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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 81500 CE
Delta: 0.03
Vega: 6.80
Theta: -12.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 20.4 14.1 17.18 68,899 2,778 8,193
16 Apr 77044.29 5.5 -4.8 18.00 80,525 3,840 5,415
15 Apr 76734.89 9.5 -1.05 18.96 4,091 1,575 1,575

For Sensex - strike price 81500 expiring on 22APR2025

Delta for 81500 CE is 0.03

Historical price for 81500 CE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 20.4, which was 14.1 higher than the previous day. The implied volatity was 17.18, the open interest changed by 2778 which increased total open position to 8193


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 5.5, which was -4.8 lower than the previous day. The implied volatity was 18.00, the open interest changed by 3840 which increased total open position to 5415


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 9.5, which was -1.05 lower than the previous day. The implied volatity was 18.96, the open interest changed by 1575 which increased total open position to 1575


SENSEX 22APR2025 81500 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 81500 expiring on 22APR2025

Delta for 81500 PE is 0.00

Historical price for 81500 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