SENSEX
Sensex
Historical option data for SENSEX
15 Apr 2025 12:26 PM IST
| SENSEX 15APR2025 70400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 76812.77 | 3696.95 | -408.55 | 0.00 | 0 | 0 | 47 | |||
| 11 Apr | 75157.26 | 3696.95 | -408.55 | 0.00 | 0 | 0 | 47 | |||
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| 9 Apr | 73847.15 | 3696.95 | -408.55 | 30.27 | 49 | 47 | 47 | |||
| 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 70400 expiring on 15APR2025
Delta for 70400 CE is 0.00
Historical price for 70400 CE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 3696.95, which was -408.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 47
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 3696.95, which was -408.55 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 47
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 3696.95, which was -408.55 lower than the previous day. The implied volatity was 30.27, the open interest changed by 47 which increased total open position to 47
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 70400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 76812.77 | 1.1 | -20.2 | - | 21,337 | -3,991 | 1,974 |
| 11 Apr | 75157.26 | 23.3 | -94.7 | 32.42 | 50,938 | 5,099 | 5,965 |
| 9 Apr | 73847.15 | 107.6 | 15.55 | 28.56 | 34,423 | 728 | 866 |
| 8 Apr | 74227.08 | 93.9 | -579.85 | 27.63 | 204 | 138 | 138 |
| 7 Apr | 73137.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 70400 expiring on 15APR2025
Delta for 70400 PE is -
Historical price for 70400 PE is as follows
On 15 Apr SENSEX was trading at 76812.77. The strike last trading price was 1.1, which was -20.2 lower than the previous day. The implied volatity was -, the open interest changed by -3991 which decreased total open position to 1974
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 23.3, which was -94.7 lower than the previous day. The implied volatity was 32.42, the open interest changed by 5099 which increased total open position to 5965
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 107.6, which was 15.55 higher than the previous day. The implied volatity was 28.56, the open interest changed by 728 which increased total open position to 866
On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 93.9, which was -579.85 lower than the previous day. The implied volatity was 27.63, the open interest changed by 138 which increased total open position to 138
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
