SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 27.60
Theta: -39.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 78041.59 | 180 | -305.50 | 18.21 | 5,520 | 598 | 1,241 | |||
| 19 Dec | 79218.05 | 485.5 | -459.50 | 16.79 | 3,376 | 290 | 643 | |||
| 18 Dec | 80182.20 | 945 | -435.00 | 15.91 | 1,443 | 353 | 353 | |||
| 17 Dec | 80684.45 | 1380 | -934.05 | 17.42 | 74 | -2 | 0 | |||
| 16 Dec | 81748.57 | 2314.05 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Dec | 82133.12 | 2314.05 | 349.70 | - | 74 | 1 | 2 | |||
| 12 Dec | 81289.96 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 10 Dec | 81510.05 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 9 Dec | 81508.46 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Dec | 81709.12 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 5 Dec | 81765.86 | 1964.35 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 4 Dec | 80956.33 | 1964.35 | 195.55 | 14.43 | 2 | 0 | 1 | |||
| 3 Dec | 80845.75 | 1768.8 | 406.50 | 12.30 | 7 | -2 | 1 | |||
| 2 Dec | 80248.08 | 1362.3 | 82.30 | 11.70 | 15 | 1 | 3 | |||
| 29 Nov | 79802.79 | 1280 | 247.55 | 12.68 | 28 | -19 | 2 | |||
| 28 Nov | 79043.74 | 1032.45 | 559.40 | 13.83 | 27 | 21 | 21 | |||
| 27 Nov | 80234.08 | 473.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 473.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 473.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 473.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 473.05 | 473.05 | 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 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 80100 expiring on 27DEC2024
Delta for 80100 CE is 0.17
Historical price for 80100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 180, which was -305.50 lower than the previous day. The implied volatity was 18.21, the open interest changed by 598 which increased total open position to 1241
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 485.5, which was -459.50 lower than the previous day. The implied volatity was 16.79, the open interest changed by 290 which increased total open position to 643
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 945, which was -435.00 lower than the previous day. The implied volatity was 15.91, the open interest changed by 353 which increased total open position to 353
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1380, which was -934.05 lower than the previous day. The implied volatity was 17.42, the open interest changed by -2 which decreased total open position to 0
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 2314.05, 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 2
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 2314.05, which was 349.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1964.35, 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 1964.35, 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 1964.35, 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 1964.35, 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 1964.35, 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 1964.35, 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 1964.35, which was 195.55 higher than the previous day. The implied volatity was 14.43, 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 1768.8, which was 406.50 higher than the previous day. The implied volatity was 12.30, the open interest changed by -2 which decreased total open position to 1
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1362.3, which was 82.30 higher than the previous day. The implied volatity was 11.70, the open interest changed by 1 which increased total open position to 3
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1280, which was 247.55 higher than the previous day. The implied volatity was 12.68, the open interest changed by -19 which decreased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1032.45, which was 559.40 higher than the previous day. The implied volatity was 13.83, the open interest changed by 21 which increased total open position to 21
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 473.05, 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 473.05, 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 473.05, 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 473.05, 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 473.05, which was 473.05 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 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 80100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 19.63
Theta: 0.33
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 1979.2 | 815.10 | 13.79 | 58 | 1 | 243 |
| 19 Dec | 79218.05 | 1164.1 | 582.75 | 16.16 | 460 | -40 | 242 |
| 18 Dec | 80182.20 | 581.35 | 128.05 | 14.21 | 1,563 | 199 | 282 |
| 17 Dec | 80684.45 | 453.3 | 187.75 | 14.92 | 342 | 26 | 83 |
| 16 Dec | 81748.57 | 265.55 | 41.55 | 16.39 | 146 | 8 | 57 |
| 13 Dec | 82133.12 | 224 | -113.45 | 15.50 | 60 | -3 | 49 |
| 12 Dec | 81289.96 | 337.45 | 32.45 | 13.83 | 52 | 24 | 52 |
| 11 Dec | 81526.14 | 305 | -104.40 | 13.92 | 45 | 20 | 28 |
| 10 Dec | 81510.05 | 409.4 | -40.10 | 15.47 | 54 | -20 | 8 |
| 9 Dec | 81508.46 | 449.5 | 18.05 | 15.82 | 18 | 6 | 28 |
| 6 Dec | 81709.12 | 431.45 | -65.35 | 15.43 | 44 | 5 | 22 |
| 5 Dec | 81765.86 | 496.8 | -221.55 | 16.42 | 78 | 2 | 17 |
| 4 Dec | 80956.33 | 718.35 | -10.25 | 15.99 | 49 | -1 | 15 |
| 3 Dec | 80845.75 | 728.6 | -144.25 | 15.40 | 43 | 0 | 16 |
| 2 Dec | 80248.08 | 872.85 | -171.15 | 14.24 | 33 | 7 | 16 |
| 29 Nov | 79802.79 | 1044 | -142.80 | 13.58 | 32 | 5 | 9 |
| 28 Nov | 79043.74 | 1186.8 | 328.10 | 10.78 | 3 | 2 | 4 |
| 27 Nov | 80234.08 | 858.7 | -147.25 | 13.28 | 3 | 2 | 2 |
| 26 Nov | 80004.06 | 1005.95 | -161.10 | 13.77 | 4 | 0 | 0 |
| 25 Nov | 80109.85 | 1167.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1167.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1167.05 | 1167.05 | 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 |
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 80100 expiring on 27DEC2024
Delta for 80100 PE is -0.90
Historical price for 80100 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1979.2, which was 815.10 higher than the previous day. The implied volatity was 13.79, the open interest changed by 1 which increased total open position to 243
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1164.1, which was 582.75 higher than the previous day. The implied volatity was 16.16, the open interest changed by -40 which decreased total open position to 242
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 581.35, which was 128.05 higher than the previous day. The implied volatity was 14.21, the open interest changed by 199 which increased total open position to 282
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 453.3, which was 187.75 higher than the previous day. The implied volatity was 14.92, the open interest changed by 26 which increased total open position to 83
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 265.55, which was 41.55 higher than the previous day. The implied volatity was 16.39, the open interest changed by 8 which increased total open position to 57
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 224, which was -113.45 lower than the previous day. The implied volatity was 15.50, the open interest changed by -3 which decreased total open position to 49
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 337.45, which was 32.45 higher than the previous day. The implied volatity was 13.83, the open interest changed by 24 which increased total open position to 52
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 305, which was -104.40 lower than the previous day. The implied volatity was 13.92, the open interest changed by 20 which increased total open position to 28
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 409.4, which was -40.10 lower than the previous day. The implied volatity was 15.47, the open interest changed by -20 which decreased total open position to 8
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 449.5, which was 18.05 higher than the previous day. The implied volatity was 15.82, the open interest changed by 6 which increased total open position to 28
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 431.45, which was -65.35 lower than the previous day. The implied volatity was 15.43, the open interest changed by 5 which increased total open position to 22
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 496.8, which was -221.55 lower than the previous day. The implied volatity was 16.42, the open interest changed by 2 which increased total open position to 17
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 718.35, which was -10.25 lower than the previous day. The implied volatity was 15.99, the open interest changed by -1 which decreased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 728.6, which was -144.25 lower than the previous day. The implied volatity was 15.40, the open interest changed by 0 which decreased total open position to 16
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 872.85, which was -171.15 lower than the previous day. The implied volatity was 14.24, the open interest changed by 7 which increased total open position to 16
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1044, which was -142.80 lower than the previous day. The implied volatity was 13.58, the open interest changed by 5 which increased total open position to 9
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1186.8, which was 328.10 higher than the previous day. The implied volatity was 10.78, the open interest changed by 2 which increased total open position to 4
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 858.7, which was -147.25 lower than the previous day. The implied volatity was 13.28, the open interest changed by 2 which increased total open position to 2
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 1005.95, which was -161.10 lower than the previous day. The implied volatity was 13.77, 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 1167.05, 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 1167.05, 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 1167.05, which was 1167.05 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 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
