SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 12:53 PM IST
| SENSEX 22APR2025 72300 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 | |||
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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 72300 expiring on 22APR2025
Delta for 72300 CE is 0.00
Historical price for 72300 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 72300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 2.93
Theta: -8.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 78145.19 | 11.85 | -3.75 | 29.96 | 10,309 | 51 | 780 |
| 16 Apr | 77044.29 | 15.15 | -23.65 | 24.27 | 15,190 | 568 | 729 |
| 15 Apr | 76734.89 | 35.05 | -232.7 | 24.51 | 266 | 116 | 161 |
| 11 Apr | 75157.26 | 254 | -195.75 | 24.00 | 94 | 45 | 45 |
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72300 expiring on 22APR2025
Delta for 72300 PE is -0.01
Historical price for 72300 PE is as follows
On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 11.85, which was -3.75 lower than the previous day. The implied volatity was 29.96, the open interest changed by 51 which increased total open position to 780
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 15.15, which was -23.65 lower than the previous day. The implied volatity was 24.27, the open interest changed by 568 which increased total open position to 729
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 35.05, which was -232.7 lower than the previous day. The implied volatity was 24.51, the open interest changed by 116 which increased total open position to 161
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 254, which was -195.75 lower than the previous day. The implied volatity was 24.00, the open interest changed by 45 which increased total open position to 45
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
