SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 31.18
Theta: -44.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 229.35 | -364.95 | 18.01 | 6,413 | 607 | 1,007 | |||
| 19 Dec | 79218.05 | 594.3 | -1155.70 | 16.66 | 1,801 | 396 | 400 | |||
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| 18 Dec | 80182.20 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 17 Dec | 80684.45 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 16 Dec | 81748.57 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 13 Dec | 82133.12 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 12 Dec | 81289.96 | 1750 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 10 Dec | 81510.05 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 9 Dec | 81508.46 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 6 Dec | 81709.12 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 5 Dec | 81765.86 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 4 Dec | 80956.33 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 3 Dec | 80845.75 | 1750 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 2 Dec | 80248.08 | 1750 | 280.55 | 14.27 | 5 | 2 | 4 | |||
| 29 Nov | 79802.79 | 1469.45 | 312.50 | 12.95 | 4 | 2 | 2 | |||
| 28 Nov | 79043.74 | 1156.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 1156.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 1156.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 1156.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 1156.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 1156.95 | 1156.95 | 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 79800 expiring on 27DEC2024
Delta for 79800 CE is 0.21
Historical price for 79800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 229.35, which was -364.95 lower than the previous day. The implied volatity was 18.01, the open interest changed by 607 which increased total open position to 1007
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 594.3, which was -1155.70 lower than the previous day. The implied volatity was 16.66, the open interest changed by 396 which increased total open position to 400
On 18 Dec SENSEX was trading at 80182.20. 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 4
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 4
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 4
On 13 Dec SENSEX was trading at 82133.12. 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 4
On 12 Dec SENSEX was trading at 81289.96. 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 0
On 11 Dec SENSEX was trading at 81526.14. 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 4
On 10 Dec SENSEX was trading at 81510.05. 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 4
On 9 Dec SENSEX was trading at 81508.46. 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 4
On 6 Dec SENSEX was trading at 81709.12. 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 4
On 5 Dec SENSEX was trading at 81765.86. 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 4
On 4 Dec SENSEX was trading at 80956.33. 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 4
On 3 Dec SENSEX was trading at 80845.75. 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 4
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1750, which was 280.55 higher than the previous day. The implied volatity was 14.27, the open interest changed by 2 which increased total open position to 4
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1469.45, which was 312.50 higher than the previous day. The implied volatity was 12.95, the open interest changed by 2 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1156.95, 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 1156.95, 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 1156.95, 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 1156.95, 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 1156.95, 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 1156.95, which was 1156.95 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 79800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 23.87
Theta: -4.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1706.95 | 738.45 | 13.42 | 394 | -39 | 272 |
| 19 Dec | 79218.05 | 968.5 | 503.15 | 15.93 | 675 | 71 | 311 |
| 18 Dec | 80182.20 | 465.35 | 112.45 | 14.35 | 1,050 | 101 | 240 |
| 17 Dec | 80684.45 | 352.9 | 151.95 | 14.82 | 441 | 100 | 139 |
| 16 Dec | 81748.57 | 200.95 | 50.20 | 16.18 | 104 | 0 | 39 |
| 13 Dec | 82133.12 | 150.75 | -128.15 | 14.75 | 460 | 20 | 39 |
| 12 Dec | 81289.96 | 278.9 | 8.90 | 14.07 | 42 | -1 | 19 |
| 11 Dec | 81526.14 | 270 | -127.10 | 14.52 | 22 | -1 | 20 |
| 10 Dec | 81510.05 | 397.1 | 29.10 | 16.61 | 49 | 2 | 21 |
| 9 Dec | 81508.46 | 368 | -27.95 | 15.69 | 9 | -4 | 19 |
| 6 Dec | 81709.12 | 395.95 | -35.75 | 16.03 | 94 | 0 | 23 |
| 5 Dec | 81765.86 | 431.7 | -211.55 | 16.56 | 105 | -21 | 23 |
| 4 Dec | 80956.33 | 643.25 | 28.50 | 16.31 | 79 | 18 | 44 |
| 3 Dec | 80845.75 | 614.75 | -151.25 | 15.20 | 40 | 6 | 26 |
| 2 Dec | 80248.08 | 766 | -156.05 | 14.38 | 92 | -3 | 20 |
| 29 Nov | 79802.79 | 922.05 | -314.65 | 13.70 | 76 | -7 | 23 |
| 28 Nov | 79043.74 | 1236.7 | -697.35 | 13.19 | 30 | 30 | 30 |
| 27 Nov | 80234.08 | 1934.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 1934.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 1934.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1934.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1934.05 | 1934.05 | 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 79800 expiring on 27DEC2024
Delta for 79800 PE is -0.86
Historical price for 79800 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1706.95, which was 738.45 higher than the previous day. The implied volatity was 13.42, the open interest changed by -39 which decreased total open position to 272
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 968.5, which was 503.15 higher than the previous day. The implied volatity was 15.93, the open interest changed by 71 which increased total open position to 311
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 465.35, which was 112.45 higher than the previous day. The implied volatity was 14.35, the open interest changed by 101 which increased total open position to 240
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 352.9, which was 151.95 higher than the previous day. The implied volatity was 14.82, the open interest changed by 100 which increased total open position to 139
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 200.95, which was 50.20 higher than the previous day. The implied volatity was 16.18, the open interest changed by 0 which decreased total open position to 39
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 150.75, which was -128.15 lower than the previous day. The implied volatity was 14.75, the open interest changed by 20 which increased total open position to 39
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 278.9, which was 8.90 higher than the previous day. The implied volatity was 14.07, the open interest changed by -1 which decreased total open position to 19
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 270, which was -127.10 lower than the previous day. The implied volatity was 14.52, the open interest changed by -1 which decreased total open position to 20
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 397.1, which was 29.10 higher than the previous day. The implied volatity was 16.61, the open interest changed by 2 which increased total open position to 21
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 368, which was -27.95 lower than the previous day. The implied volatity was 15.69, the open interest changed by -4 which decreased total open position to 19
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 395.95, which was -35.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 23
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 431.7, which was -211.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by -21 which decreased total open position to 23
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 643.25, which was 28.50 higher than the previous day. The implied volatity was 16.31, the open interest changed by 18 which increased total open position to 44
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 614.75, which was -151.25 lower than the previous day. The implied volatity was 15.20, the open interest changed by 6 which increased total open position to 26
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 766, which was -156.05 lower than the previous day. The implied volatity was 14.38, the open interest changed by -3 which decreased total open position to 20
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 922.05, which was -314.65 lower than the previous day. The implied volatity was 13.70, the open interest changed by -7 which decreased total open position to 23
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1236.7, which was -697.35 lower than the previous day. The implied volatity was 13.19, the open interest changed by 30 which increased total open position to 30
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1934.05, 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 1934.05, 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 1934.05, 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 1934.05, 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 1934.05, which was 1934.05 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
