SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 01:41 PM IST
SENSEX 22APR2025 72100 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 | |||
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17 Apr | 78399.36 | 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 | |||
9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72100 expiring on 22APR2025
Delta for 72100 CE is 0.00
Historical price for 72100 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 72100 PE | |||||||
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Delta: -0.01
Vega: 2.77
Theta: -8.50
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
17 Apr | 78399.36 | 11.8 | -2.65 | 31.99 | 9,223 | 416 | 961 |
16 Apr | 77044.29 | 14 | 10.8 | 24.86 | 10,134 | 545 | 545 |
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 72100 expiring on 22APR2025
Delta for 72100 PE is -0.01
Historical price for 72100 PE is as follows
On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 11.8, which was -2.65 lower than the previous day. The implied volatity was 31.99, the open interest changed by 416 which increased total open position to 961
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 14, which was 10.8 higher than the previous day. The implied volatity was 24.86, the open interest changed by 545 which increased total open position to 545
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