85 -9.55 32.71 10,891 677 677
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 68600 expiring on 15APR2025

Delta for 68600 PE is -0.01

Historical price for 68600 PE is as follows

On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 6.05, which was -35.2 lower than the previous day. The implied volatity was 34.69, the open interest changed by 219 which increased total open position to 896


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 42.85, which was -9.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 677 which increased total open position to 677


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