`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
73854.69 -372.39 (-0.50%)

Back to Option Chain

Historical option data for SENSEX

09 Apr 2025 10:12 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 69900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 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 69900 expiring on 15APR2025

Delta for 69900 CE is 0.00

Historical price for 69900 CE is as follows

On 9 Apr SENSEX was trading at 73826.60. 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 69900 PE
Delta: -0.07
Vega: 13.14
Theta: -30.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73826.60 92.6 27.8 29.85 820 150 181
8 Apr 74227.08 60 -489.8 27.54 40 31 31
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 69900 expiring on 15APR2025

Delta for 69900 PE is -0.07

Historical price for 69900 PE is as follows

On 9 Apr SENSEX was trading at 73826.60. The strike last trading price was 92.6, which was 27.8 higher than the previous day. The implied volatity was 29.85, the open interest changed by 150 which increased total open position to 181


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 60, which was -489.8 lower than the previous day. The implied volatity was 27.54, 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