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Related Pages for SENSEX
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SENSEX
Sensex
78406.6 1362.31 (1.77%)

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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 81000 CE
Delta: 0.05
Vega: 9.30
Theta: -15.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 29.4 20.7 15.90 2,09,694 15,079 25,625
16 Apr 77044.29 9 -4.9 17.31 1,39,297 4,060 10,546
15 Apr 76734.89 14.05 -3.35 18.23 22,409 6,486 6,486

For Sensex - strike price 81000 expiring on 22APR2025

Delta for 81000 CE is 0.05

Historical price for 81000 CE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 29.4, which was 20.7 higher than the previous day. The implied volatity was 15.90, the open interest changed by 15079 which increased total open position to 25625


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 9, which was -4.9 lower than the previous day. The implied volatity was 17.31, the open interest changed by 4060 which increased total open position to 10546


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 14.05, which was -3.35 lower than the previous day. The implied volatity was 18.23, the open interest changed by 6486 which increased total open position to 6486


SENSEX 22APR2025 81000 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 4220.3 -1487.4 0.00 0 0 48
16 Apr 77044.29 4220.3 -1487.4 0.00 0 0 48
15 Apr 76734.89 4220.3 -1487.4 27.08 55 48 48

For Sensex - strike price 81000 expiring on 22APR2025

Delta for 81000 PE is 0.00

Historical price for 81000 PE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 4220.3, which was -1487.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 48


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 4220.3, which was -1487.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 48


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 4220.3, which was -1487.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by 48 which increased total open position to 48