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Related Pages for SENSEX
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SENSEX
Sensex
75125.6 1278.45 (1.73%)

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Historical option data for SENSEX

11 Apr 2025 11:12 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
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
11 Apr 75130.74 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 68900 expiring on 15APR2025

Delta for 68900 CE is 0.00

Historical price for 68900 CE is as follows

On 11 Apr SENSEX was trading at 75130.74. 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 68900 PE
Delta: -0.01
Vega: 1.69
Theta: -6.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75130.74 6.95 -43.35 34.04 9,876 658 1,560
9 Apr 73847.15 51.6 -7 32.25 18,964 833 902
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 -0.01

Historical price for 68900 PE is as follows

On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 6.95, which was -43.35 lower than the previous day. The implied volatity was 34.04, the open interest changed by 658 which increased total open position to 1560


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 51.6, which was -7 lower than the previous day. The implied volatity was 32.25, the open interest changed by 833 which increased total open position to 902


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