SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 32.31
Theta: -46.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 246.7 | -387.85 | 17.90 | 5,910 | 346 | 697 | |||
| 19 Dec | 79218.05 | 634.55 | -1745.35 | 16.62 | 1,350 | 351 | 351 | |||
| 18 Dec | 80182.20 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 80684.45 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 81748.57 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 82133.12 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 81289.96 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 81510.05 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 81508.46 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 81709.12 | 2379.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 81765.86 | 2379.9 | 679.90 | - | 1 | -1 | 0 | |||
| 4 Dec | 80956.33 | 1700 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 3 Dec | 80845.75 | 1700 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 2 Dec | 80248.08 | 1700 | 1700.00 | 12.81 | 3 | 1 | 1 | |||
| 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 | |||
| 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 79700 expiring on 27DEC2024
Delta for 79700 CE is 0.22
Historical price for 79700 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 246.7, which was -387.85 lower than the previous day. The implied volatity was 17.90, the open interest changed by 346 which increased total open position to 697
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 634.55, which was -1745.35 lower than the previous day. The implied volatity was 16.62, the open interest changed by 351 which increased total open position to 351
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, 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 2379.9, which was 679.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1700, 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1700, 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 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1700, which was 1700.00 higher than the previous day. The implied volatity was 12.81, the open interest changed by 1 which increased total open position to 1
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 79700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 26.29
Theta: -7.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1630 | 1202.50 | 13.76 | 904 | 76 | 218 |
| 19 Dec | 79218.05 | 427.5 | 0.00 | 0.00 | 0 | 0 | 142 |
| 18 Dec | 80182.20 | 427.5 | 80.75 | 14.32 | 907 | -7 | 142 |
| 17 Dec | 80684.45 | 346.75 | 140.60 | 15.32 | 493 | 122 | 149 |
| 16 Dec | 81748.57 | 206.15 | 66.15 | 16.81 | 75 | -10 | 27 |
| 13 Dec | 82133.12 | 140 | -127.10 | 14.82 | 72 | 26 | 37 |
| 12 Dec | 81289.96 | 267.1 | 28.20 | 14.27 | 15 | -11 | 11 |
| 11 Dec | 81526.14 | 238.9 | -141.30 | 14.27 | 15 | 11 | 22 |
| 10 Dec | 81510.05 | 380.2 | 30.45 | 16.73 | 33 | -13 | 11 |
| 9 Dec | 81508.46 | 349.75 | -8.40 | 15.77 | 4 | 0 | 24 |
| 6 Dec | 81709.12 | 358.15 | -55.05 | 15.75 | 31 | 13 | 24 |
| 5 Dec | 81765.86 | 413.2 | -151.15 | 16.63 | 119 | -18 | 11 |
| 4 Dec | 80956.33 | 564.35 | -21.55 | 15.61 | 48 | 14 | 29 |
| 3 Dec | 80845.75 | 585.9 | -123.00 | 15.23 | 34 | 4 | 15 |
| 2 Dec | 80248.08 | 708.9 | -182.80 | 14.12 | 46 | 3 | 11 |
| 29 Nov | 79802.79 | 891.7 | -304.90 | 13.84 | 51 | -10 | 8 |
| 28 Nov | 79043.74 | 1196.6 | -2563.40 | 13.32 | 18 | 18 | 18 |
| 27 Nov | 80234.08 | 3760 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 3760 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 3760 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 3760 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 3760 | 3760.00 | 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 79700 expiring on 27DEC2024
Delta for 79700 PE is -0.84
Historical price for 79700 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1630, which was 1202.50 higher than the previous day. The implied volatity was 13.76, the open interest changed by 76 which increased total open position to 218
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 427.5, 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 142
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 427.5, which was 80.75 higher than the previous day. The implied volatity was 14.32, the open interest changed by -7 which decreased total open position to 142
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 346.75, which was 140.60 higher than the previous day. The implied volatity was 15.32, the open interest changed by 122 which increased total open position to 149
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 206.15, which was 66.15 higher than the previous day. The implied volatity was 16.81, the open interest changed by -10 which decreased total open position to 27
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 140, which was -127.10 lower than the previous day. The implied volatity was 14.82, the open interest changed by 26 which increased total open position to 37
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 267.1, which was 28.20 higher than the previous day. The implied volatity was 14.27, the open interest changed by -11 which decreased total open position to 11
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 238.9, which was -141.30 lower than the previous day. The implied volatity was 14.27, the open interest changed by 11 which increased total open position to 22
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 380.2, which was 30.45 higher than the previous day. The implied volatity was 16.73, the open interest changed by -13 which decreased total open position to 11
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 349.75, which was -8.40 lower than the previous day. The implied volatity was 15.77, the open interest changed by 0 which decreased total open position to 24
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 358.15, which was -55.05 lower than the previous day. The implied volatity was 15.75, the open interest changed by 13 which increased total open position to 24
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 413.2, which was -151.15 lower than the previous day. The implied volatity was 16.63, the open interest changed by -18 which decreased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 564.35, which was -21.55 lower than the previous day. The implied volatity was 15.61, the open interest changed by 14 which increased total open position to 29
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 585.9, which was -123.00 lower than the previous day. The implied volatity was 15.23, the open interest changed by 4 which increased total open position to 15
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 708.9, which was -182.80 lower than the previous day. The implied volatity was 14.12, the open interest changed by 3 which increased total open position to 11
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 891.7, which was -304.90 lower than the previous day. The implied volatity was 13.84, the open interest changed by -10 which decreased total open position to 8
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1196.6, which was -2563.40 lower than the previous day. The implied volatity was 13.32, the open interest changed by 18 which increased total open position to 18
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 3760, 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 3760, 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 3760, 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 3760, 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 3760, which was 3760.00 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
