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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 82500 CE
Delta: 0.02
Vega: 4.26
Theta: -8.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 78399.36 12.7 8.4 20.14 62,874 1,478 5,626
16 Apr 77044.29 4.7 -0.75 21.08 34,320 4,120 4,148
15 Apr 76734.89 4.35 0.75 20.30 64 28 28

For Sensex - strike price 82500 expiring on 22APR2025

Delta for 82500 CE is 0.02

Historical price for 82500 CE is as follows

On 17 Apr SENSEX was trading at 78399.36. The strike last trading price was 12.7, which was 8.4 higher than the previous day. The implied volatity was 20.14, the open interest changed by 1478 which increased total open position to 5626


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 4.7, which was -0.75 lower than the previous day. The implied volatity was 21.08, the open interest changed by 4120 which increased total open position to 4148


On 15 Apr SENSEX was trading at 76734.89. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 20.30, the open interest changed by 28 which increased total open position to 28


SENSEX 22APR2025 82500 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 82500 expiring on 22APR2025

Delta for 82500 PE is 0.00

Historical price for 82500 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