SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79000 CE | ||||||||||
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Delta: 0.34
Vega: 39.59
Theta: -56.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 422.8 | -557.20 | 17.53 | 79,140 | 9,974 | 11,665 | |||
| 19 Dec | 79218.05 | 980 | -710.85 | 16.48 | 6,789 | 1,666 | 1,691 | |||
| 18 Dec | 80182.20 | 1690.85 | -539.15 | 16.60 | 52 | 11 | 25 | |||
| 17 Dec | 80684.45 | 2230 | -370.00 | 19.13 | 2 | -1 | 14 | |||
| 16 Dec | 81748.57 | 2600 | 0.00 | 0.00 | 0 | 0 | 15 | |||
| 13 Dec | 82133.12 | 2600 | -360.00 | - | 1 | 1 | 15 | |||
| 12 Dec | 81289.96 | 2960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2960 | 0.00 | 0.00 | 0 | 0 | 14 | |||
| 10 Dec | 81510.05 | 2960 | -48.65 | 12.18 | 4 | 0 | 14 | |||
| 9 Dec | 81508.46 | 3008.65 | 0.00 | 0.00 | 0 | 0 | 14 | |||
| 6 Dec | 81709.12 | 3008.65 | 0.00 | 0.00 | 0 | 0 | 14 | |||
| 5 Dec | 81765.86 | 3008.65 | 703.65 | - | 10 | 3 | 14 | |||
| 4 Dec | 80956.33 | 2305 | 5.00 | - | 1 | 1 | 11 | |||
| 3 Dec | 80845.75 | 2300 | 0.00 | - | 2 | 0 | 10 | |||
| 2 Dec | 80248.08 | 2300 | 210.00 | 14.49 | 3 | 0 | 10 | |||
| 29 Nov | 79802.79 | 2090 | 403.20 | 14.47 | 33 | -6 | 10 | |||
| 28 Nov | 79043.74 | 1686.8 | -12.30 | 14.98 | 23 | 12 | 16 | |||
| 27 Nov | 80234.08 | 1699.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 26 Nov | 80004.06 | 1699.1 | 0.00 | 0.00 | 0 | 0 | 4 | |||
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| 25 Nov | 80109.85 | 1699.1 | -12.65 | - | 2 | 0 | 4 | |||
| 22 Nov | 79117.11 | 1711.75 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 21 Nov | 77155.79 | 1711.75 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 19 Nov | 77578.38 | 1711.75 | -1281.90 | 19.95 | 3 | 3 | 4 | |||
| 18 Nov | 77339.01 | 2993.65 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 14 Nov | 77580.31 | 2993.65 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 13 Nov | 77690.95 | 2993.65 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 12 Nov | 78675.18 | 2993.65 | 2993.65 | 24.24 | 1 | 1 | 1 | |||
| 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 79000 expiring on 27DEC2024
Delta for 79000 CE is 0.34
Historical price for 79000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 422.8, which was -557.20 lower than the previous day. The implied volatity was 17.53, the open interest changed by 9974 which increased total open position to 11665
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 980, which was -710.85 lower than the previous day. The implied volatity was 16.48, the open interest changed by 1666 which increased total open position to 1691
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1690.85, which was -539.15 lower than the previous day. The implied volatity was 16.60, the open interest changed by 11 which increased total open position to 25
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 2230, which was -370.00 lower than the previous day. The implied volatity was 19.13, the open interest changed by -1 which decreased total open position to 14
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 2600, 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 15
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 2600, which was -360.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2960, 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 2960, 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 14
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 2960, which was -48.65 lower than the previous day. The implied volatity was 12.18, the open interest changed by 0 which decreased total open position to 14
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 3008.65, 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 14
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 3008.65, 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 14
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 3008.65, which was 703.65 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 2305, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2300, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 2300, which was 210.00 higher than the previous day. The implied volatity was 14.49, the open interest changed by 0 which decreased total open position to 10
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 2090, which was 403.20 higher than the previous day. The implied volatity was 14.47, the open interest changed by -6 which decreased total open position to 10
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1686.8, which was -12.30 lower than the previous day. The implied volatity was 14.98, the open interest changed by 12 which increased total open position to 16
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1699.1, 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 1699.1, 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 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 1699.1, which was -12.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 1711.75, 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 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1711.75, 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1711.75, which was -1281.90 lower than the previous day. The implied volatity was 19.95, the open interest changed by 3 which increased total open position to 4
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2993.65, 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 1
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2993.65, 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 1
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 2993.65, 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 1
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 2993.65, which was 2993.65 higher than the previous day. The implied volatity was 24.24, the open interest changed by 1 which increased total open position to 1
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 79000 PE | |||||||
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Delta: -0.71
Vega: 37.22
Theta: -20.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1075 | 506.05 | 13.50 | 78,196 | 7,091 | 9,803 |
| 19 Dec | 79218.05 | 568.95 | 328.95 | 16.04 | 15,941 | 1,162 | 2,712 |
| 18 Dec | 80182.20 | 240 | 27.75 | 14.69 | 5,420 | 1,048 | 1,550 |
| 17 Dec | 80684.45 | 212.25 | 82.40 | 16.01 | 1,750 | 109 | 502 |
| 16 Dec | 81748.57 | 129.85 | 31.85 | 17.50 | 731 | 14 | 393 |
| 13 Dec | 82133.12 | 98 | -68.45 | 15.92 | 1,603 | 92 | 379 |
| 12 Dec | 81289.96 | 166.45 | 12.45 | 14.76 | 195 | 14 | 287 |
| 11 Dec | 81526.14 | 154 | -59.25 | 14.86 | 973 | -555 | 273 |
| 10 Dec | 81510.05 | 213.25 | -40.05 | 16.01 | 1,046 | 725 | 828 |
| 9 Dec | 81508.46 | 253.3 | 0.30 | 16.57 | 58 | -11 | 103 |
| 6 Dec | 81709.12 | 253 | -56.05 | 16.23 | 215 | -4 | 114 |
| 5 Dec | 81765.86 | 309.05 | -101.95 | 17.28 | 108 | -7 | 118 |
| 4 Dec | 80956.33 | 411 | -38.80 | 16.04 | 113 | 9 | 125 |
| 3 Dec | 80845.75 | 449.8 | -115.95 | 16.02 | 77 | -2 | 116 |
| 2 Dec | 80248.08 | 565.75 | -414.25 | 15.25 | 157 | 15 | 118 |
| 29 Nov | 79802.79 | 980 | 31.05 | 18.14 | 177 | 90 | 103 |
| 28 Nov | 79043.74 | 948.95 | 393.60 | 14.18 | 36 | 10 | 13 |
| 27 Nov | 80234.08 | 555.35 | -126.65 | 14.14 | 14 | 0 | 3 |
| 26 Nov | 80004.06 | 682 | 682.00 | 14.75 | 3 | 3 | 3 |
| 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 79000 expiring on 27DEC2024
Delta for 79000 PE is -0.71
Historical price for 79000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1075, which was 506.05 higher than the previous day. The implied volatity was 13.50, the open interest changed by 7091 which increased total open position to 9803
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 568.95, which was 328.95 higher than the previous day. The implied volatity was 16.04, the open interest changed by 1162 which increased total open position to 2712
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 240, which was 27.75 higher than the previous day. The implied volatity was 14.69, the open interest changed by 1048 which increased total open position to 1550
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 212.25, which was 82.40 higher than the previous day. The implied volatity was 16.01, the open interest changed by 109 which increased total open position to 502
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 129.85, which was 31.85 higher than the previous day. The implied volatity was 17.50, the open interest changed by 14 which increased total open position to 393
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 98, which was -68.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by 92 which increased total open position to 379
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 166.45, which was 12.45 higher than the previous day. The implied volatity was 14.76, the open interest changed by 14 which increased total open position to 287
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 154, which was -59.25 lower than the previous day. The implied volatity was 14.86, the open interest changed by -555 which decreased total open position to 273
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 213.25, which was -40.05 lower than the previous day. The implied volatity was 16.01, the open interest changed by 725 which increased total open position to 828
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 253.3, which was 0.30 higher than the previous day. The implied volatity was 16.57, the open interest changed by -11 which decreased total open position to 103
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 253, which was -56.05 lower than the previous day. The implied volatity was 16.23, the open interest changed by -4 which decreased total open position to 114
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 309.05, which was -101.95 lower than the previous day. The implied volatity was 17.28, the open interest changed by -7 which decreased total open position to 118
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 411, which was -38.80 lower than the previous day. The implied volatity was 16.04, the open interest changed by 9 which increased total open position to 125
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 449.8, which was -115.95 lower than the previous day. The implied volatity was 16.02, the open interest changed by -2 which decreased total open position to 116
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 565.75, which was -414.25 lower than the previous day. The implied volatity was 15.25, the open interest changed by 15 which increased total open position to 118
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 980, which was 31.05 higher than the previous day. The implied volatity was 18.14, the open interest changed by 90 which increased total open position to 103
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 948.95, which was 393.60 higher than the previous day. The implied volatity was 14.18, the open interest changed by 10 which increased total open position to 13
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 555.35, which was -126.65 lower than the previous day. The implied volatity was 14.14, the open interest changed by 0 which decreased total open position to 3
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 682, which was 682.00 higher than the previous day. The implied volatity was 14.75, the open interest changed by 3 which increased total open position to 3
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
