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Related Pages for SENSEX
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SENSEX
Sensex
75125.6 1278.45 (1.73%)

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Historical option data for SENSEX

11 Apr 2025 11:12 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
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
11 Apr 75130.74 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 69500 expiring on 15APR2025

Delta for 69500 CE is 0.00

Historical price for 69500 CE is as follows

On 11 Apr SENSEX was trading at 75130.74. 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 69500 PE
Delta: -0.01
Vega: 2.14
Theta: -7.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75130.74 8.8 -61.95 31.99 78,425 4,012 12,287
9 Apr 73847.15 80.8 -22.75 31.87 90,403 8,275 8,275
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 -0.01

Historical price for 69500 PE is as follows

On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 8.8, which was -61.95 lower than the previous day. The implied volatity was 31.99, the open interest changed by 4012 which increased total open position to 12287


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 80.8, which was -22.75 lower than the previous day. The implied volatity was 31.87, the open interest changed by 8275 which increased total open position to 8275


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