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Related Pages for SENSEX
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SENSEX
Sensex
73854.7 -372.38 (-0.50%)

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Historical option data for SENSEX

09 Apr 2025 10:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 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 70700 expiring on 15APR2025

Delta for 70700 CE is 0.00

Historical price for 70700 CE is as follows

On 9 Apr SENSEX was trading at 73865.78. 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 70700 PE
Delta: -0.10
Vega: 16.92
Theta: -35.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 73865.78 128.35 10 27.67 11,287 1,046 1,214
8 Apr 74227.08 101.15 14 26.46 420 167 168
7 Apr 73137.90 87.15 85.35 18.56 1 1 1

For Sensex - strike price 70700 expiring on 15APR2025

Delta for 70700 PE is -0.10

Historical price for 70700 PE is as follows

On 9 Apr SENSEX was trading at 73865.78. The strike last trading price was 128.35, which was 10 higher than the previous day. The implied volatity was 27.67, the open interest changed by 1046 which increased total open position to 1214


On 8 Apr SENSEX was trading at 74227.08. The strike last trading price was 101.15, which was 14 higher than the previous day. The implied volatity was 26.46, the open interest changed by 167 which increased total open position to 168


On 7 Apr SENSEX was trading at 73137.90. The strike last trading price was 87.15, which was 85.35 higher than the previous day. The implied volatity was 18.56, the open interest changed by 1 which increased total open position to 1