SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 01:41 PM IST
SENSEX 22APR2025 71200 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 | 78399.36 | 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 71200 expiring on 22APR2025
Delta for 71200 CE is 0.00
Historical price for 71200 CE is as follows
On 17 Apr SENSEX was trading at 78399.36. 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 71200 PE | |||||||
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Delta: -0.01
Vega: 2.05
Theta: -6.85
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Apr | 78399.36 | 8.75 | 8.5 | 34.77 | 5,914 | 879 | 879 |
16 Apr | 77044.29 | 184 | -45.7 | 0.00 | 0 | 0 | 0 |
15 Apr | 76734.89 | 184 | -45.7 | 0.00 | 0 | 0 | 0 |
11 Apr | 75157.26 | 184 | -45.7 | 0.00 | 0 | 0 | 0 |
9 Apr | 73847.15 | 184 | -45.7 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71200 expiring on 22APR2025
Delta for 71200 PE is -0.01
Historical price for 71200 PE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 8.75, which was 8.5 higher than the previous day. The implied volatity was 34.77, the open interest changed by 879 which increased total open position to 879
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 184, which was -45.7 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 184, which was -45.7 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 184, which was -45.7 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 184, which was -45.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0