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Related Pages for SENSEX
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SENSEX
Sensex
77317.24 272.95 (0.35%)

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Historical option data for SENSEX

17 Apr 2025 11:28 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 81200 CE
Delta: 0.01
Vega: 2.68
Theta: -4.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 6.05 -1.35 17.48 5,392 267 745
16 Apr 77044.29 6.95 -2.1 17.45 6,711 478 478
15 Apr 76734.89 0 0 0.00 0 0 0

For Sensex - strike price 81200 expiring on 22APR2025

Delta for 81200 CE is 0.01

Historical price for 81200 CE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 6.05, which was -1.35 lower than the previous day. The implied volatity was 17.48, the open interest changed by 267 which increased total open position to 745


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 6.95, which was -2.1 lower than the previous day. The implied volatity was 17.45, the open interest changed by 478 which increased total open position to 478


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 81200 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
15 Apr 76734.89 0 0 0.00 0 0 0

For Sensex - strike price 81200 expiring on 22APR2025

Delta for 81200 PE is 0.00

Historical price for 81200 PE 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