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Related Pages for SENSEX
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SENSEX
Sensex
75157.26 1310.11 (1.77%)

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Historical option data for SENSEX

11 Apr 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 69600 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75157.26 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 69600 expiring on 15APR2025

Delta for 69600 CE is 0.00

Historical price for 69600 CE is as follows

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


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 69600 PE
Delta: -0.01
Vega: 2.92
Theta: -12.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75157.26 14.25 -62.15 34.47 31,999 509 1,636
9 Apr 73847.15 70.3 0.3 30.35 30,673 1,096 1,127
8 Apr 74227.08 70 -414.1 30.01 53 31 31
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 69600 expiring on 15APR2025

Delta for 69600 PE is -0.01

Historical price for 69600 PE is as follows

On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 14.25, which was -62.15 lower than the previous day. The implied volatity was 34.47, the open interest changed by 509 which increased total open position to 1636


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 70.3, which was 0.3 higher than the previous day. The implied volatity was 30.35, the open interest changed by 1096 which increased total open position to 1127


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 70, which was -414.1 lower than the previous day. The implied volatity was 30.01, the open interest changed by 31 which increased total open position to 31


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