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Related Pages for SENSEX
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SENSEX
Sensex
73784.05 -443.03 (-0.60%)

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Historical option data for SENSEX

09 Apr 2025 11:19 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 69100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 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 69100 expiring on 15APR2025

Delta for 69100 CE is 0.00

Historical price for 69100 CE is as follows

On 9 Apr SENSEX was trading at 73805.86. 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 69100 PE
Delta: -0.06
Vega: 11.05
Theta: -28.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 80.1 16.75 33.42 14,873 6,064 6,121
8 Apr 74227.08 59.9 -328.1 31.59 73 57 57
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 69100 expiring on 15APR2025

Delta for 69100 PE is -0.06

Historical price for 69100 PE is as follows

On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 80.1, which was 16.75 higher than the previous day. The implied volatity was 33.42, the open interest changed by 6064 which increased total open position to 6121


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 59.9, which was -328.1 lower than the previous day. The implied volatity was 31.59, the open interest changed by 57 which increased total open position to 57


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