SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79400 CE | ||||||||||
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Delta: 0.28
Vega: 36.07
Theta: -52.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 329.05 | -432.25 | 18.19 | 7,760 | 626 | 1,174 | |||
| 19 Dec | 79218.05 | 761.3 | -837.65 | 16.36 | 3,023 | 548 | 548 | |||
| 18 Dec | 80182.20 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 1598.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 1598.95 | 1598.95 | 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 | |||
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| 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 79400 expiring on 27DEC2024
Delta for 79400 CE is 0.28
Historical price for 79400 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 329.05, which was -432.25 lower than the previous day. The implied volatity was 18.19, the open interest changed by 626 which increased total open position to 1174
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 761.3, which was -837.65 lower than the previous day. The implied volatity was 16.36, the open interest changed by 548 which increased total open position to 548
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, 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 1598.95, which was 1598.95 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 79400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 31.63
Theta: -14.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1389.9 | 640.35 | 13.92 | 3,244 | -11 | 337 |
| 19 Dec | 79218.05 | 749.55 | 412.00 | 15.94 | 1,827 | 113 | 348 |
| 18 Dec | 80182.20 | 337.55 | 72.40 | 14.50 | 384 | 173 | 235 |
| 17 Dec | 80684.45 | 265.15 | 102.65 | 15.20 | 97 | 46 | 62 |
| 16 Dec | 81748.57 | 162.5 | -107.95 | 16.88 | 52 | -7 | 16 |
| 13 Dec | 82133.12 | 270.45 | 53.55 | 19.70 | 104 | 17 | 23 |
| 12 Dec | 81289.96 | 216.9 | 15.60 | 14.43 | 12 | 0 | 6 |
| 11 Dec | 81526.14 | 201.3 | -68.15 | 14.60 | 82 | -23 | 6 |
| 10 Dec | 81510.05 | 269.45 | -44.95 | 15.75 | 17 | 0 | 29 |
| 9 Dec | 81508.46 | 314.4 | 7.10 | 16.32 | 20 | -7 | 29 |
| 6 Dec | 81709.12 | 307.3 | -27.45 | 15.92 | 31 | 5 | 36 |
| 5 Dec | 81765.86 | 334.75 | -220.95 | 16.35 | 62 | 2 | 31 |
| 4 Dec | 80956.33 | 555.7 | 49.05 | 16.74 | 24 | 2 | 29 |
| 3 Dec | 80845.75 | 506.65 | -144.80 | 15.32 | 91 | -53 | 27 |
| 2 Dec | 80248.08 | 651.45 | -81.50 | 14.72 | 115 | 73 | 80 |
| 29 Nov | 79802.79 | 732.95 | -328.05 | 13.34 | 35 | 5 | 7 |
| 28 Nov | 79043.74 | 1061 | -21.05 | 13.44 | 15 | 2 | 2 |
| 27 Nov | 80234.08 | 1082.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 1082.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 1082.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1082.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1082.05 | 1082.05 | 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 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79400 expiring on 27DEC2024
Delta for 79400 PE is -0.78
Historical price for 79400 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1389.9, which was 640.35 higher than the previous day. The implied volatity was 13.92, the open interest changed by -11 which decreased total open position to 337
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 749.55, which was 412.00 higher than the previous day. The implied volatity was 15.94, the open interest changed by 113 which increased total open position to 348
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 337.55, which was 72.40 higher than the previous day. The implied volatity was 14.50, the open interest changed by 173 which increased total open position to 235
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 265.15, which was 102.65 higher than the previous day. The implied volatity was 15.20, the open interest changed by 46 which increased total open position to 62
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 162.5, which was -107.95 lower than the previous day. The implied volatity was 16.88, the open interest changed by -7 which decreased total open position to 16
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 270.45, which was 53.55 higher than the previous day. The implied volatity was 19.70, the open interest changed by 17 which increased total open position to 23
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 216.9, which was 15.60 higher than the previous day. The implied volatity was 14.43, the open interest changed by 0 which decreased total open position to 6
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 201.3, which was -68.15 lower than the previous day. The implied volatity was 14.60, the open interest changed by -23 which decreased total open position to 6
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 269.45, which was -44.95 lower than the previous day. The implied volatity was 15.75, the open interest changed by 0 which decreased total open position to 29
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 314.4, which was 7.10 higher than the previous day. The implied volatity was 16.32, the open interest changed by -7 which decreased total open position to 29
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 307.3, which was -27.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by 5 which increased total open position to 36
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 334.75, which was -220.95 lower than the previous day. The implied volatity was 16.35, the open interest changed by 2 which increased total open position to 31
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 555.7, which was 49.05 higher than the previous day. The implied volatity was 16.74, the open interest changed by 2 which increased total open position to 29
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 506.65, which was -144.80 lower than the previous day. The implied volatity was 15.32, the open interest changed by -53 which decreased total open position to 27
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 651.45, which was -81.50 lower than the previous day. The implied volatity was 14.72, the open interest changed by 73 which increased total open position to 80
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 732.95, which was -328.05 lower than the previous day. The implied volatity was 13.34, the open interest changed by 5 which increased total open position to 7
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1061, which was -21.05 lower than the previous day. The implied volatity was 13.44, the open interest changed by 2 which increased total open position to 2
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1082.05, 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 1082.05, 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 1082.05, 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 1082.05, 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 1082.05, which was 1082.05 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 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
