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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 82700 CE
Delta: 0.01
Vega: 1.42
Theta: -3.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 77298.84 3.4 -1.15 21.70 265 78 147
16 Apr 77044.29 5.05 4.15 21.93 803 69 69
15 Apr 76734.89 0 0 0.00 0 0 0

For Sensex - strike price 82700 expiring on 22APR2025

Delta for 82700 CE is 0.01

Historical price for 82700 CE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 3.4, which was -1.15 lower than the previous day. The implied volatity was 21.70, the open interest changed by 78 which increased total open position to 147


On 16 Apr SENSEX was trading at 77044.29. The strike last trading price was 5.05, which was 4.15 higher than the previous day. The implied volatity was 21.93, the open interest changed by 69 which increased total open position to 69


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 82700 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 2960 -1430.35 0.00 0 0 0
16 Apr 77044.29 2960 -1430.35 0.00 0 0 0
15 Apr 76734.89 2960 -1430.35 0.00 0 0 0

For Sensex - strike price 82700 expiring on 22APR2025

Delta for 82700 PE is 0.00

Historical price for 82700 PE is as follows

On 17 Apr SENSEX was trading at 77298.84. The strike last trading price was 2960, which was -1430.35 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 2960, which was -1430.35 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 2960, which was -1430.35 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0