SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:10 PM IST
| SENSEX 22NOV2024 80000 CE | ||||||||||
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Delta: 0.01
Vega: 1.27
Theta: -18.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77107.83 | 5 | -3.00 | 29.89 | 1,96,428 | 11,814 | 45,129 | |||
| 19 Nov | 77578.38 | 8 | -1.30 | 15.96 | 3,88,205 | 18,299 | 33,315 | |||
| 18 Nov | 77339.01 | 9.3 | -21.75 | 15.26 | 92,944 | 6,630 | 15,016 | |||
| 14 Nov | 77580.31 | 31.05 | -69.10 | 11.92 | 32,468 | 5,823 | 8,386 | |||
| 13 Nov | 77690.95 | 100.15 | -104.45 | 14.30 | 4,856 | 1,555 | 2,563 | |||
| 12 Nov | 78675.18 | 204.6 | -265.55 | 11.53 | 3,386 | 632 | 1,008 | |||
| 11 Nov | 79496.15 | 470.15 | -12.85 | 10.75 | 3,317 | 299 | 376 | |||
| 8 Nov | 79486.32 | 483 | -242.10 | 9.34 | 98 | 33 | 77 | |||
| 7 Nov | 79541.79 | 725.1 | 725.10 | 12.25 | 72 | 44 | 44 | |||
| 6 Nov | 80378.13 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 79476.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 78782.24 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 79389.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 79942.18 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 80369.03 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 80005.04 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 79402.29 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 80065.16 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 80081.98 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 80220.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 81151.27 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 80000 expiring on 22NOV2024
Delta for 80000 CE is 0.01
Historical price for 80000 CE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 5, which was -3.00 lower than the previous day. The implied volatity was 29.89, the open interest changed by 11814 which increased total open position to 45129
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 8, which was -1.30 lower than the previous day. The implied volatity was 15.96, the open interest changed by 18299 which increased total open position to 33315
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 9.3, which was -21.75 lower than the previous day. The implied volatity was 15.26, the open interest changed by 6630 which increased total open position to 15016
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 31.05, which was -69.10 lower than the previous day. The implied volatity was 11.92, the open interest changed by 5823 which increased total open position to 8386
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 100.15, which was -104.45 lower than the previous day. The implied volatity was 14.30, the open interest changed by 1555 which increased total open position to 2563
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 204.6, which was -265.55 lower than the previous day. The implied volatity was 11.53, the open interest changed by 632 which increased total open position to 1008
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 470.15, which was -12.85 lower than the previous day. The implied volatity was 10.75, the open interest changed by 299 which increased total open position to 376
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 483, which was -242.10 lower than the previous day. The implied volatity was 9.34, the open interest changed by 33 which increased total open position to 77
On 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 725.1, which was 725.10 higher than the previous day. The implied volatity was 12.25, the open interest changed by 44 which increased total open position to 44
On 6 Nov SENSEX was trading at 80378.13. 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 Nov SENSEX was trading at 79476.63. 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 Nov SENSEX was trading at 78782.24. 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 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 31 Oct SENSEX was trading at 79389.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SENSEX was trading at 79942.18. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SENSEX was trading at 80369.03. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SENSEX was trading at 80005.04. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SENSEX was trading at 79402.29. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SENSEX was trading at 80065.16. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SENSEX was trading at 80081.98. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SENSEX was trading at 80220.72. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SENSEX was trading at 81151.27. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SENSEX 22NOV2024 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 8.12
Theta: -196.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77107.83 | 3000 | 466.10 | 56.23 | 11 | -11 | 1,758 |
| 19 Nov | 77578.38 | 2533.9 | 216.00 | 31.94 | 372 | -140 | 1,769 |
| 18 Nov | 77339.01 | 2317.9 | 0.00 | 0.00 | 0 | 0 | 1,909 |
| 14 Nov | 77580.31 | 2317.9 | 871.00 | 14.55 | 1,658 | 1,475 | 1,909 |
| 13 Nov | 77690.95 | 1446.9 | 0.00 | 0.00 | 0 | 0 | 434 |
| 12 Nov | 78675.18 | 1446.9 | 629.60 | 14.74 | 1,164 | 268 | 434 |
| 11 Nov | 79496.15 | 817.3 | -93.05 | 12.29 | 1,460 | 155 | 166 |
| 8 Nov | 79486.32 | 910.35 | -190.65 | 12.91 | 15 | 9 | 11 |
| 7 Nov | 79541.79 | 1101 | 0.00 | 0.00 | 0 | 0 | 2 |
| 6 Nov | 80378.13 | 1101 | 382.60 | 21.49 | 1 | 1 | 2 |
| 5 Nov | 79476.63 | 718.4 | 0.00 | 0.00 | 0 | 0 | 1 |
| 4 Nov | 78782.24 | 718.4 | 0.00 | 0.00 | 0 | 0 | 1 |
| 1 Nov | 79724.12 | 718.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 79389.06 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 30 Oct | 79942.18 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 29 Oct | 80369.03 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 28 Oct | 80005.04 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 25 Oct | 79402.29 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 24 Oct | 80065.16 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 80081.98 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 22 Oct | 80220.72 | 718.4 | 0.00 | - | 0 | 0 | 1 |
| 21 Oct | 81151.27 | 718.4 | - | 1 | 1 | 1 | |
For Sensex - strike price 80000 expiring on 22NOV2024
Delta for 80000 PE is -0.88
Historical price for 80000 PE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 3000, which was 466.10 higher than the previous day. The implied volatity was 56.23, the open interest changed by -11 which decreased total open position to 1758
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2533.9, which was 216.00 higher than the previous day. The implied volatity was 31.94, the open interest changed by -140 which decreased total open position to 1769
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2317.9, 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 1909
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2317.9, which was 871.00 higher than the previous day. The implied volatity was 14.55, the open interest changed by 1475 which increased total open position to 1909
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1446.9, 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 434
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1446.9, which was 629.60 higher than the previous day. The implied volatity was 14.74, the open interest changed by 268 which increased total open position to 434
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 817.3, which was -93.05 lower than the previous day. The implied volatity was 12.29, the open interest changed by 155 which increased total open position to 166
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 910.35, which was -190.65 lower than the previous day. The implied volatity was 12.91, the open interest changed by 9 which increased total open position to 11
On 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 1101, 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 6 Nov SENSEX was trading at 80378.13. The strike last trading price was 1101, which was 382.60 higher than the previous day. The implied volatity was 21.49, the open interest changed by 1 which increased total open position to 2
On 5 Nov SENSEX was trading at 79476.63. The strike last trading price was 718.4, 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 4 Nov SENSEX was trading at 78782.24. The strike last trading price was 718.4, 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 1 Nov SENSEX was trading at 79724.12. The strike last trading price was 718.4, 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 0
On 31 Oct SENSEX was trading at 79389.06. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct SENSEX was trading at 79942.18. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct SENSEX was trading at 80369.03. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct SENSEX was trading at 80005.04. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct SENSEX was trading at 79402.29. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct SENSEX was trading at 80065.16. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct SENSEX was trading at 80081.98. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct SENSEX was trading at 80220.72. The strike last trading price was 718.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct SENSEX was trading at 81151.27. The strike last trading price was 718.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
