SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 37.00
Theta: -53.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 350 | -463.00 | 18.02 | 11,891 | 442 | 1,270 | |||
| 19 Dec | 79218.05 | 813 | -1123.35 | 16.39 | 3,886 | 828 | 828 | |||
| 18 Dec | 80182.20 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Dec | 81765.86 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 1936.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 1936.35 | 161.35 | - | 2 | -2 | 0 | |||
| 2 Dec | 80248.08 | 1775 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 29 Nov | 79802.79 | 1775 | -301.00 | 12.97 | 4 | 1 | 2 | |||
| 28 Nov | 79043.74 | 2076 | 737.05 | 21.26 | 2 | 1 | 1 | |||
| 27 Nov | 80234.08 | 1338.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 1338.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 1338.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 1338.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 1338.95 | 1338.95 | 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 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79300 expiring on 27DEC2024
Delta for 79300 CE is 0.29
Historical price for 79300 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 350, which was -463.00 lower than the previous day. The implied volatity was 18.02, the open interest changed by 442 which increased total open position to 1270
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 813, which was -1123.35 lower than the previous day. The implied volatity was 16.39, the open interest changed by 828 which increased total open position to 828
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, 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 1936.35, which was 161.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1775, 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 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1775, which was -301.00 lower than the previous day. The implied volatity was 12.97, the open interest changed by 1 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 2076, which was 737.05 higher than the previous day. The implied volatity was 21.26, 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 1338.95, 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 1338.95, 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 1338.95, 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 1338.95, 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 1338.95, which was 1338.95 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 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 1 Nov SENSEX was trading at 79724.12. 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 79300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 32.87
Theta: -15.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1302.95 | 593.85 | 13.65 | 5,762 | 249 | 686 |
| 19 Dec | 79218.05 | 709.1 | 397.50 | 16.13 | 4,168 | 145 | 437 |
| 18 Dec | 80182.20 | 311.6 | 65.70 | 14.57 | 397 | 224 | 292 |
| 17 Dec | 80684.45 | 245.9 | 90.65 | 15.28 | 98 | 50 | 68 |
| 16 Dec | 81748.57 | 155.25 | 40.85 | 17.09 | 117 | -30 | 18 |
| 13 Dec | 82133.12 | 114.4 | -101.00 | 15.47 | 495 | 45 | 48 |
| 12 Dec | 81289.96 | 215.4 | 19.30 | 14.82 | 16 | -1 | 3 |
| 11 Dec | 81526.14 | 196.1 | -44.40 | 14.86 | 37 | 0 | 4 |
| 10 Dec | 81510.05 | 240.5 | -62.20 | 15.50 | 19 | -11 | 4 |
| 9 Dec | 81508.46 | 302.7 | 5.75 | 16.48 | 1 | -1 | 15 |
| 6 Dec | 81709.12 | 296.95 | -20.75 | 16.08 | 62 | 8 | 16 |
| 5 Dec | 81765.86 | 317.7 | -207.55 | 16.39 | 63 | 6 | 8 |
| 4 Dec | 80956.33 | 525.25 | 38.10 | 16.69 | 51 | 0 | 2 |
| 3 Dec | 80845.75 | 487.15 | -112.50 | 15.43 | 35 | -1 | 2 |
| 2 Dec | 80248.08 | 599.65 | -153.05 | 14.46 | 36 | 3 | 3 |
| 29 Nov | 79802.79 | 752.7 | -253.75 | 14.03 | 16 | 0 | 0 |
| 28 Nov | 79043.74 | 1006.45 | 1006.45 | 13.34 | 52 | 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 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79300 expiring on 27DEC2024
Delta for 79300 PE is -0.77
Historical price for 79300 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1302.95, which was 593.85 higher than the previous day. The implied volatity was 13.65, the open interest changed by 249 which increased total open position to 686
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 709.1, which was 397.50 higher than the previous day. The implied volatity was 16.13, the open interest changed by 145 which increased total open position to 437
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 311.6, which was 65.70 higher than the previous day. The implied volatity was 14.57, the open interest changed by 224 which increased total open position to 292
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 245.9, which was 90.65 higher than the previous day. The implied volatity was 15.28, the open interest changed by 50 which increased total open position to 68
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 155.25, which was 40.85 higher than the previous day. The implied volatity was 17.09, the open interest changed by -30 which decreased total open position to 18
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 114.4, which was -101.00 lower than the previous day. The implied volatity was 15.47, the open interest changed by 45 which increased total open position to 48
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 215.4, which was 19.30 higher than the previous day. The implied volatity was 14.82, the open interest changed by -1 which decreased total open position to 3
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 196.1, which was -44.40 lower than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 4
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 240.5, which was -62.20 lower than the previous day. The implied volatity was 15.50, the open interest changed by -11 which decreased total open position to 4
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 302.7, which was 5.75 higher than the previous day. The implied volatity was 16.48, the open interest changed by -1 which decreased total open position to 15
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 296.95, which was -20.75 lower than the previous day. The implied volatity was 16.08, the open interest changed by 8 which increased total open position to 16
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 317.7, which was -207.55 lower than the previous day. The implied volatity was 16.39, the open interest changed by 6 which increased total open position to 8
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 525.25, which was 38.10 higher than the previous day. The implied volatity was 16.69, the open interest changed by 0 which decreased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 487.15, which was -112.50 lower than the previous day. The implied volatity was 15.43, the open interest changed by -1 which decreased total open position to 2
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 599.65, which was -153.05 lower than the previous day. The implied volatity was 14.46, the open interest changed by 3 which increased total open position to 3
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 752.7, which was -253.75 lower than the previous day. The implied volatity was 14.03, 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 1006.45, which was 1006.45 higher than the previous day. The implied volatity was 13.34, 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 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 1 Nov SENSEX was trading at 79724.12. 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
