SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:22 AM IST
| SENSEX 22APR2025 71000 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 | |||
| 17 Apr | 76845.66 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 77044.29 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 15 Apr | 76734.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Sensex - strike price 71000 expiring on 22APR2025
Delta for 71000 CE is 0.00
Historical price for 71000 CE is as follows
On 17 Apr SENSEX was trading at 76845.66. 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 16 Apr SENSEX was trading at 77044.29. 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 15 Apr SENSEX was trading at 76734.89. 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 11 Apr SENSEX was trading at 75157.26. 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 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
| SENSEX 22APR2025 71000 PE | |||||||
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Delta: -0.01
Vega: 1.85
Theta: -4.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76845.66 | 6.15 | -2.85 | 27.77 | 24,826 | 1,906 | 7,134 |
| 16 Apr | 77044.29 | 9.85 | -8.65 | 28.29 | 1,12,805 | 2,856 | 5,228 |
| 15 Apr | 76734.89 | 18.1 | -29 | 27.38 | 14,440 | 2,365 | 2,372 |
| 11 Apr | 75157.26 | 508.65 | -131.35 | 0.00 | 0 | 0 | 7 |
| 9 Apr | 73847.15 | 508.65 | -131.35 | 29.48 | 7 | 7 | 7 |
For Sensex - strike price 71000 expiring on 22APR2025
Delta for 71000 PE is -0.01
Historical price for 71000 PE is as follows
On 17 Apr SENSEX was trading at 76845.66. The strike last trading price was 6.15, which was -2.85 lower than the previous day. The implied volatity was 27.77, the open interest changed by 1906 which increased total open position to 7134
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 9.85, which was -8.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2856 which increased total open position to 5228
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 18.1, which was -29 lower than the previous day. The implied volatity was 27.38, the open interest changed by 2365 which increased total open position to 2372
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 508.65, which was -131.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 7
On 9 Apr SENSEX was trading at 73847.15. The strike last trading price was 508.65, which was -131.35 lower than the previous day. The implied volatity was 29.48, the open interest changed by 7 which increased total open position to 7
