SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:16 PM IST
| SENSEX 22NOV2024 80200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.11
Theta: -16.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77111.09 | 4.4 | -2.10 | 31.16 | 21,446 | 622 | 4,571 | |||
| 19 Nov | 77578.38 | 6.5 | -2.35 | 16.58 | 67,301 | 2,244 | 3,949 | |||
| 18 Nov | 77339.01 | 8.85 | -22.35 | 16.12 | 12,388 | 1,445 | 1,705 | |||
| 14 Nov | 77580.31 | 31.2 | -52.60 | 12.76 | 2,064 | 79 | 260 | |||
| 13 Nov | 77690.95 | 83.8 | -83.00 | 14.50 | 453 | 85 | 181 | |||
| 12 Nov | 78675.18 | 166.8 | -169.75 | 11.64 | 628 | 90 | 96 | |||
| 11 Nov | 79496.15 | 336.55 | -103.15 | 9.72 | 47 | 5 | 6 | |||
| 8 Nov | 79486.32 | 439.7 | 439.70 | 9.99 | 3 | 1 | 1 | |||
| 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 | |||
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| 22 Oct | 80220.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 81151.27 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 80200 expiring on 22NOV2024
Delta for 80200 CE is 0.01
Historical price for 80200 CE is as follows
On 21 Nov SENSEX was trading at 77111.09. The strike last trading price was 4.4, which was -2.10 lower than the previous day. The implied volatity was 31.16, the open interest changed by 622 which increased total open position to 4571
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 6.5, which was -2.35 lower than the previous day. The implied volatity was 16.58, the open interest changed by 2244 which increased total open position to 3949
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 8.85, which was -22.35 lower than the previous day. The implied volatity was 16.12, the open interest changed by 1445 which increased total open position to 1705
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 31.2, which was -52.60 lower than the previous day. The implied volatity was 12.76, the open interest changed by 79 which increased total open position to 260
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 83.8, which was -83.00 lower than the previous day. The implied volatity was 14.50, the open interest changed by 85 which increased total open position to 181
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 166.8, which was -169.75 lower than the previous day. The implied volatity was 11.64, the open interest changed by 90 which increased total open position to 96
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 336.55, which was -103.15 lower than the previous day. The implied volatity was 9.72, the open interest changed by 5 which increased total open position to 6
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 439.7, which was 439.70 higher than the previous day. The implied volatity was 9.99, the open interest changed by 1 which increased total open position to 1
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 80200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.09 | 825.5 | 0.00 | 0.00 | 0 | 0 | 7 |
| 19 Nov | 77578.38 | 825.5 | 0.00 | 0.00 | 0 | 0 | 7 |
| 18 Nov | 77339.01 | 825.5 | 0.00 | 0.00 | 0 | 0 | 7 |
| 14 Nov | 77580.31 | 825.5 | 0.00 | 0.00 | 0 | 0 | 7 |
| 13 Nov | 77690.95 | 825.5 | 0.00 | 0.00 | 0 | 0 | 7 |
| 12 Nov | 78675.18 | 825.5 | 57.95 | - | 9 | 3 | 7 |
| 11 Nov | 79496.15 | 767.55 | 767.55 | 9.11 | 4 | 4 | 4 |
| 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 80200 expiring on 22NOV2024
Delta for 80200 PE is 0.00
Historical price for 80200 PE is as follows
On 21 Nov SENSEX was trading at 77111.09. The strike last trading price was 825.5, 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 7
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 825.5, 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 7
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 825.5, 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 7
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 825.5, 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 7
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 825.5, 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 7
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 825.5, which was 57.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 7
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 767.55, which was 767.55 higher than the previous day. The implied volatity was 9.11, the open interest changed by 4 which increased total open position to 4
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
