SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:36 AM IST
| SENSEX 22APR2025 71600 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 | 76979.54 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 77044.29 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 15 Apr | 76734.89 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 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 71600 expiring on 22APR2025
Delta for 71600 CE is 0.00
Historical price for 71600 CE is as follows
On 17 Apr SENSEX was trading at 76979.54. 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 71600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.32
Theta: -5.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76979.54 | 7.8 | -3.9 | 26.52 | 6,360 | 170 | 800 |
| 16 Apr | 77044.29 | 12.35 | 11.05 | 26.57 | 9,010 | 630 | 630 |
| 15 Apr | 76734.89 | 64.8 | -41.6 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 75157.26 | 64.8 | -41.6 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 73847.15 | 64.8 | -41.6 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71600 expiring on 22APR2025
Delta for 71600 PE is -0.01
Historical price for 71600 PE is as follows
On 17 Apr SENSEX was trading at 76979.54. The strike last trading price was 7.8, which was -3.9 lower than the previous day. The implied volatity was 26.52, the open interest changed by 170 which increased total open position to 800
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 12.35, which was 11.05 higher than the previous day. The implied volatity was 26.57, the open interest changed by 630 which increased total open position to 630
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 64.8, which was -41.6 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 64.8, which was -41.6 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 64.8, which was -41.6 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
