SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
| SENSEX 22APR2025 69500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 78145.19 | 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 69500 expiring on 22APR2025
Delta for 69500 CE is 0.00
Historical price for 69500 CE is as follows
On 17 Apr SENSEX was trading at 78145.19. 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 69500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 1.22
Theta: -4.54
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78145.19 | 5.15 | -0.45 | 38.76 | 14,341 | 1,180 | 3,351 |
| 16 Apr | 77044.29 | 6.75 | -3.4 | 33.04 | 39,921 | 1,824 | 2,171 |
| 15 Apr | 76734.89 | 8.7 | -0.25 | 30.54 | 1,464 | 347 | 347 |
| 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 69500 expiring on 22APR2025
Delta for 69500 PE is -0.00
Historical price for 69500 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 38.76, the open interest changed by 1180 which increased total open position to 3351
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 6.75, which was -3.4 lower than the previous day. The implied volatity was 33.04, the open interest changed by 1824 which increased total open position to 2171
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 8.7, which was -0.25 lower than the previous day. The implied volatity was 30.54, the open interest changed by 347 which increased total open position to 347
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
