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Related Pages for SENSEX
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SENSEX
Sensex
73784.05 -443.03 (-0.60%)

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Historical option data for SENSEX

09 Apr 2025 11:19 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70200 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 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 70200 expiring on 15APR2025

Delta for 70200 CE is 0.00

Historical price for 70200 CE is as follows

On 9 Apr SENSEX was trading at 73805.86. 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 70200 PE
Delta: -0.09
Vega: 15.28
Theta: -35.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73805.86 117.45 23.8 29.80 26,276 3,082 3,185
8 Apr 74227.08 84.2 34.2 28.01 284 73 103
7 Apr 73137.90 50 49.35 18.66 30 30 30

For Sensex - strike price 70200 expiring on 15APR2025

Delta for 70200 PE is -0.09

Historical price for 70200 PE is as follows

On 9 Apr SENSEX was trading at 73805.86. The strike last trading price was 117.45, which was 23.8 higher than the previous day. The implied volatity was 29.80, the open interest changed by 3082 which increased total open position to 3185


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 84.2, which was 34.2 higher than the previous day. The implied volatity was 28.01, the open interest changed by 73 which increased total open position to 103


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 50, which was 49.35 higher than the previous day. The implied volatity was 18.66, the open interest changed by 30 which increased total open position to 30