SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 78600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 42.17
Theta: -60.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 553.45 | 553.45 | 17.12 | 6,194 | 873 | 873 | |||
| 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 | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 78600 expiring on 27DEC2024
Delta for 78600 CE is 0.42
Historical price for 78600 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 553.45, which was 553.45 higher than the previous day. The implied volatity was 17.12, the open interest changed by 873 which increased total open position to 873
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 78600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 41.60
Theta: -27.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 818.3 | 400.90 | 13.70 | 20,606 | 163 | 612 |
| 19 Dec | 79218.05 | 417.4 | 227.25 | 16.05 | 2,247 | 387 | 449 |
| 18 Dec | 80182.20 | 190.15 | 54.80 | 15.61 | 44 | 8 | 62 |
| 17 Dec | 80684.45 | 135.35 | 38.35 | 15.60 | 77 | 40 | 54 |
| 16 Dec | 81748.57 | 97 | -53.00 | 17.80 | 67 | -19 | 14 |
| 13 Dec | 82133.12 | 150 | 22.30 | 19.35 | 76 | 17 | 33 |
| 12 Dec | 81289.96 | 127.7 | 5.30 | 15.10 | 34 | 0 | 16 |
| 11 Dec | 81526.14 | 122.4 | -45.10 | 15.31 | 12 | -12 | 16 |
| 10 Dec | 81510.05 | 167.5 | -35.85 | 16.26 | 52 | 11 | 28 |
| 9 Dec | 81508.46 | 203.35 | -5.10 | 16.84 | 58 | -27 | 17 |
| 6 Dec | 81709.12 | 208.45 | -35.50 | 16.56 | 65 | 23 | 44 |
| 5 Dec | 81765.86 | 243.95 | -132.00 | 17.25 | 70 | 20 | 21 |
| 4 Dec | 80956.33 | 375.95 | -0.45 | 16.93 | 17 | -5 | 1 |
| 3 Dec | 80845.75 | 376.4 | -70.30 | 16.28 | 33 | 1 | 6 |
| 2 Dec | 80248.08 | 446.7 | -94.50 | 15.08 | 30 | 4 | 5 |
| 29 Nov | 79802.79 | 541.2 | -221.15 | 14.22 | 19 | 1 | 1 |
| 28 Nov | 79043.74 | 762.35 | 762.35 | 13.84 | 42 | 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 78600 expiring on 27DEC2024
Delta for 78600 PE is -0.60
Historical price for 78600 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 818.3, which was 400.90 higher than the previous day. The implied volatity was 13.70, the open interest changed by 163 which increased total open position to 612
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 417.4, which was 227.25 higher than the previous day. The implied volatity was 16.05, the open interest changed by 387 which increased total open position to 449
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 190.15, which was 54.80 higher than the previous day. The implied volatity was 15.61, the open interest changed by 8 which increased total open position to 62
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 135.35, which was 38.35 higher than the previous day. The implied volatity was 15.60, the open interest changed by 40 which increased total open position to 54
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 97, which was -53.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by -19 which decreased total open position to 14
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 150, which was 22.30 higher than the previous day. The implied volatity was 19.35, the open interest changed by 17 which increased total open position to 33
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 127.7, which was 5.30 higher than the previous day. The implied volatity was 15.10, the open interest changed by 0 which decreased total open position to 16
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 122.4, which was -45.10 lower than the previous day. The implied volatity was 15.31, the open interest changed by -12 which decreased total open position to 16
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 167.5, which was -35.85 lower than the previous day. The implied volatity was 16.26, the open interest changed by 11 which increased total open position to 28
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 203.35, which was -5.10 lower than the previous day. The implied volatity was 16.84, the open interest changed by -27 which decreased total open position to 17
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 208.45, which was -35.50 lower than the previous day. The implied volatity was 16.56, the open interest changed by 23 which increased total open position to 44
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 243.95, which was -132.00 lower than the previous day. The implied volatity was 17.25, the open interest changed by 20 which increased total open position to 21
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 375.95, which was -0.45 lower than the previous day. The implied volatity was 16.93, the open interest changed by -5 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 376.4, which was -70.30 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 6
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 446.7, which was -94.50 lower than the previous day. The implied volatity was 15.08, the open interest changed by 4 which increased total open position to 5
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 541.2, which was -221.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 1 which increased total open position to 1
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 762.35, which was 762.35 higher than the previous day. The implied volatity was 13.84, 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
