SENSEX - Statistics
Day Range
₹76,335.75 - ₹76,835.61
52w Range
₹85,978.25 - ₹70001.60
Underlying Assets & Securities
SENSEX
76,499.63
+169.62 (0.22%)
Frequently Asked Questions
What is the current spot price for SENSEX?
The current spot price for SENSEX is ₹76,499.63.
What is the minimum option lot size for SENSEX?
The minimum lot size for SENSEX is --.
Which SENSEX call and put option contract has the highest open interest?
The 76,500.00 strike for SENSEX call options have an OI of 58.94 Lakhs. The 76,500.00 strike for SENSEX put options has an OI of 63.60 Lakhs
What is the current at-the-money (ATM) strike for SENSEX and what is its price?
The current ATM strike for SENSEX is 76,400.00. The call price is ₹99.15 and the put price is ₹0.05.
What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for SENSEX?
The PCR for the 76,400.00 strike is 3.07.
What is the implied volatility of SENSEX?
The implied volatility (IV) of at-the-money SENSEX call is 339.84% and 125.00% for puts.
How much will the price change of the at-the-money (ATM) strike for SENSEX call options if SENSEX moves up in price by ₹1?
The ATM strike is 76,400.00 and the call option is priced at ₹99.15. If SENSEX moves up by ₹1, then the approximate change in price for the option is +₹0.8907. The value of 0.8907 is the option's 'Delta'.
