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Related Pages for SENSEX
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SENSEX
Sensex
73882.16 -344.92 (-0.46%)

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Historical option data for SENSEX

09 Apr 2025 10:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 4590 779.3 0.00 0 0 10
8 Apr 74227.08 4590 779.3 37.72 10 10 10
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 70000 expiring on 15APR2025

Delta for 70000 CE is 0.00

Historical price for 70000 CE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 4590, which was 779.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 4590, which was 779.3 higher than the previous day. The implied volatity was 37.72, the open interest changed by 10 which increased total open position to 10


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 70000 PE
Delta: -0.08
Vega: 13.73
Theta: -31.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 100 14 30.09 1,14,189 12,540 19,328
8 Apr 74227.08 83.9 -344.45 29.06 37,461 5,043 6,788
7 Apr 73137.90 435 434.55 36.92 13,964 1,745 1,745

For Sensex - strike price 70000 expiring on 15APR2025

Delta for 70000 PE is -0.08

Historical price for 70000 PE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 100, which was 14 higher than the previous day. The implied volatity was 30.09, the open interest changed by 12540 which increased total open position to 19328


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 83.9, which was -344.45 lower than the previous day. The implied volatity was 29.06, the open interest changed by 5043 which increased total open position to 6788


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 435, which was 434.55 higher than the previous day. The implied volatity was 36.92, the open interest changed by 1745 which increased total open position to 1745