`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
75157.26 1310.11 (1.77%)

Back to Option Chain

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 70100 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 70100 expiring on 15APR2025

Delta for 70100 CE is 0.00

Historical price for 70100 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 70100 PE
Delta: -0.02
Vega: 3.96
Theta: -16.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75157.26 20.65 -79 33.53 58,237 415 2,151
9 Apr 73847.15 100 -44.1 29.86 17,570 1,733 1,736
8 Apr 74227.08 144.1 -453.05 32.56 6 3 3
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 70100 expiring on 15APR2025

Delta for 70100 PE is -0.02

Historical price for 70100 PE is as follows

On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 20.65, which was -79 lower than the previous day. The implied volatity was 33.53, the open interest changed by 415 which increased total open position to 2151


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 100, which was -44.1 lower than the previous day. The implied volatity was 29.86, the open interest changed by 1733 which increased total open position to 1736


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 144.1, which was -453.05 lower than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 3


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