SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79100 CE | ||||||||||
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Delta: 0.32
Vega: 38.40
Theta: -53.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 369.2 | -556.30 | 16.97 | 13,893 | 1,674 | 1,915 | |||
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| 19 Dec | 79218.05 | 925.5 | -357.45 | 16.52 | 854 | 241 | 241 | |||
| 18 Dec | 80182.20 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 1282.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 1282.95 | 1282.95 | 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 79100 expiring on 27DEC2024
Delta for 79100 CE is 0.32
Historical price for 79100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 369.2, which was -556.30 lower than the previous day. The implied volatity was 16.97, the open interest changed by 1674 which increased total open position to 1915
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 925.5, which was -357.45 lower than the previous day. The implied volatity was 16.52, the open interest changed by 241 which increased total open position to 241
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, 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 1282.95, which was 1282.95 higher 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 79100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 36.20
Theta: -20.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1162.1 | 552.10 | 13.92 | 13,220 | 548 | 802 |
| 19 Dec | 79218.05 | 610 | 347.65 | 15.99 | 1,878 | -27 | 254 |
| 18 Dec | 80182.20 | 262.35 | 51.15 | 14.65 | 289 | 223 | 281 |
| 17 Dec | 80684.45 | 211.2 | 88.80 | 15.45 | 155 | 44 | 58 |
| 16 Dec | 81748.57 | 122.4 | 17.65 | 16.79 | 31 | 8 | 14 |
| 13 Dec | 82133.12 | 104.75 | -82.70 | 15.83 | 343 | 6 | 6 |
| 12 Dec | 81289.96 | 187.45 | 12.65 | 14.93 | 22 | -20 | 0 |
| 11 Dec | 81526.14 | 174.8 | -114.85 | 15.07 | 67 | 0 | 20 |
| 10 Dec | 81510.05 | 289.65 | 29.65 | 17.41 | 35 | 4 | 20 |
| 9 Dec | 81508.46 | 260 | 0.00 | 0.00 | 0 | 0 | 16 |
| 6 Dec | 81709.12 | 260 | -37.15 | 16.03 | 40 | 4 | 16 |
| 5 Dec | 81765.86 | 297.15 | -135.00 | 16.69 | 66 | 11 | 12 |
| 4 Dec | 80956.33 | 432.15 | -11.00 | 16.01 | 29 | -9 | 1 |
| 3 Dec | 80845.75 | 443.15 | -123.95 | 15.53 | 26 | 0 | 10 |
| 2 Dec | 80248.08 | 567.1 | -99.85 | 14.86 | 41 | 4 | 10 |
| 29 Nov | 79802.79 | 666.95 | -186.45 | 13.84 | 23 | 3 | 6 |
| 28 Nov | 79043.74 | 853.4 | 162.10 | 12.59 | 7 | 2 | 3 |
| 27 Nov | 80234.08 | 691.3 | 691.30 | 15.50 | 1 | 1 | 1 |
| 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 79100 expiring on 27DEC2024
Delta for 79100 PE is -0.72
Historical price for 79100 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1162.1, which was 552.10 higher than the previous day. The implied volatity was 13.92, the open interest changed by 548 which increased total open position to 802
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 610, which was 347.65 higher than the previous day. The implied volatity was 15.99, the open interest changed by -27 which decreased total open position to 254
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 262.35, which was 51.15 higher than the previous day. The implied volatity was 14.65, the open interest changed by 223 which increased total open position to 281
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 211.2, which was 88.80 higher than the previous day. The implied volatity was 15.45, the open interest changed by 44 which increased total open position to 58
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 122.4, which was 17.65 higher than the previous day. The implied volatity was 16.79, the open interest changed by 8 which increased total open position to 14
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 104.75, which was -82.70 lower than the previous day. The implied volatity was 15.83, the open interest changed by 6 which increased total open position to 6
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 187.45, which was 12.65 higher than the previous day. The implied volatity was 14.93, the open interest changed by -20 which decreased total open position to 0
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 174.8, which was -114.85 lower than the previous day. The implied volatity was 15.07, the open interest changed by 0 which decreased total open position to 20
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 289.65, which was 29.65 higher than the previous day. The implied volatity was 17.41, the open interest changed by 4 which increased total open position to 20
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 260, 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 16
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 260, which was -37.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by 4 which increased total open position to 16
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 297.15, which was -135.00 lower than the previous day. The implied volatity was 16.69, the open interest changed by 11 which increased total open position to 12
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 432.15, which was -11.00 lower than the previous day. The implied volatity was 16.01, the open interest changed by -9 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 443.15, which was -123.95 lower than the previous day. The implied volatity was 15.53, 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 567.1, which was -99.85 lower than the previous day. The implied volatity was 14.86, the open interest changed by 4 which increased total open position to 10
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 666.95, which was -186.45 lower than the previous day. The implied volatity was 13.84, the open interest changed by 3 which increased total open position to 6
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 853.4, which was 162.10 higher than the previous day. The implied volatity was 12.59, the open interest changed by 2 which increased total open position to 3
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 691.3, which was 691.30 higher than the previous day. The implied volatity was 15.50, the open interest changed by 1 which increased total open position to 1
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
