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Related Pages for SENSEX
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SENSEX
Sensex
75048.62 1201.47 (1.63%)

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Historical option data for SENSEX

11 Apr 2025 10:56 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70300 CE
Delta: 0.93
Vega: 10.24
Theta: -69.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 4959.7 1322.9 41.95 1 1 1
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 70300 expiring on 15APR2025

Delta for 70300 CE is 0.93

Historical price for 70300 CE is as follows

On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 4959.7, which was 1322.9 higher than the previous day. The implied volatity was 41.95, the open interest changed by 1 which increased total open position to 1


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 70300 PE
Delta: -0.02
Vega: 3.24
Theta: -11.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75081.06 13.8 -96.95 29.40 18,686 571 1,700
9 Apr 73847.15 110.05 8.9 29.34 29,621 1,104 1,129
8 Apr 74227.08 100.45 -547.05 28.64 143 25 25
7 Apr 73137.90 0 0 0.00 0 0 0

For Sensex - strike price 70300 expiring on 15APR2025

Delta for 70300 PE is -0.02

Historical price for 70300 PE is as follows

On 11 Apr SENSEX was trading at 75081.06. The strike last trading price was 13.8, which was -96.95 lower than the previous day. The implied volatity was 29.40, the open interest changed by 571 which increased total open position to 1700


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 110.05, which was 8.9 higher than the previous day. The implied volatity was 29.34, the open interest changed by 1104 which increased total open position to 1129


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 100.45, which was -547.05 lower than the previous day. The implied volatity was 28.64, the open interest changed by 25 which increased total open position to 25


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