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Related Pages for SENSEX
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SENSEX
Sensex
78120.37 1076.08 (1.40%)

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Historical option data for SENSEX

17 Apr 2025 12:53 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 80600 CE
Delta: 0.04
Vega: 8.12
Theta: -12.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78145.19 21.75 9.9 14.28 20,064 1,345 1,770
16 Apr 77044.29 13.65 -6.75 16.80 15,921 425 425
15 Apr 76734.89 0 0 0.00 0 0 0

For Sensex - strike price 80600 expiring on 22APR2025

Delta for 80600 CE is 0.04

Historical price for 80600 CE is as follows

On 17 Apr SENSEX was trading at 78145.19. The strike last trading price was 21.75, which was 9.9 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1345 which increased total open position to 1770


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 13.65, which was -6.75 lower than the previous day. The implied volatity was 16.80, the open interest changed by 425 which increased total open position to 425


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


SENSEX 22APR2025 80600 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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

For Sensex - strike price 80600 expiring on 22APR2025

Delta for 80600 PE is 0.00

Historical price for 80600 PE 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