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Related Pages for SENSEX
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SENSEX
Sensex
75048.62 1201.47 (1.63%)

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Historical option data for SENSEX

11 Apr 2025 10:56 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 69400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 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 69400 expiring on 15APR2025

Delta for 69400 CE is 0.00

Historical price for 69400 CE is as follows

On 11 Apr SENSEX was trading at 75081.06. 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 69400 PE
Delta: -0.01
Vega: 2.08
Theta: -7.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 8.5 -59 32.08 14,522 1,400 1,625
9 Apr 73847.15 70 -104.4 31.46 1,029 224 225
8 Apr 74227.08 174.4 -269.3 38.48 1 1 1
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 69400 expiring on 15APR2025

Delta for 69400 PE is -0.01

Historical price for 69400 PE is as follows

On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 8.5, which was -59 lower than the previous day. The implied volatity was 32.08, the open interest changed by 1400 which increased total open position to 1625


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 70, which was -104.4 lower than the previous day. The implied volatity was 31.46, the open interest changed by 224 which increased total open position to 225


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 174.4, which was -269.3 lower than the previous day. The implied volatity was 38.48, the open interest changed by 1 which increased total open position to 1


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