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SENSEX
Sensex

73854.69 -372.39 (-0.50%)

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Historical option data for SENSEX

09 Apr 2025 10:11 AM IST
SENSEX 15APR2025 68900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73860.71 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 68900 expiring on 15APR2025

Delta for 68900 CE is 0.00

Historical price for 68900 CE is as follows

On 9 Apr SENSEX was trading at 73860.71. 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 68900 PE
Delta: -0.04
Vega: 8.66
Theta: -21.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73860.71 53.65 -4.95 31.98 4,098 783 852
8 Apr 74227.08 57 -296.95 32.28 181 69 69
7 Apr 73137.90 0 0 0.00 0 0 0


For Sensex - strike price 68900 expiring on 15APR2025

Delta for 68900 PE is -0.04

Historical price for 68900 PE is as follows

On 9 Apr SENSEX was trading at 73860.71. The strike last trading price was 53.65, which was -4.95 lower than the previous day. The implied volatity was 31.98, the open interest changed by 783 which increased total open position to 852


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 57, which was -296.95 lower than the previous day. The implied volatity was 32.28, the open interest changed by 69 which increased total open position to 69


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