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Related Pages for SENSEX
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SENSEX
Sensex
76977.32 -66.97 (-0.09%)

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Historical option data for SENSEX

17 Apr 2025 10:37 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22APR2025 81700 CE
Delta: 0.01
Vega: 1.99
Theta: -3.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 76993.32 4.75 -1.05 19.99 3,326 189 532
16 Apr 77044.29 6.75 -1.85 19.19 10,321 342 343
15 Apr 76734.89 8.6 0 19.38 1 1 1

For Sensex - strike price 81700 expiring on 22APR2025

Delta for 81700 CE is 0.01

Historical price for 81700 CE is as follows

On 17 Apr SENSEX was trading at 76993.32. The strike last trading price was 4.75, which was -1.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by 189 which increased total open position to 532


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 6.75, which was -1.85 lower than the previous day. The implied volatity was 19.19, the open interest changed by 342 which increased total open position to 343


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1 which increased total open position to 1


SENSEX 22APR2025 81700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 76993.32 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 81700 expiring on 22APR2025

Delta for 81700 PE is 0.00

Historical price for 81700 PE is as follows

On 17 Apr SENSEX was trading at 76993.32. 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