SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:27 PM IST
| SENSEX 22NOV2024 80100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.05
Theta: -15.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77129.24 | 3.9 | -0.30 | 29.81 | 43,269 | 3,333 | 7,533 | |||
| 19 Nov | 77578.38 | 4.2 | -6.10 | 15.10 | 67,609 | 2,966 | 4,200 | |||
| 18 Nov | 77339.01 | 10.3 | -14.15 | 16.00 | 12,090 | 475 | 1,234 | |||
| 14 Nov | 77580.31 | 24.45 | -68.05 | 11.76 | 3,603 | 88 | 759 | |||
| 13 Nov | 77690.95 | 92.5 | -90.85 | 14.44 | 946 | 334 | 671 | |||
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| 12 Nov | 78675.18 | 183.35 | -222.95 | 11.55 | 658 | 130 | 337 | |||
| 11 Nov | 79496.15 | 406.3 | 406.30 | 10.32 | 539 | 207 | 207 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 79541.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 80100 expiring on 22NOV2024
Delta for 80100 CE is 0.01
Historical price for 80100 CE is as follows
On 21 Nov SENSEX was trading at 77129.24. The strike last trading price was 3.9, which was -0.30 lower than the previous day. The implied volatity was 29.81, the open interest changed by 3333 which increased total open position to 7533
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4.2, which was -6.10 lower than the previous day. The implied volatity was 15.10, the open interest changed by 2966 which increased total open position to 4200
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 10.3, which was -14.15 lower than the previous day. The implied volatity was 16.00, the open interest changed by 475 which increased total open position to 1234
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 24.45, which was -68.05 lower than the previous day. The implied volatity was 11.76, the open interest changed by 88 which increased total open position to 759
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 92.5, which was -90.85 lower than the previous day. The implied volatity was 14.44, the open interest changed by 334 which increased total open position to 671
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 183.35, which was -222.95 lower than the previous day. The implied volatity was 11.55, the open interest changed by 130 which increased total open position to 337
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 406.3, which was 406.30 higher than the previous day. The implied volatity was 10.32, the open interest changed by 207 which increased total open position to 207
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 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 80100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 7.32
Theta: -171.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77129.24 | 3057.4 | 895.95 | 54.54 | 114 | -11 | 98 |
| 19 Nov | 77578.38 | 2161.45 | 0.00 | 0.00 | 0 | 0 | 109 |
| 18 Nov | 77339.01 | 2161.45 | 0.00 | 0.00 | 0 | 0 | 109 |
| 14 Nov | 77580.31 | 2161.45 | 0.00 | 0.00 | 0 | 0 | 109 |
| 13 Nov | 77690.95 | 2161.45 | 1300.80 | - | 119 | 95 | 109 |
| 12 Nov | 78675.18 | 860.65 | 90.60 | - | 11 | 4 | 14 |
| 11 Nov | 79496.15 | 770.05 | 770.05 | 10.34 | 54 | 10 | 10 |
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 79541.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 80100 expiring on 22NOV2024
Delta for 80100 PE is -0.90
Historical price for 80100 PE is as follows
On 21 Nov SENSEX was trading at 77129.24. The strike last trading price was 3057.4, which was 895.95 higher than the previous day. The implied volatity was 54.54, the open interest changed by -11 which decreased total open position to 98
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2161.45, 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 109
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2161.45, 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 109
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2161.45, 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 109
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 2161.45, which was 1300.80 higher than the previous day. The implied volatity was -, the open interest changed by 95 which increased total open position to 109
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 860.65, which was 90.60 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 770.05, which was 770.05 higher than the previous day. The implied volatity was 10.34, the open interest changed by 10 which increased total open position to 10
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 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
