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Related Pages for SENSEX
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SENSEX
Sensex
75125.6 1278.45 (1.73%)

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Historical option data for SENSEX

11 Apr 2025 11:12 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 15APR2025 70700 CE
Delta: 0.96
Vega: 7.23
Theta: -47.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75130.74 4559.05 1308.5 33.89 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 70700 expiring on 15APR2025

Delta for 70700 CE is 0.96

Historical price for 70700 CE is as follows

On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 4559.05, which was 1308.5 higher than the previous day. The implied volatity was 33.89, 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 70700 PE
Delta: -0.02
Vega: 3.84
Theta: -12.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 75130.74 16.6 -120.95 28.31 21,407 1,717 2,840
9 Apr 73847.15 151.8 33.45 29.35 23,583 955 1,123
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 -0.02

Historical price for 70700 PE is as follows

On 11 Apr SENSEX was trading at 75130.74. The strike last trading price was 16.6, which was -120.95 lower than the previous day. The implied volatity was 28.31, the open interest changed by 1717 which increased total open position to 2840


On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 151.8, which was 33.45 higher than the previous day. The implied volatity was 29.35, the open interest changed by 955 which increased total open position to 1123


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