SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 34.89
Theta: -50.59
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 300 | -427.60 | 18.10 | 63,557 | 4,774 | 8,526 | |||
| 19 Dec | 79218.05 | 727.6 | -569.90 | 16.67 | 16,800 | 3,661 | 3,752 | |||
| 18 Dec | 80182.20 | 1297.5 | -452.50 | 15.65 | 312 | 75 | 91 | |||
| 17 Dec | 80684.45 | 1750 | 0.00 | 0.00 | 0 | 0 | 16 | |||
| 16 Dec | 81748.57 | 1750 | 0.00 | 0.00 | 0 | 0 | 16 | |||
| 13 Dec | 82133.12 | 1750 | -851.00 | - | 2 | 0 | 16 | |||
| 12 Dec | 81289.96 | 2601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2601 | 0.00 | 0.00 | 0 | 0 | 16 | |||
| 10 Dec | 81510.05 | 2601 | 1.00 | 14.28 | 1 | 0 | 16 | |||
| 9 Dec | 81508.46 | 2600 | -86.85 | 13.47 | 3 | -2 | 16 | |||
| 6 Dec | 81709.12 | 2686.85 | -1022.15 | 7.72 | 13 | 7 | 18 | |||
| 5 Dec | 81765.86 | 3709 | 1309.00 | 26.07 | 5 | -3 | 11 | |||
| 4 Dec | 80956.33 | 2400 | 200.00 | 14.63 | 8 | 3 | 14 | |||
| 3 Dec | 80845.75 | 2200 | 600.00 | 12.26 | 25 | -10 | 11 | |||
| 2 Dec | 80248.08 | 1600 | -30.00 | 9.55 | 11 | 3 | 21 | |||
| 29 Nov | 79802.79 | 1630 | 265.00 | 12.74 | 42 | -2 | 18 | |||
| 28 Nov | 79043.74 | 1365 | 1365.00 | 14.38 | 32 | 20 | 20 | |||
| 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 79500 expiring on 27DEC2024
Delta for 79500 CE is 0.26
Historical price for 79500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 300, which was -427.60 lower than the previous day. The implied volatity was 18.10, the open interest changed by 4774 which increased total open position to 8526
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 727.6, which was -569.90 lower than the previous day. The implied volatity was 16.67, the open interest changed by 3661 which increased total open position to 3752
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1297.5, which was -452.50 lower than the previous day. The implied volatity was 15.65, the open interest changed by 75 which increased total open position to 91
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1750, 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 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1750, 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 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1750, which was -851.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2601, 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 2601, 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 2601, which was 1.00 higher than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 16
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 2600, which was -86.85 lower than the previous day. The implied volatity was 13.47, the open interest changed by -2 which decreased total open position to 16
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 2686.85, which was -1022.15 lower than the previous day. The implied volatity was 7.72, the open interest changed by 7 which increased total open position to 18
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 3709, which was 1309.00 higher than the previous day. The implied volatity was 26.07, the open interest changed by -3 which decreased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 2400, which was 200.00 higher than the previous day. The implied volatity was 14.63, the open interest changed by 3 which increased total open position to 14
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2200, which was 600.00 higher than the previous day. The implied volatity was 12.26, the open interest changed by -10 which decreased total open position to 11
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1600, which was -30.00 lower than the previous day. The implied volatity was 9.55, the open interest changed by 3 which increased total open position to 21
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1630, which was 265.00 higher than the previous day. The implied volatity was 12.74, the open interest changed by -2 which decreased total open position to 18
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1365, which was 1365.00 higher than the previous day. The implied volatity was 14.38, the open interest changed by 20 which increased total open position to 20
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
| SENSEX 27DEC2024 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 28.79
Theta: -9.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1448.85 | 650.90 | 13.22 | 29,505 | 1,781 | 5,217 |
| 19 Dec | 79218.05 | 797.95 | 435.90 | 15.87 | 13,111 | 2,648 | 3,436 |
| 18 Dec | 80182.20 | 362.05 | 62.55 | 14.36 | 2,921 | 316 | 788 |
| 17 Dec | 80684.45 | 299.5 | 148.50 | 15.45 | 1,632 | 337 | 472 |
| 16 Dec | 81748.57 | 151 | 31.65 | 16.05 | 868 | -33 | 135 |
| 13 Dec | 82133.12 | 119.35 | -110.65 | 14.90 | 1,695 | 10 | 168 |
| 12 Dec | 81289.96 | 230 | 21.90 | 14.32 | 147 | 42 | 158 |
| 11 Dec | 81526.14 | 208.1 | -76.00 | 14.37 | 316 | -2 | 116 |
| 10 Dec | 81510.05 | 284.1 | -36.20 | 15.65 | 236 | 74 | 118 |
| 9 Dec | 81508.46 | 320.3 | 0.40 | 16.03 | 77 | 24 | 44 |
| 6 Dec | 81709.12 | 319.9 | -47.20 | 15.80 | 71 | 3 | 20 |
| 5 Dec | 81765.86 | 367.1 | -153.40 | 16.58 | 141 | -14 | 17 |
| 4 Dec | 80956.33 | 520.5 | -33.15 | 15.80 | 57 | 13 | 31 |
| 3 Dec | 80845.75 | 553.65 | -123.60 | 15.61 | 171 | -89 | 18 |
| 2 Dec | 80248.08 | 677.25 | -150.25 | 14.62 | 127 | -5 | 107 |
| 29 Nov | 79802.79 | 827.5 | -306.45 | 14.02 | 196 | 97 | 112 |
| 28 Nov | 79043.74 | 1133.95 | 452.40 | 13.72 | 6 | 2 | 15 |
| 27 Nov | 80234.08 | 681.55 | -168.35 | 13.79 | 13 | 12 | 13 |
| 26 Nov | 80004.06 | 849.9 | 849.90 | 14.71 | 1 | 1 | 1 |
| 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 79500 expiring on 27DEC2024
Delta for 79500 PE is -0.82
Historical price for 79500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1448.85, which was 650.90 higher than the previous day. The implied volatity was 13.22, the open interest changed by 1781 which increased total open position to 5217
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 797.95, which was 435.90 higher than the previous day. The implied volatity was 15.87, the open interest changed by 2648 which increased total open position to 3436
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 362.05, which was 62.55 higher than the previous day. The implied volatity was 14.36, the open interest changed by 316 which increased total open position to 788
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 299.5, which was 148.50 higher than the previous day. The implied volatity was 15.45, the open interest changed by 337 which increased total open position to 472
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 151, which was 31.65 higher than the previous day. The implied volatity was 16.05, the open interest changed by -33 which decreased total open position to 135
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 119.35, which was -110.65 lower than the previous day. The implied volatity was 14.90, the open interest changed by 10 which increased total open position to 168
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 230, which was 21.90 higher than the previous day. The implied volatity was 14.32, the open interest changed by 42 which increased total open position to 158
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 208.1, which was -76.00 lower than the previous day. The implied volatity was 14.37, the open interest changed by -2 which decreased total open position to 116
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 284.1, which was -36.20 lower than the previous day. The implied volatity was 15.65, the open interest changed by 74 which increased total open position to 118
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 320.3, which was 0.40 higher than the previous day. The implied volatity was 16.03, the open interest changed by 24 which increased total open position to 44
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 319.9, which was -47.20 lower than the previous day. The implied volatity was 15.80, the open interest changed by 3 which increased total open position to 20
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 367.1, which was -153.40 lower than the previous day. The implied volatity was 16.58, the open interest changed by -14 which decreased total open position to 17
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 520.5, which was -33.15 lower than the previous day. The implied volatity was 15.80, the open interest changed by 13 which increased total open position to 31
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 553.65, which was -123.60 lower than the previous day. The implied volatity was 15.61, the open interest changed by -89 which decreased total open position to 18
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 677.25, which was -150.25 lower than the previous day. The implied volatity was 14.62, the open interest changed by -5 which decreased total open position to 107
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 827.5, which was -306.45 lower than the previous day. The implied volatity was 14.02, the open interest changed by 97 which increased total open position to 112
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1133.95, which was 452.40 higher than the previous day. The implied volatity was 13.72, the open interest changed by 2 which increased total open position to 15
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 681.55, which was -168.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by 12 which increased total open position to 13
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 849.9, which was 849.90 higher than the previous day. The implied volatity was 14.71, the open interest changed by 1 which increased total open position to 1
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
