SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 77000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 36.33
Theta: -65.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 1556.9 | 1556.90 | 19.42 | 250 | 104 | 104 | |||
| 19 Dec | 79218.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 77339.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 79496.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 79541.79 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77000 expiring on 27DEC2024
Delta for 77000 CE is 0.72
Historical price for 77000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1556.9, which was 1556.90 higher than the previous day. The implied volatity was 19.42, the open interest changed by 104 which increased total open position to 104
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 0, which was 0.00 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 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 0, which was 0.00 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 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 0, which was 0.00 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 Dec SENSEX was trading at 81748.57. The strike last trading price was 0, which was 0.00 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 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 0, which was 0.00 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 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 0, which was 0.00 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 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 0, which was 0.00 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 0, which was 0.00 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 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 0, which was 0.00 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 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 0, which was 0.00 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 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 0, which was 0.00 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 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 0, which was 0.00 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 0, which was 0.00 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 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 0, which was 0.00 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 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 0, which was 0.00 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 0, which was 0.00 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 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 0, which was 0.00 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 0, which was 0.00 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 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 0, which was 0.00 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 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 0, which was 0.00 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 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0, which was 0.00 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0, which was 0.00 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 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 0, which was 0.00 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 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 0, which was 0.00 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 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 0, which was 0.00 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 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 0, which was 0.00 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 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 0, which was 0.00 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 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 0, which was 0.00 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 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 0, which was 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 27DEC2024 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 33.27
Theta: -32.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 236.3 | 137.05 | 15.65 | 45,458 | 3,090 | 5,373 |
| 19 Dec | 79218.05 | 99.25 | 50.30 | 16.66 | 9,241 | 2,051 | 2,283 |
| 18 Dec | 80182.20 | 48.95 | -0.05 | 17.10 | 551 | 45 | 232 |
| 17 Dec | 80684.45 | 49 | 13.65 | 18.14 | 454 | -3 | 187 |
| 16 Dec | 81748.57 | 35.35 | -2.50 | 19.73 | 166 | 95 | 190 |
| 13 Dec | 82133.12 | 37.85 | -13.95 | 18.96 | 588 | 11 | 95 |
| 12 Dec | 81289.96 | 51.8 | -0.90 | 17.08 | 38 | 27 | 84 |
| 11 Dec | 81526.14 | 52.7 | -19.25 | 17.31 | 42 | -31 | 57 |
| 10 Dec | 81510.05 | 71.95 | -14.85 | 17.90 | 69 | 10 | 88 |
| 9 Dec | 81508.46 | 86.8 | -15.35 | 18.17 | 39 | 21 | 78 |
| 6 Dec | 81709.12 | 102.15 | -34.85 | 18.16 | 154 | 31 | 57 |
| 5 Dec | 81765.86 | 137 | -27.00 | 19.23 | 52 | -4 | 26 |
| 4 Dec | 80956.33 | 164 | -22.60 | 17.54 | 115 | -42 | 30 |
| 3 Dec | 80845.75 | 186.6 | -53.40 | 17.54 | 68 | 5 | 72 |
| 2 Dec | 80248.08 | 240 | -80.00 | 16.84 | 228 | 3 | 67 |
| 29 Nov | 79802.79 | 320 | 149.00 | 16.38 | 194 | 64 | 64 |
| 28 Nov | 79043.74 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 77580.31 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 77690.95 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 78675.18 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 79496.15 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 79486.32 | 171 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 79541.79 | 171 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 77000 expiring on 27DEC2024
Delta for 77000 PE is -0.24
Historical price for 77000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 236.3, which was 137.05 higher than the previous day. The implied volatity was 15.65, the open interest changed by 3090 which increased total open position to 5373
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 99.25, which was 50.30 higher than the previous day. The implied volatity was 16.66, the open interest changed by 2051 which increased total open position to 2283
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 48.95, which was -0.05 lower than the previous day. The implied volatity was 17.10, the open interest changed by 45 which increased total open position to 232
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 49, which was 13.65 higher than the previous day. The implied volatity was 18.14, the open interest changed by -3 which decreased total open position to 187
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 35.35, which was -2.50 lower than the previous day. The implied volatity was 19.73, the open interest changed by 95 which increased total open position to 190
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 37.85, which was -13.95 lower than the previous day. The implied volatity was 18.96, the open interest changed by 11 which increased total open position to 95
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 51.8, which was -0.90 lower than the previous day. The implied volatity was 17.08, the open interest changed by 27 which increased total open position to 84
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 52.7, which was -19.25 lower than the previous day. The implied volatity was 17.31, the open interest changed by -31 which decreased total open position to 57
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 71.95, which was -14.85 lower than the previous day. The implied volatity was 17.90, the open interest changed by 10 which increased total open position to 88
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 86.8, which was -15.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 21 which increased total open position to 78
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 102.15, which was -34.85 lower than the previous day. The implied volatity was 18.16, the open interest changed by 31 which increased total open position to 57
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 137, which was -27.00 lower than the previous day. The implied volatity was 19.23, the open interest changed by -4 which decreased total open position to 26
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 164, which was -22.60 lower than the previous day. The implied volatity was 17.54, the open interest changed by -42 which decreased total open position to 30
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 186.6, which was -53.40 lower than the previous day. The implied volatity was 17.54, the open interest changed by 5 which increased total open position to 72
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 240, which was -80.00 lower than the previous day. The implied volatity was 16.84, the open interest changed by 3 which increased total open position to 67
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 320, which was 149.00 higher than the previous day. The implied volatity was 16.38, the open interest changed by 64 which increased total open position to 64
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 171, which was 0.00 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 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 171, which was 0.00 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 171, which was 0.00 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 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 171, which was 0.00 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 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 171, which was 0.00 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 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 171, which was 0.00 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 171, which was 0.00 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 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 171, which was 0.00 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 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 171, which was 0.00 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 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 171, which was 0.00 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 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 171, which was 0.00 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 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 171, which was 0.00 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 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 171, which was 0.00 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 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 171, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
