SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:36 AM IST
SENSEX 22APR2025 69000 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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17 Apr | 76979.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
16 Apr | 77044.29 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
15 Apr | 76734.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 69000 expiring on 22APR2025
Delta for 69000 CE is 0.00
Historical price for 69000 CE is as follows
On 17 Apr SENSEX was trading at 76979.54. 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 16 Apr SENSEX was trading at 77044.29. 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 15 Apr SENSEX was trading at 76734.89. 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 11 Apr SENSEX was trading at 75157.26. 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
SENSEX 22APR2025 69000 PE | |||||||
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Delta: -0.00
Vega: 1.06
Theta: -3.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Apr | 76979.54 | 3.9 | -1.2 | 35.13 | 7,331 | 340 | 1,696 |
16 Apr | 77044.29 | 6.55 | -1.5 | 34.94 | 29,379 | 746 | 1,356 |
15 Apr | 76734.89 | 7.7 | 2.95 | 31.99 | 2,272 | 610 | 610 |
11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 |
9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 69000 expiring on 22APR2025
Delta for 69000 PE is -0.00
Historical price for 69000 PE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 3.9, which was -1.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by 340 which increased total open position to 1696
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 6.55, which was -1.5 lower than the previous day. The implied volatity was 34.94, the open interest changed by 746 which increased total open position to 1356
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 7.7, which was 2.95 higher than the previous day. The implied volatity was 31.99, the open interest changed by 610 which increased total open position to 610
On 11 Apr SENSEX was trading at 75157.26. 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