`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
73854.69 -372.39 (-0.50%)

Back to Option Chain

Historical option data for SENSEX

09 Apr 2025 10:12 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 68800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 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 68800 expiring on 15APR2025

Delta for 68800 CE is 0.00

Historical price for 68800 CE is as follows

On 9 Apr SENSEX was trading at 73826.60. 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 68800 PE
Delta: -0.04
Vega: 8.45
Theta: -20.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 52.05 -9.3 32.16 2,402 621 621
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 68800 expiring on 15APR2025

Delta for 68800 PE is -0.04

Historical price for 68800 PE is as follows

On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 52.05, which was -9.3 lower than the previous day. The implied volatity was 32.16, the open interest changed by 621 which increased total open position to 621


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