SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 78900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 40.21
Theta: -56.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 434.65 | -616.85 | 16.98 | 12,148 | 1,444 | 1,529 | |||
| 19 Dec | 79218.05 | 1051.5 | 1051.50 | 16.77 | 379 | 85 | 85 | |||
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 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 78900 expiring on 27DEC2024
Delta for 78900 CE is 0.35
Historical price for 78900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 434.65, which was -616.85 lower than the previous day. The implied volatity was 16.98, the open interest changed by 1444 which increased total open position to 1529
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1051.5, which was 1051.50 higher than the previous day. The implied volatity was 16.77, the open interest changed by 85 which increased total open position to 85
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 78900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 38.44
Theta: -21.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1000 | 778.30 | 13.37 | 9,655 | 363 | 701 |
| 19 Dec | 79218.05 | 221.7 | 0.00 | 0.00 | 0 | 0 | 338 |
| 18 Dec | 80182.20 | 221.7 | 24.45 | 14.79 | 315 | 251 | 338 |
| 17 Dec | 80684.45 | 197.25 | 75.25 | 16.10 | 415 | 6 | 87 |
| 16 Dec | 81748.57 | 122 | -32.95 | 17.62 | 206 | -3 | 81 |
| 13 Dec | 82133.12 | 154.95 | -16.10 | 18.38 | 96 | 4 | 84 |
| 12 Dec | 81289.96 | 171.05 | 26.45 | 15.28 | 18 | -15 | 80 |
| 11 Dec | 81526.14 | 144.6 | -66.85 | 14.95 | 114 | 13 | 95 |
| 10 Dec | 81510.05 | 211.45 | -12.10 | 16.34 | 106 | 66 | 82 |
| 9 Dec | 81508.46 | 223.55 | -16.85 | 16.25 | 18 | 11 | 16 |
| 6 Dec | 81709.12 | 240.4 | -30.45 | 16.30 | 20 | 0 | 5 |
| 5 Dec | 81765.86 | 270.85 | -123.80 | 16.83 | 61 | 0 | 5 |
| 4 Dec | 80956.33 | 394.65 | -32.60 | 16.14 | 24 | -10 | 5 |
| 3 Dec | 80845.75 | 427.25 | -80.00 | 16.03 | 31 | 10 | 15 |
| 2 Dec | 80248.08 | 507.25 | -105.85 | 14.82 | 34 | 3 | 5 |
| 29 Nov | 79802.79 | 613.1 | -234.00 | 13.98 | 31 | -10 | 2 |
| 28 Nov | 79043.74 | 847.1 | 847.10 | 13.48 | 16 | 12 | 12 |
| 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 78900 expiring on 27DEC2024
Delta for 78900 PE is -0.68
Historical price for 78900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1000, which was 778.30 higher than the previous day. The implied volatity was 13.37, the open interest changed by 363 which increased total open position to 701
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 221.7, 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 338
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 221.7, which was 24.45 higher than the previous day. The implied volatity was 14.79, the open interest changed by 251 which increased total open position to 338
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 197.25, which was 75.25 higher than the previous day. The implied volatity was 16.10, the open interest changed by 6 which increased total open position to 87
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 122, which was -32.95 lower than the previous day. The implied volatity was 17.62, the open interest changed by -3 which decreased total open position to 81
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 154.95, which was -16.10 lower than the previous day. The implied volatity was 18.38, the open interest changed by 4 which increased total open position to 84
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 171.05, which was 26.45 higher than the previous day. The implied volatity was 15.28, the open interest changed by -15 which decreased total open position to 80
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 144.6, which was -66.85 lower than the previous day. The implied volatity was 14.95, the open interest changed by 13 which increased total open position to 95
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 211.45, which was -12.10 lower than the previous day. The implied volatity was 16.34, the open interest changed by 66 which increased total open position to 82
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 223.55, which was -16.85 lower than the previous day. The implied volatity was 16.25, the open interest changed by 11 which increased total open position to 16
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 240.4, which was -30.45 lower than the previous day. The implied volatity was 16.30, the open interest changed by 0 which decreased total open position to 5
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 270.85, which was -123.80 lower than the previous day. The implied volatity was 16.83, the open interest changed by 0 which decreased total open position to 5
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 394.65, which was -32.60 lower than the previous day. The implied volatity was 16.14, the open interest changed by -10 which decreased total open position to 5
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 427.25, which was -80.00 lower than the previous day. The implied volatity was 16.03, the open interest changed by 10 which increased total open position to 15
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 507.25, which was -105.85 lower than the previous day. The implied volatity was 14.82, the open interest changed by 3 which increased total open position to 5
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 613.1, which was -234.00 lower than the previous day. The implied volatity was 13.98, the open interest changed by -10 which decreased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 847.1, which was 847.10 higher than the previous day. The implied volatity was 13.48, the open interest changed by 12 which increased total open position to 12
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
