SENSEX
Sensex
Historical option data for SENSEX
17 Apr 2025 10:37 AM IST
| SENSEX 22APR2025 72700 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 | 76993.32 | 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 72700 expiring on 22APR2025
Delta for 72700 CE is 0.00
Historical price for 72700 CE is as follows
On 17 Apr SENSEX was trading at 76993.32. 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 72700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 3.75
Theta: -8.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 76993.32 | 12.6 | -6.7 | 23.21 | 9,343 | -1,749 | 1,221 |
| 16 Apr | 77044.29 | 20 | -63.8 | 23.48 | 19,698 | 2,955 | 2,970 |
| 15 Apr | 76734.89 | 48.75 | -261.65 | 24.16 | 2 | 2 | 15 |
| 11 Apr | 75157.26 | 299.35 | -269.7 | 23.23 | 34 | 13 | 13 |
| 9 Apr | 73847.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 72700 expiring on 22APR2025
Delta for 72700 PE is -0.02
Historical price for 72700 PE is as follows
On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 12.6, which was -6.7 lower than the previous day. The implied volatity was 23.21, the open interest changed by -1749 which decreased total open position to 1221
On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 20, which was -63.8 lower than the previous day. The implied volatity was 23.48, the open interest changed by 2955 which increased total open position to 2970
On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 48.75, which was -261.65 lower than the previous day. The implied volatity was 24.16, the open interest changed by 2 which increased total open position to 15
On 11 Apr SENSEX was trading at 75157.26. The strike last trading price was 299.35, which was -269.7 lower than the previous day. The implied volatity was 23.23, the open interest changed by 13 which increased total open position to 13
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
