SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 78500 CE | ||||||||||
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Delta: 0.44
Vega: 42.59
Theta: -61.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 600 | 600.00 | 17.23 | 31,340 | 8,459 | 8,459 | |||
| 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 | |||
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| 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 | |||
| 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 78500 expiring on 27DEC2024
Delta for 78500 CE is 0.44
Historical price for 78500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 600, which was 600.00 higher than the previous day. The implied volatity was 17.23, the open interest changed by 8459 which increased total open position to 8459
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 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 42.46
Theta: -34.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 838.9 | 431.65 | 15.60 | 58,075 | 7,591 | 8,931 |
| 19 Dec | 79218.05 | 407.25 | 242.00 | 16.60 | 14,919 | -14 | 1,340 |
| 18 Dec | 80182.20 | 165.25 | 21.20 | 15.37 | 2,904 | 786 | 1,354 |
| 17 Dec | 80684.45 | 144.05 | 53.90 | 16.39 | 777 | 76 | 568 |
| 16 Dec | 81748.57 | 90.15 | 10.15 | 17.87 | 871 | 299 | 492 |
| 13 Dec | 82133.12 | 80 | -38.45 | 16.86 | 1,319 | -123 | 193 |
| 12 Dec | 81289.96 | 118.45 | 12.45 | 15.15 | 373 | 96 | 316 |
| 11 Dec | 81526.14 | 106 | -34.65 | 15.08 | 362 | 25 | 220 |
| 10 Dec | 81510.05 | 140.65 | -56.35 | 15.81 | 381 | 153 | 195 |
| 9 Dec | 81508.46 | 197 | -0.10 | 17.03 | 85 | -19 | 42 |
| 6 Dec | 81709.12 | 197.1 | -37.50 | 16.60 | 176 | -52 | 61 |
| 5 Dec | 81765.86 | 234.6 | -100.20 | 17.36 | 128 | 30 | 113 |
| 4 Dec | 80956.33 | 334.8 | -5.85 | 16.54 | 146 | 77 | 83 |
| 3 Dec | 80845.75 | 340.65 | -98.85 | 16.00 | 29 | -3 | 6 |
| 2 Dec | 80248.08 | 439.5 | -76.85 | 15.35 | 36 | 6 | 9 |
| 29 Nov | 79802.79 | 516.35 | -219.35 | 14.27 | 24 | -2 | 3 |
| 28 Nov | 79043.74 | 735.7 | 309.90 | 13.96 | 31 | -25 | 5 |
| 27 Nov | 80234.08 | 425.8 | 425.80 | 14.13 | 30 | 30 | 30 |
| 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 |
| 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 78500 expiring on 27DEC2024
Delta for 78500 PE is -0.57
Historical price for 78500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 838.9, which was 431.65 higher than the previous day. The implied volatity was 15.60, the open interest changed by 7591 which increased total open position to 8931
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 407.25, which was 242.00 higher than the previous day. The implied volatity was 16.60, the open interest changed by -14 which decreased total open position to 1340
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 165.25, which was 21.20 higher than the previous day. The implied volatity was 15.37, the open interest changed by 786 which increased total open position to 1354
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 144.05, which was 53.90 higher than the previous day. The implied volatity was 16.39, the open interest changed by 76 which increased total open position to 568
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 90.15, which was 10.15 higher than the previous day. The implied volatity was 17.87, the open interest changed by 299 which increased total open position to 492
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 80, which was -38.45 lower than the previous day. The implied volatity was 16.86, the open interest changed by -123 which decreased total open position to 193
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 118.45, which was 12.45 higher than the previous day. The implied volatity was 15.15, the open interest changed by 96 which increased total open position to 316
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 106, which was -34.65 lower than the previous day. The implied volatity was 15.08, the open interest changed by 25 which increased total open position to 220
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 140.65, which was -56.35 lower than the previous day. The implied volatity was 15.81, the open interest changed by 153 which increased total open position to 195
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 197, which was -0.10 lower than the previous day. The implied volatity was 17.03, the open interest changed by -19 which decreased total open position to 42
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 197.1, which was -37.50 lower than the previous day. The implied volatity was 16.60, the open interest changed by -52 which decreased total open position to 61
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 234.6, which was -100.20 lower than the previous day. The implied volatity was 17.36, the open interest changed by 30 which increased total open position to 113
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 334.8, which was -5.85 lower than the previous day. The implied volatity was 16.54, the open interest changed by 77 which increased total open position to 83
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 340.65, which was -98.85 lower than the previous day. The implied volatity was 16.00, the open interest changed by -3 which decreased total open position to 6
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 439.5, which was -76.85 lower than the previous day. The implied volatity was 15.35, the open interest changed by 6 which increased total open position to 9
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 516.35, which was -219.35 lower than the previous day. The implied volatity was 14.27, the open interest changed by -2 which decreased total open position to 3
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 735.7, which was 309.90 higher than the previous day. The implied volatity was 13.96, the open interest changed by -25 which decreased total open position to 5
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 425.8, which was 425.80 higher than the previous day. The implied volatity was 14.13, the open interest changed by 30 which increased total open position to 30
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
