SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:37 AM IST
| SENSEX 22APR2025 69800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 76993.32 | 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 | |||
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| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 69800 expiring on 22APR2025
Delta for 69800 CE is 0.00
Historical price for 69800 CE is as follows
On 17 Apr SENSEX was trading at 76993.32. 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 69800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 1.27
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76993.32 | 4.5 | -1.95 | 32.39 | 708 | 54 | 2,011 |
| 16 Apr | 77044.29 | 7.3 | 7.25 | 32.12 | 12,569 | 1,957 | 1,957 |
| 15 Apr | 76734.89 | 60 | -27.25 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 75157.26 | 60 | -27.25 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 60 | -27.25 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 69800 expiring on 22APR2025
Delta for 69800 PE is -0.00
Historical price for 69800 PE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 32.39, the open interest changed by 54 which increased total open position to 2011
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 7.3, which was 7.25 higher than the previous day. The implied volatity was 32.12, the open interest changed by 1957 which increased total open position to 1957
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 60, which was -27.25 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 60, which was -27.25 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 60, which was -27.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
