SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 77500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
| 20 Nov | 77578.38 | 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 77500 expiring on 27DEC2024
Delta for 77500 CE is 0.00
Historical price for 77500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. 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 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 20 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 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 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 39.30
Theta: -35.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 369.55 | 214.80 | 15.33 | 30,049 | 1,659 | 2,897 |
| 19 Dec | 79218.05 | 154.75 | 66.40 | 16.21 | 8,716 | 785 | 1,238 |
| 18 Dec | 80182.20 | 88.35 | 18.35 | 17.28 | 897 | 163 | 453 |
| 17 Dec | 80684.45 | 70 | 22.00 | 17.54 | 340 | -47 | 290 |
| 16 Dec | 81748.57 | 48 | -18.40 | 19.09 | 636 | 247 | 337 |
| 13 Dec | 82133.12 | 66.4 | 0.00 | 19.45 | 146 | 21 | 90 |
| 12 Dec | 81289.96 | 66.4 | 2.45 | 16.36 | 2 | 0 | 0 |
| 11 Dec | 81526.14 | 63.95 | -52.05 | 16.46 | 62 | 5 | 69 |
| 10 Dec | 81510.05 | 116 | 1.20 | 18.30 | 11 | 11 | 64 |
| 9 Dec | 81508.46 | 114.8 | -12.50 | 17.80 | 2 | 0 | 53 |
| 6 Dec | 81709.12 | 127.3 | -12.80 | 17.65 | 115 | 19 | 53 |
| 5 Dec | 81765.86 | 140.1 | -101.65 | 17.88 | 47 | 22 | 34 |
| 4 Dec | 80956.33 | 241.75 | 11.75 | 17.99 | 32 | -6 | 12 |
| 3 Dec | 80845.75 | 230 | -50.00 | 17.08 | 49 | -10 | 18 |
| 2 Dec | 80248.08 | 280 | -63.60 | 16.07 | 43 | 22 | 28 |
| 29 Nov | 79802.79 | 343.6 | -127.15 | 15.18 | 24 | 2 | 6 |
| 28 Nov | 79043.74 | 470.75 | 470.75 | 14.47 | 8 | 4 | 4 |
| 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 |
| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 77578.38 | 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 77500 expiring on 27DEC2024
Delta for 77500 PE is -0.33
Historical price for 77500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 369.55, which was 214.80 higher than the previous day. The implied volatity was 15.33, the open interest changed by 1659 which increased total open position to 2897
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 154.75, which was 66.40 higher than the previous day. The implied volatity was 16.21, the open interest changed by 785 which increased total open position to 1238
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 88.35, which was 18.35 higher than the previous day. The implied volatity was 17.28, the open interest changed by 163 which increased total open position to 453
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 70, which was 22.00 higher than the previous day. The implied volatity was 17.54, the open interest changed by -47 which decreased total open position to 290
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 48, which was -18.40 lower than the previous day. The implied volatity was 19.09, the open interest changed by 247 which increased total open position to 337
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 66.4, which was 0.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 21 which increased total open position to 90
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 66.4, which was 2.45 higher than the previous day. The implied volatity was 16.36, 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 63.95, which was -52.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 5 which increased total open position to 69
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 116, which was 1.20 higher than the previous day. The implied volatity was 18.30, the open interest changed by 11 which increased total open position to 64
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 114.8, which was -12.50 lower than the previous day. The implied volatity was 17.80, the open interest changed by 0 which decreased total open position to 53
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 127.3, which was -12.80 lower than the previous day. The implied volatity was 17.65, the open interest changed by 19 which increased total open position to 53
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 140.1, which was -101.65 lower than the previous day. The implied volatity was 17.88, the open interest changed by 22 which increased total open position to 34
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 241.75, which was 11.75 higher than the previous day. The implied volatity was 17.99, the open interest changed by -6 which decreased total open position to 12
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 230, which was -50.00 lower than the previous day. The implied volatity was 17.08, the open interest changed by -10 which decreased total open position to 18
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 280, which was -63.60 lower than the previous day. The implied volatity was 16.07, the open interest changed by 22 which increased total open position to 28
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 343.6, which was -127.15 lower than the previous day. The implied volatity was 15.18, the open interest changed by 2 which increased total open position to 6
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 470.75, which was 470.75 higher than the previous day. The implied volatity was 14.47, the open interest changed by 4 which increased total open position to 4
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 20 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 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
