SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79200 CE | ||||||||||
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Delta: 0.31
Vega: 37.98
Theta: -55.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 377.9 | -502.10 | 17.99 | 17,174 | 838 | 1,809 | |||
| 19 Dec | 79218.05 | 880 | -1262.00 | 16.71 | 3,883 | 971 | 971 | |||
| 18 Dec | 80182.20 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 81510.05 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 2142 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 2142 | -0.10 | 14.25 | 1 | -1 | 0 | |||
| 29 Nov | 79802.79 | 2142.1 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 79043.74 | 2142.1 | 449.15 | 21.42 | 1 | 1 | 1 | |||
| 27 Nov | 80234.08 | 1692.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 1692.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 1692.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 1692.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 1692.95 | 1692.95 | 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 79200 expiring on 27DEC2024
Delta for 79200 CE is 0.31
Historical price for 79200 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 377.9, which was -502.10 lower than the previous day. The implied volatity was 17.99, the open interest changed by 838 which increased total open position to 1809
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 880, which was -1262.00 lower than the previous day. The implied volatity was 16.71, the open interest changed by 971 which increased total open position to 971
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, 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 2142, which was -0.10 lower than the previous day. The implied volatity was 14.25, the open interest changed by -1 which decreased total open position to 0
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 2142.1, 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 1
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 2142.1, which was 449.15 higher than the previous day. The implied volatity was 21.42, the open interest changed by 1 which increased total open position to 1
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1692.95, 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 1692.95, 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 1692.95, 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 1692.95, 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 1692.95, which was 1692.95 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 79200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 34.55
Theta: -17.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1229.75 | 566.75 | 13.74 | 10,366 | 337 | 869 |
| 19 Dec | 79218.05 | 663 | 377.95 | 16.16 | 2,911 | 256 | 532 |
| 18 Dec | 80182.20 | 285.05 | 44.45 | 14.59 | 377 | 198 | 276 |
| 17 Dec | 80684.45 | 240.6 | 97.55 | 15.70 | 218 | 62 | 78 |
| 16 Dec | 81748.57 | 143.05 | -53.20 | 17.12 | 67 | -6 | 16 |
| 13 Dec | 82133.12 | 196.25 | -7.50 | 18.50 | 60 | 20 | 22 |
| 12 Dec | 81289.96 | 203.75 | 14.80 | 14.94 | 15 | -15 | 2 |
| 11 Dec | 81526.14 | 188.95 | -46.95 | 15.07 | 30 | 1 | 17 |
| 10 Dec | 81510.05 | 235.9 | -36.60 | 15.78 | 30 | -1 | 16 |
| 9 Dec | 81508.46 | 272.5 | 0.00 | 0.00 | 0 | 0 | 17 |
| 6 Dec | 81709.12 | 272.5 | -36.65 | 15.95 | 19 | 3 | 17 |
| 5 Dec | 81765.86 | 309.15 | -149.35 | 16.57 | 72 | 12 | 14 |
| 4 Dec | 80956.33 | 458.5 | -12.80 | 16.05 | 15 | -3 | 2 |
| 3 Dec | 80845.75 | 471.3 | -111.40 | 15.58 | 33 | 3 | 5 |
| 2 Dec | 80248.08 | 582.7 | -121.45 | 14.65 | 34 | -4 | 2 |
| 29 Nov | 79802.79 | 704.15 | -262.55 | 13.87 | 11 | 6 | 6 |
| 28 Nov | 79043.74 | 966.7 | -607.35 | 13.40 | 34 | 0 | 0 |
| 27 Nov | 80234.08 | 1574.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 1574.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 1574.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1574.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1574.05 | 1574.05 | 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 79200 expiring on 27DEC2024
Delta for 79200 PE is -0.75
Historical price for 79200 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1229.75, which was 566.75 higher than the previous day. The implied volatity was 13.74, the open interest changed by 337 which increased total open position to 869
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 663, which was 377.95 higher than the previous day. The implied volatity was 16.16, the open interest changed by 256 which increased total open position to 532
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 285.05, which was 44.45 higher than the previous day. The implied volatity was 14.59, the open interest changed by 198 which increased total open position to 276
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 240.6, which was 97.55 higher than the previous day. The implied volatity was 15.70, the open interest changed by 62 which increased total open position to 78
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 143.05, which was -53.20 lower than the previous day. The implied volatity was 17.12, the open interest changed by -6 which decreased total open position to 16
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 196.25, which was -7.50 lower than the previous day. The implied volatity was 18.50, the open interest changed by 20 which increased total open position to 22
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 203.75, which was 14.80 higher than the previous day. The implied volatity was 14.94, the open interest changed by -15 which decreased total open position to 2
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 188.95, which was -46.95 lower than the previous day. The implied volatity was 15.07, the open interest changed by 1 which increased total open position to 17
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 235.9, which was -36.60 lower than the previous day. The implied volatity was 15.78, the open interest changed by -1 which decreased total open position to 16
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 272.5, 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 17
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 272.5, which was -36.65 lower than the previous day. The implied volatity was 15.95, the open interest changed by 3 which increased total open position to 17
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 309.15, which was -149.35 lower than the previous day. The implied volatity was 16.57, the open interest changed by 12 which increased total open position to 14
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 458.5, which was -12.80 lower than the previous day. The implied volatity was 16.05, the open interest changed by -3 which decreased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 471.3, which was -111.40 lower than the previous day. The implied volatity was 15.58, the open interest changed by 3 which increased total open position to 5
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 582.7, which was -121.45 lower than the previous day. The implied volatity was 14.65, the open interest changed by -4 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 704.15, which was -262.55 lower than the previous day. The implied volatity was 13.87, the open interest changed by 6 which increased total open position to 6
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 966.7, which was -607.35 lower than the previous day. The implied volatity was 13.40, 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 1574.05, 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 1574.05, 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 1574.05, 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 1574.05, 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 1574.05, which was 1574.05 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
