SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80000 CE | ||||||||||
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Delta: 0.19
Vega: 29.12
Theta: -42.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 202.65 | -314.35 | 18.40 | 54,476 | 8,688 | 12,165 | |||
| 19 Dec | 79218.05 | 517 | -485.00 | 16.68 | 16,765 | 2,339 | 3,477 | |||
| 18 Dec | 80182.20 | 1002 | -419.10 | 15.93 | 4,065 | 870 | 1,138 | |||
| 17 Dec | 80684.45 | 1421.1 | -840.50 | 16.96 | 615 | 200 | 268 | |||
| 16 Dec | 81748.57 | 2261.6 | -212.80 | 17.08 | 179 | 32 | 68 | |||
| 13 Dec | 82133.12 | 2474.4 | 369.40 | 9.61 | 391 | -11 | 36 | |||
| 12 Dec | 81289.96 | 2105 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2105 | 0.00 | 0.00 | 0 | 0 | 47 | |||
| 10 Dec | 81510.05 | 2105 | -65.00 | 12.31 | 11 | 10 | 47 | |||
| 9 Dec | 81508.46 | 2170 | -230.00 | 12.95 | 11 | -2 | 37 | |||
| 6 Dec | 81709.12 | 2400 | -100.00 | 12.27 | 3 | 1 | 39 | |||
| 5 Dec | 81765.86 | 2500 | 599.05 | 12.66 | 31 | -3 | 38 | |||
| 4 Dec | 80956.33 | 1900.95 | 0.95 | 12.55 | 35 | -12 | 41 | |||
| 3 Dec | 80845.75 | 1900 | 280.00 | 13.17 | 38 | -15 | 53 | |||
| 2 Dec | 80248.08 | 1620 | 285.30 | 14.16 | 142 | 8 | 68 | |||
| 29 Nov | 79802.79 | 1334.7 | 242.55 | 12.69 | 142 | 29 | 60 | |||
| 28 Nov | 79043.74 | 1092.15 | -552.85 | 14.00 | 105 | 21 | 31 | |||
| 27 Nov | 80234.08 | 1645 | -764.40 | 12.56 | 24 | 9 | 10 | |||
| 26 Nov | 80004.06 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 25 Nov | 80109.85 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 22 Nov | 79117.11 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 21 Nov | 77155.79 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 19 Nov | 77578.38 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 18 Nov | 77339.01 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 14 Nov | 77580.31 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 13 Nov | 77690.95 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 12 Nov | 78675.18 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
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| 11 Nov | 79496.15 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 8 Nov | 79486.32 | 2409.4 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 7 Nov | 79541.79 | 2409.4 | 2409.40 | 17.78 | 1 | 1 | 1 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 80000 expiring on 27DEC2024
Delta for 80000 CE is 0.19
Historical price for 80000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 202.65, which was -314.35 lower than the previous day. The implied volatity was 18.40, the open interest changed by 8688 which increased total open position to 12165
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 517, which was -485.00 lower than the previous day. The implied volatity was 16.68, the open interest changed by 2339 which increased total open position to 3477
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1002, which was -419.10 lower than the previous day. The implied volatity was 15.93, the open interest changed by 870 which increased total open position to 1138
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1421.1, which was -840.50 lower than the previous day. The implied volatity was 16.96, the open interest changed by 200 which increased total open position to 268
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 2261.6, which was -212.80 lower than the previous day. The implied volatity was 17.08, the open interest changed by 32 which increased total open position to 68
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 2474.4, which was 369.40 higher than the previous day. The implied volatity was 9.61, the open interest changed by -11 which decreased total open position to 36
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2105, 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 2105, 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 47
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 2105, which was -65.00 lower than the previous day. The implied volatity was 12.31, the open interest changed by 10 which increased total open position to 47
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 2170, which was -230.00 lower than the previous day. The implied volatity was 12.95, the open interest changed by -2 which decreased total open position to 37
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 2400, which was -100.00 lower than the previous day. The implied volatity was 12.27, the open interest changed by 1 which increased total open position to 39
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 2500, which was 599.05 higher than the previous day. The implied volatity was 12.66, the open interest changed by -3 which decreased total open position to 38
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1900.95, which was 0.95 higher than the previous day. The implied volatity was 12.55, the open interest changed by -12 which decreased total open position to 41
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1900, which was 280.00 higher than the previous day. The implied volatity was 13.17, the open interest changed by -15 which decreased total open position to 53
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1620, which was 285.30 higher than the previous day. The implied volatity was 14.16, the open interest changed by 8 which increased total open position to 68
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1334.7, which was 242.55 higher than the previous day. The implied volatity was 12.69, the open interest changed by 29 which increased total open position to 60
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1092.15, which was -552.85 lower than the previous day. The implied volatity was 14.00, the open interest changed by 21 which increased total open position to 31
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1645, which was -764.40 lower than the previous day. The implied volatity was 12.56, the open interest changed by 9 which increased total open position to 10
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 2409.4, 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 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 2409.4, 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 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 2409.4, 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 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2409.4, 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2409.4, 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 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2409.4, 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 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2409.4, 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 Nov SENSEX was trading at 77690.95. The strike last trading price was 2409.4, 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 Nov SENSEX was trading at 78675.18. The strike last trading price was 2409.4, 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 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 2409.4, 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 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 2409.4, 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 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 2409.4, which was 2409.40 higher than the previous day. The implied volatity was 17.78, the open interest changed by 1 which increased total open position to 1
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 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 15.53
Theta: 7.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1847.75 | 737.85 | 11.50 | 9,251 | 3,240 | 5,065 |
| 19 Dec | 79218.05 | 1109.9 | 577.40 | 16.37 | 4,251 | 128 | 1,825 |
| 18 Dec | 80182.20 | 532.5 | 102.50 | 14.09 | 8,605 | 425 | 1,697 |
| 17 Dec | 80684.45 | 430 | 173.00 | 15.14 | 4,476 | 405 | 1,272 |
| 16 Dec | 81748.57 | 257 | 103.70 | 16.69 | 3,244 | 530 | 867 |
| 13 Dec | 82133.12 | 153.3 | -169.70 | 14.03 | 6,169 | -33 | 337 |
| 12 Dec | 81289.96 | 323 | 37.25 | 14.03 | 484 | 150 | 370 |
| 11 Dec | 81526.14 | 285.75 | -105.00 | 13.98 | 190 | 70 | 220 |
| 10 Dec | 81510.05 | 390.75 | -36.95 | 15.59 | 166 | -18 | 150 |
| 9 Dec | 81508.46 | 427.7 | 16.75 | 15.89 | 171 | 15 | 168 |
| 6 Dec | 81709.12 | 410.95 | -39.05 | 15.49 | 439 | 52 | 153 |
| 5 Dec | 81765.86 | 450 | -191.70 | 16.08 | 232 | -23 | 101 |
| 4 Dec | 80956.33 | 641.7 | -59.60 | 15.39 | 122 | -9 | 124 |
| 3 Dec | 80845.75 | 701.3 | -154.95 | 15.50 | 245 | 49 | 133 |
| 2 Dec | 80248.08 | 856.25 | -124.15 | 14.54 | 231 | 33 | 84 |
| 29 Nov | 79802.79 | 980.4 | -357.40 | 13.37 | 194 | 28 | 51 |
| 28 Nov | 79043.74 | 1337.8 | 499.15 | 13.13 | 27 | 7 | 23 |
| 27 Nov | 80234.08 | 838.65 | 373.65 | 13.51 | 33 | 16 | 16 |
| 26 Nov | 80004.06 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 77580.31 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 77690.95 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 78675.18 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 79496.15 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 79486.32 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 79541.79 | 465 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 79724.12 | 465 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 80000 expiring on 27DEC2024
Delta for 80000 PE is -0.92
Historical price for 80000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1847.75, which was 737.85 higher than the previous day. The implied volatity was 11.50, the open interest changed by 3240 which increased total open position to 5065
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1109.9, which was 577.40 higher than the previous day. The implied volatity was 16.37, the open interest changed by 128 which increased total open position to 1825
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 532.5, which was 102.50 higher than the previous day. The implied volatity was 14.09, the open interest changed by 425 which increased total open position to 1697
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 430, which was 173.00 higher than the previous day. The implied volatity was 15.14, the open interest changed by 405 which increased total open position to 1272
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 257, which was 103.70 higher than the previous day. The implied volatity was 16.69, the open interest changed by 530 which increased total open position to 867
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 153.3, which was -169.70 lower than the previous day. The implied volatity was 14.03, the open interest changed by -33 which decreased total open position to 337
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 323, which was 37.25 higher than the previous day. The implied volatity was 14.03, the open interest changed by 150 which increased total open position to 370
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 285.75, which was -105.00 lower than the previous day. The implied volatity was 13.98, the open interest changed by 70 which increased total open position to 220
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 390.75, which was -36.95 lower than the previous day. The implied volatity was 15.59, the open interest changed by -18 which decreased total open position to 150
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 427.7, which was 16.75 higher than the previous day. The implied volatity was 15.89, the open interest changed by 15 which increased total open position to 168
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 410.95, which was -39.05 lower than the previous day. The implied volatity was 15.49, the open interest changed by 52 which increased total open position to 153
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 450, which was -191.70 lower than the previous day. The implied volatity was 16.08, the open interest changed by -23 which decreased total open position to 101
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 641.7, which was -59.60 lower than the previous day. The implied volatity was 15.39, the open interest changed by -9 which decreased total open position to 124
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 701.3, which was -154.95 lower than the previous day. The implied volatity was 15.50, the open interest changed by 49 which increased total open position to 133
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 856.25, which was -124.15 lower than the previous day. The implied volatity was 14.54, the open interest changed by 33 which increased total open position to 84
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 980.4, which was -357.40 lower than the previous day. The implied volatity was 13.37, the open interest changed by 28 which increased total open position to 51
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1337.8, which was 499.15 higher than the previous day. The implied volatity was 13.13, the open interest changed by 7 which increased total open position to 23
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 838.65, which was 373.65 higher than the previous day. The implied volatity was 13.51, the open interest changed by 16 which increased total open position to 16
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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 465, 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
