SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 11:28 AM IST
| SENSEX 22APR2025 72600 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 | 77298.84 | 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 72600 expiring on 22APR2025
Delta for 72600 CE is 0.00
Historical price for 72600 CE is as follows
On 17 Apr SENSEX was trading at 77298.84. 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 72600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 3.16
Theta: -7.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 77298.84 | 10.65 | -7.55 | 24.49 | 12,077 | 263 | 1,106 |
| 16 Apr | 77044.29 | 19.5 | -95 | 23.85 | 14,519 | 826 | 843 |
| 15 Apr | 76734.89 | 114.5 | -184.15 | 29.74 | 1 | 1 | 17 |
| 11 Apr | 75157.26 | 285.9 | -251.4 | 23.38 | 29 | 16 | 16 |
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72600 expiring on 22APR2025
Delta for 72600 PE is -0.01
Historical price for 72600 PE is as follows
On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 10.65, which was -7.55 lower than the previous day. The implied volatity was 24.49, the open interest changed by 263 which increased total open position to 1106
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 19.5, which was -95 lower than the previous day. The implied volatity was 23.85, the open interest changed by 826 which increased total open position to 843
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 114.5, which was -184.15 lower than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 17
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 285.9, which was -251.4 lower than the previous day. The implied volatity was 23.38, the open interest changed by 16 which increased total open position to 16
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
