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SENSEX
Sensex

73854.69 -372.39 (-0.50%)

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Historical option data for SENSEX

09 Apr 2025 10:12 AM IST
SENSEX 15APR2025 69500 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 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 69500 expiring on 15APR2025

Delta for 69500 CE is 0.00

Historical price for 69500 CE is as follows

On 9 Apr SENSEX was trading at 73826.60. 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 69500 PE
Delta: -0.06
Vega: 11.19
Theta: -26.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 74.65 -28.9 30.67 20,082 2,965 2,965
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 69500 expiring on 15APR2025

Delta for 69500 PE is -0.06

Historical price for 69500 PE is as follows

On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 74.65, which was -28.9 lower than the previous day. The implied volatity was 30.67, the open interest changed by 2965 which increased total open position to 2965


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