SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
SENSEX 22APR2025 71800 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 | 78145.19 | 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 | |||
11 Apr | 75157.26 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 71800 expiring on 22APR2025
Delta for 71800 CE is 0.00
Historical price for 71800 CE is as follows
On 17 Apr SENSEX was trading at 78145.19. 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 71800 PE | |||||||
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Delta: -0.01
Vega: 2.45
Theta: -7.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Apr | 78145.19 | 9.9 | -2.6 | 31.49 | 12,236 | 1,024 | 1,764 |
16 Apr | 77044.29 | 15.4 | 13.55 | 26.53 | 6,781 | 740 | 740 |
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 71800 expiring on 22APR2025
Delta for 71800 PE is -0.01
Historical price for 71800 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 9.9, which was -2.6 lower than the previous day. The implied volatity was 31.49, the open interest changed by 1024 which increased total open position to 1764
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 15.4, which was 13.55 higher than the previous day. The implied volatity was 26.53, the open interest changed by 740 which increased total open position to 740
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