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Related Pages for SENSEX
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SENSEX
Sensex
73936.12 -290.96 (-0.39%)

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Historical option data for SENSEX

09 Apr 2025 10:29 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 69700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73891.11 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 69700 expiring on 15APR2025

Delta for 69700 CE is 0.00

Historical price for 69700 CE is as follows

On 9 Apr SENSEX was trading at 73891.11. 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 69700 PE
Delta: -0.06
Vega: 11.91
Theta: -27.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73891.11 81.5 -37.8 30.49 4,981 563 563
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 69700 expiring on 15APR2025

Delta for 69700 PE is -0.06

Historical price for 69700 PE is as follows

On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 81.5, which was -37.8 lower than the previous day. The implied volatity was 30.49, the open interest changed by 563 which increased total open position to 563


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