SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 79900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 29.60
Theta: -41.69
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 202.5 | -352.80 | 17.77 | 5,786 | 511 | 1,020 | |||
| 19 Dec | 79218.05 | 555.3 | -1358.05 | 16.68 | 1,800 | 508 | 509 | |||
| 18 Dec | 80182.20 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 17 Dec | 80684.45 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 16 Dec | 81748.57 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 13 Dec | 82133.12 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 12 Dec | 81289.96 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 10 Dec | 81510.05 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 9 Dec | 81508.46 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Dec | 81709.12 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 5 Dec | 81765.86 | 1913.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 4 Dec | 80956.33 | 1913.35 | 947.35 | 11.65 | 1 | -1 | 1 | |||
| 3 Dec | 80845.75 | 966 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 2 Dec | 80248.08 | 966 | -631.20 | 4.24 | 28 | 1 | 2 | |||
| 29 Nov | 79802.79 | 1597.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 28 Nov | 79043.74 | 1597.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 27 Nov | 80234.08 | 1597.2 | 1597.20 | 11.28 | 1 | 1 | 1 | |||
| 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 79900 expiring on 27DEC2024
Delta for 79900 CE is 0.19
Historical price for 79900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 202.5, which was -352.80 lower than the previous day. The implied volatity was 17.77, the open interest changed by 511 which increased total open position to 1020
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 555.3, which was -1358.05 lower than the previous day. The implied volatity was 16.68, the open interest changed by 508 which increased total open position to 509
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1913.35, 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 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1913.35, 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 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1913.35, 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 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1913.35, 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 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1913.35, 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 1913.35, 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1913.35, 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 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1913.35, 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 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1913.35, 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 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1913.35, 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 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1913.35, which was 947.35 higher than the previous day. The implied volatity was 11.65, the open interest changed by -1 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 966, 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 2
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 966, which was -631.20 lower than the previous day. The implied volatity was 4.24, the open interest changed by 1 which increased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1597.2, 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1597.2, 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 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1597.2, which was 1597.20 higher than the previous day. The implied volatity was 11.28, the open interest changed by 1 which increased total open position to 1
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 79900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 21.82
Theta: -1.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1790.95 | 760.75 | 13.28 | 267 | -87 | 208 |
| 19 Dec | 79218.05 | 1030.2 | 497.20 | 15.97 | 587 | 139 | 295 |
| 18 Dec | 80182.20 | 533 | 118.40 | 14.94 | 1,202 | 31 | 156 |
| 17 Dec | 80684.45 | 414.6 | 178.65 | 15.50 | 453 | 87 | 125 |
| 16 Dec | 81748.57 | 235.95 | 82.45 | 16.65 | 202 | 3 | 38 |
| 13 Dec | 82133.12 | 153.5 | -145.75 | 14.44 | 56 | 12 | 35 |
| 12 Dec | 81289.96 | 299.25 | 29.40 | 14.03 | 32 | 0 | 23 |
| 11 Dec | 81526.14 | 269.85 | -129.30 | 14.09 | 17 | 2 | 23 |
| 10 Dec | 81510.05 | 399.15 | 19.05 | 16.19 | 39 | 2 | 21 |
| 9 Dec | 81508.46 | 380.1 | 0.00 | 0.00 | 0 | 0 | 19 |
| 6 Dec | 81709.12 | 380.1 | -24.55 | 15.36 | 24 | 5 | 19 |
| 5 Dec | 81765.86 | 404.65 | -238.55 | 15.72 | 109 | 0 | 14 |
| 4 Dec | 80956.33 | 643.2 | 4.40 | 15.86 | 39 | -1 | 14 |
| 3 Dec | 80845.75 | 638.8 | -163.25 | 15.10 | 37 | 2 | 15 |
| 2 Dec | 80248.08 | 802.05 | -124.30 | 14.36 | 54 | 3 | 13 |
| 29 Nov | 79802.79 | 926.35 | -360.30 | 13.26 | 23 | 2 | 10 |
| 28 Nov | 79043.74 | 1286.65 | 1286.65 | 13.16 | 12 | 8 | 8 |
| 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 79900 expiring on 27DEC2024
Delta for 79900 PE is -0.88
Historical price for 79900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1790.95, which was 760.75 higher than the previous day. The implied volatity was 13.28, the open interest changed by -87 which decreased total open position to 208
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1030.2, which was 497.20 higher than the previous day. The implied volatity was 15.97, the open interest changed by 139 which increased total open position to 295
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 533, which was 118.40 higher than the previous day. The implied volatity was 14.94, the open interest changed by 31 which increased total open position to 156
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 414.6, which was 178.65 higher than the previous day. The implied volatity was 15.50, the open interest changed by 87 which increased total open position to 125
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 235.95, which was 82.45 higher than the previous day. The implied volatity was 16.65, the open interest changed by 3 which increased total open position to 38
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 153.5, which was -145.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 35
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 299.25, which was 29.40 higher than the previous day. The implied volatity was 14.03, the open interest changed by 0 which decreased total open position to 23
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 269.85, which was -129.30 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 23
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 399.15, which was 19.05 higher than the previous day. The implied volatity was 16.19, 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 380.1, 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 19
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 380.1, which was -24.55 lower than the previous day. The implied volatity was 15.36, the open interest changed by 5 which increased total open position to 19
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 404.65, which was -238.55 lower than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 14
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 643.2, which was 4.40 higher than the previous day. The implied volatity was 15.86, the open interest changed by -1 which decreased total open position to 14
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 638.8, which was -163.25 lower than the previous day. The implied volatity was 15.10, the open interest changed by 2 which increased total open position to 15
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 802.05, which was -124.30 lower than the previous day. The implied volatity was 14.36, the open interest changed by 3 which increased total open position to 13
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 926.35, which was -360.30 lower than the previous day. The implied volatity was 13.26, the open interest changed by 2 which increased total open position to 10
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1286.65, which was 1286.65 higher than the previous day. The implied volatity was 13.16, the open interest changed by 8 which increased total open position to 8
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
