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Related Pages for SENSEX
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SENSEX
Sensex
73936.12 -290.96 (-0.39%)

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Historical option data for SENSEX

09 Apr 2025 10:29 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70600 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73891.11 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 70600 expiring on 15APR2025

Delta for 70600 CE is 0.00

Historical price for 70600 CE is as follows

On 9 Apr SENSEX was trading at 73891.11. 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 70600 PE
Delta: -0.09
Vega: 16.06
Theta: -34.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73891.11 118.45 10.05 27.85 10,231 1,101 1,308
8 Apr 74227.08 100 -628.65 26.94 495 207 207
7 Apr 73137.90 48.55 -70.05 0.00 0 0 0

For Sensex - strike price 70600 expiring on 15APR2025

Delta for 70600 PE is -0.09

Historical price for 70600 PE is as follows

On 9 Apr SENSEX was trading at 73891.11. The strike last trading price was 118.45, which was 10.05 higher than the previous day. The implied volatity was 27.85, the open interest changed by 1101 which increased total open position to 1308


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 100, which was -628.65 lower than the previous day. The implied volatity was 26.94, the open interest changed by 207 which increased total open position to 207


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 48.55, which was -70.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0