SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 78000 CE | ||||||||||
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Delta: 0.55
Vega: 42.81
Theta: -64.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 840 | 840.00 | 17.21 | 14,504 | 4,465 | 4,465 | |||
| 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 | |||
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| 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 78000 expiring on 27DEC2024
Delta for 78000 CE is 0.55
Historical price for 78000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 840, which was 840.00 higher than the previous day. The implied volatity was 17.21, the open interest changed by 4465 which increased total open position to 4465
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 42.73
Theta: -35.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 543 | 293.00 | 14.73 | 49,197 | 2,982 | 7,531 |
| 19 Dec | 79218.05 | 250 | 125.05 | 16.14 | 20,470 | 3,980 | 4,549 |
| 18 Dec | 80182.20 | 124.95 | 29.95 | 16.52 | 2,152 | 30 | 569 |
| 17 Dec | 80684.45 | 95 | 26.20 | 16.71 | 1,310 | 331 | 539 |
| 16 Dec | 81748.57 | 68.8 | 2.35 | 18.67 | 910 | 53 | 208 |
| 13 Dec | 82133.12 | 66.45 | -17.85 | 17.83 | 485 | 6 | 155 |
| 12 Dec | 81289.96 | 84.3 | 38.60 | 15.57 | 71 | 58 | 149 |
| 11 Dec | 81526.14 | 45.7 | -77.80 | 13.91 | 68 | 12 | 91 |
| 10 Dec | 81510.05 | 123.5 | -23.90 | 16.93 | 85 | 38 | 79 |
| 9 Dec | 81508.46 | 147.4 | -19.75 | 17.31 | 58 | 24 | 41 |
| 6 Dec | 81709.12 | 167.15 | -22.75 | 17.39 | 9 | -1 | 17 |
| 5 Dec | 81765.86 | 189.9 | -69.05 | 17.84 | 49 | -8 | 18 |
| 4 Dec | 80956.33 | 258.95 | -20.65 | 16.74 | 62 | -3 | 26 |
| 3 Dec | 80845.75 | 279.6 | -76.50 | 16.54 | 38 | 1 | 29 |
| 2 Dec | 80248.08 | 356.1 | -78.90 | 15.79 | 100 | 9 | 28 |
| 29 Nov | 79802.79 | 435 | 102.00 | 14.93 | 15 | 11 | 19 |
| 28 Nov | 79043.74 | 333 | -18.00 | 10.68 | 1 | 0 | 8 |
| 27 Nov | 80234.08 | 351 | -390.00 | 14.63 | 1 | 1 | 8 |
| 26 Nov | 80004.06 | 741 | 0.00 | 0.00 | 0 | 0 | 7 |
| 25 Nov | 80109.85 | 741 | -261.00 | 19.40 | 3 | 2 | 7 |
| 22 Nov | 79117.11 | 1002 | -199.90 | 18.43 | 5 | 1 | 6 |
| 21 Nov | 77155.79 | 1201.9 | 4.50 | 12.02 | 1 | 1 | 5 |
| 20 Nov | 77578.38 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 18 Nov | 77339.01 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 14 Nov | 77580.31 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 13 Nov | 77690.95 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 12 Nov | 78675.18 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 11 Nov | 79496.15 | 1197.4 | 0.00 | 0.00 | 0 | 0 | 4 |
| 8 Nov | 79486.32 | 1197.4 | 1197.40 | 19.57 | 4 | 4 | 4 |
| 7 Nov | 79541.79 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 78000 expiring on 27DEC2024
Delta for 78000 PE is -0.45
Historical price for 78000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 543, which was 293.00 higher than the previous day. The implied volatity was 14.73, the open interest changed by 2982 which increased total open position to 7531
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 250, which was 125.05 higher than the previous day. The implied volatity was 16.14, the open interest changed by 3980 which increased total open position to 4549
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 124.95, which was 29.95 higher than the previous day. The implied volatity was 16.52, the open interest changed by 30 which increased total open position to 569
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 95, which was 26.20 higher than the previous day. The implied volatity was 16.71, the open interest changed by 331 which increased total open position to 539
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 68.8, which was 2.35 higher than the previous day. The implied volatity was 18.67, the open interest changed by 53 which increased total open position to 208
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 66.45, which was -17.85 lower than the previous day. The implied volatity was 17.83, the open interest changed by 6 which increased total open position to 155
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 84.3, which was 38.60 higher than the previous day. The implied volatity was 15.57, the open interest changed by 58 which increased total open position to 149
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 45.7, which was -77.80 lower than the previous day. The implied volatity was 13.91, the open interest changed by 12 which increased total open position to 91
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 123.5, which was -23.90 lower than the previous day. The implied volatity was 16.93, the open interest changed by 38 which increased total open position to 79
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 147.4, which was -19.75 lower than the previous day. The implied volatity was 17.31, the open interest changed by 24 which increased total open position to 41
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 167.15, which was -22.75 lower than the previous day. The implied volatity was 17.39, the open interest changed by -1 which decreased total open position to 17
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 189.9, which was -69.05 lower than the previous day. The implied volatity was 17.84, the open interest changed by -8 which decreased total open position to 18
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 258.95, which was -20.65 lower than the previous day. The implied volatity was 16.74, the open interest changed by -3 which decreased total open position to 26
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 279.6, which was -76.50 lower than the previous day. The implied volatity was 16.54, the open interest changed by 1 which increased total open position to 29
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 356.1, which was -78.90 lower than the previous day. The implied volatity was 15.79, the open interest changed by 9 which increased total open position to 28
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 435, which was 102.00 higher than the previous day. The implied volatity was 14.93, the open interest changed by 11 which increased total open position to 19
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 333, which was -18.00 lower than the previous day. The implied volatity was 10.68, the open interest changed by 0 which decreased total open position to 8
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 351, which was -390.00 lower than the previous day. The implied volatity was 14.63, the open interest changed by 1 which increased total open position to 8
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 741, 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 7
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 741, which was -261.00 lower than the previous day. The implied volatity was 19.40, the open interest changed by 2 which increased total open position to 7
On 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 1002, which was -199.90 lower than the previous day. The implied volatity was 18.43, the open interest changed by 1 which increased total open position to 6
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1201.9, which was 4.50 higher than the previous day. The implied volatity was 12.02, the open interest changed by 1 which increased total open position to 5
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 1197.4, 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 1197.4, 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 4
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1197.4, 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 4
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1197.4, 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 4
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1197.4, 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 4
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1197.4, 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 4
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 1197.4, 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 4
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 1197.4, which was 1197.40 higher than the previous day. The implied volatity was 19.57, the open interest changed by 4 which increased total open position to 4
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
