SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79600 CE | ||||||||||
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Delta: 0.24
Vega: 33.81
Theta: -49.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 279 | -389.10 | 18.19 | 6,654 | 519 | 855 | |||
| 19 Dec | 79218.05 | 668.1 | 668.10 | 16.39 | 1,502 | 336 | 336 | |||
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 81508.46 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 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 | |||
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| 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 79600 expiring on 27DEC2024
Delta for 79600 CE is 0.24
Historical price for 79600 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 279, which was -389.10 lower than the previous day. The implied volatity was 18.19, the open interest changed by 519 which increased total open position to 855
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 668.1, which was 668.10 higher than the previous day. The implied volatity was 16.39, the open interest changed by 336 which increased total open position to 336
On 18 Dec SENSEX was trading at 80182.20. 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 17 Dec SENSEX was trading at 80684.45. 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 16 Dec SENSEX was trading at 81748.57. 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 Dec SENSEX was trading at 82133.12. 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 Dec SENSEX was trading at 81289.96. 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 Dec SENSEX was trading at 81526.14. 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 10 Dec SENSEX was trading at 81510.05. 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 9 Dec SENSEX was trading at 81508.46. 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 6 Dec SENSEX was trading at 81709.12. 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 5 Dec SENSEX was trading at 81765.86. 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 4 Dec SENSEX was trading at 80956.33. 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 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 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 79600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 27.17
Theta: -7.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1534 | 1130.30 | 13.30 | 1,760 | 200 | 358 |
| 19 Dec | 79218.05 | 403.7 | 0.00 | 0.00 | 0 | 0 | 158 |
| 18 Dec | 80182.20 | 403.7 | 81.65 | 14.56 | 734 | 97 | 158 |
| 17 Dec | 80684.45 | 322.05 | 143.05 | 15.38 | 184 | 57 | 61 |
| 16 Dec | 81748.57 | 179 | -127.45 | 16.48 | 49 | -7 | 4 |
| 13 Dec | 82133.12 | 306.45 | 46.60 | 19.71 | 8 | 8 | 11 |
| 12 Dec | 81289.96 | 259.85 | -5.10 | 14.56 | 18 | 0 | 3 |
| 11 Dec | 81526.14 | 264.95 | -37.95 | 15.27 | 3 | -2 | 3 |
| 10 Dec | 81510.05 | 302.9 | -33.25 | 15.63 | 24 | -13 | 5 |
| 9 Dec | 81508.46 | 336.15 | 0.00 | 0.00 | 0 | 0 | 18 |
| 6 Dec | 81709.12 | 336.15 | -15.95 | 15.73 | 32 | 8 | 18 |
| 5 Dec | 81765.86 | 352.1 | -207.10 | 15.94 | 66 | -5 | 10 |
| 4 Dec | 80956.33 | 559.2 | 15.30 | 15.96 | 26 | 0 | 15 |
| 3 Dec | 80845.75 | 543.9 | -136.15 | 15.05 | 25 | 7 | 15 |
| 2 Dec | 80248.08 | 680.05 | -139.80 | 14.21 | 43 | -4 | 8 |
| 29 Nov | 79802.79 | 819.85 | -329.90 | 13.47 | 32 | -2 | 12 |
| 28 Nov | 79043.74 | 1149.75 | -577.30 | 13.35 | 16 | 14 | 14 |
| 27 Nov | 80234.08 | 1727.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 1727.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 1727.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1727.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1727.05 | 1727.05 | 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 79600 expiring on 27DEC2024
Delta for 79600 PE is -0.83
Historical price for 79600 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1534, which was 1130.30 higher than the previous day. The implied volatity was 13.30, the open interest changed by 200 which increased total open position to 358
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 403.7, 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 158
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 403.7, which was 81.65 higher than the previous day. The implied volatity was 14.56, the open interest changed by 97 which increased total open position to 158
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 322.05, which was 143.05 higher than the previous day. The implied volatity was 15.38, the open interest changed by 57 which increased total open position to 61
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 179, which was -127.45 lower than the previous day. The implied volatity was 16.48, the open interest changed by -7 which decreased total open position to 4
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 306.45, which was 46.60 higher than the previous day. The implied volatity was 19.71, the open interest changed by 8 which increased total open position to 11
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 259.85, which was -5.10 lower than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 3
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 264.95, which was -37.95 lower than the previous day. The implied volatity was 15.27, the open interest changed by -2 which decreased total open position to 3
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 302.9, which was -33.25 lower than the previous day. The implied volatity was 15.63, the open interest changed by -13 which decreased total open position to 5
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 336.15, 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 18
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 336.15, which was -15.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by 8 which increased total open position to 18
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 352.1, which was -207.10 lower than the previous day. The implied volatity was 15.94, the open interest changed by -5 which decreased total open position to 10
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 559.2, which was 15.30 higher than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 543.9, which was -136.15 lower than the previous day. The implied volatity was 15.05, the open interest changed by 7 which increased total open position to 15
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 680.05, which was -139.80 lower than the previous day. The implied volatity was 14.21, the open interest changed by -4 which decreased total open position to 8
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 819.85, which was -329.90 lower than the previous day. The implied volatity was 13.47, the open interest changed by -2 which decreased total open position to 12
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1149.75, which was -577.30 lower than the previous day. The implied volatity was 13.35, the open interest changed by 14 which increased total open position to 14
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1727.05, 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 1727.05, 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 1727.05, 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 1727.05, 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 1727.05, which was 1727.05 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
