`
Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
78406.6 1362.31 (1.77%)

Back to Option Chain

Historical option data for SENSEX

17 Apr 2025 01:41 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 80800 CE
Delta: 0.06
Vega: 10.47
Theta: -16.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 33.6 23.35 15.27 30,390 409 1,692
16 Apr 77044.29 7.05 -8.4 16.01 18,971 1,173 1,283
15 Apr 76734.89 17 -4.1 18.02 211 110 110

For Sensex - strike price 80800 expiring on 22APR2025

Delta for 80800 CE is 0.06

Historical price for 80800 CE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 33.6, which was 23.35 higher than the previous day. The implied volatity was 15.27, the open interest changed by 409 which increased total open position to 1692


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 7.05, which was -8.4 lower than the previous day. The implied volatity was 16.01, the open interest changed by 1173 which increased total open position to 1283


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 17, which was -4.1 lower than the previous day. The implied volatity was 18.02, the open interest changed by 110 which increased total open position to 110


SENSEX 22APR2025 80800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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

For Sensex - strike price 80800 expiring on 22APR2025

Delta for 80800 PE is 0.00

Historical price for 80800 PE 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