SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 27.15
Theta: -40.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 180 | -272.15 | 18.81 | 7,204 | 461 | 1,358 | |||
| 19 Dec | 79218.05 | 452.15 | -420.85 | 16.82 | 3,374 | 363 | 897 | |||
| 18 Dec | 80182.20 | 873 | -391.55 | 15.55 | 1,924 | 534 | 534 | |||
| 17 Dec | 80684.45 | 1264.55 | -1029.00 | 16.36 | 4 | -2 | 0 | |||
| 16 Dec | 81748.57 | 2293.55 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Dec | 82133.12 | 2293.55 | 400.85 | 9.87 | 114 | 1 | 2 | |||
| 12 Dec | 81289.96 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 10 Dec | 81510.05 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 9 Dec | 81508.46 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Dec | 81709.12 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 5 Dec | 81765.86 | 1892.7 | 0.00 | 0.00 | 0 | 0 | 1 | |||
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| 4 Dec | 80956.33 | 1892.7 | 123.25 | 14.36 | 1 | 0 | 1 | |||
| 3 Dec | 80845.75 | 1769.45 | 334.35 | 13.21 | 28 | -9 | 1 | |||
| 2 Dec | 80248.08 | 1435.1 | 200.10 | 13.32 | 33 | 9 | 10 | |||
| 29 Nov | 79802.79 | 1235 | 248.85 | 12.77 | 22 | -14 | 1 | |||
| 28 Nov | 79043.74 | 986.15 | 986.15 | 13.79 | 17 | 15 | 15 | |||
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 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 80200 expiring on 27DEC2024
Delta for 80200 CE is 0.17
Historical price for 80200 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 180, which was -272.15 lower than the previous day. The implied volatity was 18.81, the open interest changed by 461 which increased total open position to 1358
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 452.15, which was -420.85 lower than the previous day. The implied volatity was 16.82, the open interest changed by 363 which increased total open position to 897
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 873, which was -391.55 lower than the previous day. The implied volatity was 15.55, the open interest changed by 534 which increased total open position to 534
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1264.55, which was -1029.00 lower than the previous day. The implied volatity was 16.36, 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 2293.55, 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 2293.55, which was 400.85 higher than the previous day. The implied volatity was 9.87, 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 1892.7, 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 1892.7, 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 1892.7, 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 1892.7, 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 1892.7, 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 1892.7, 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 1892.7, which was 123.25 higher than the previous day. The implied volatity was 14.36, 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 1769.45, which was 334.35 higher than the previous day. The implied volatity was 13.21, the open interest changed by -9 which decreased total open position to 1
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1435.1, which was 200.10 higher than the previous day. The implied volatity was 13.32, the open interest changed by 9 which increased total open position to 10
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1235, which was 248.85 higher than the previous day. The implied volatity was 12.77, the open interest changed by -14 which decreased total open position to 1
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 986.15, which was 986.15 higher than the previous day. The implied volatity was 13.79, the open interest changed by 15 which increased total open position to 15
On 27 Nov SENSEX was trading at 80234.08. 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 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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 80200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 17.71
Theta: 2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2066.85 | 834.00 | 13.64 | 250 | 4 | 221 |
| 19 Dec | 79218.05 | 1232.85 | 612.00 | 16.23 | 276 | 9 | 217 |
| 18 Dec | 80182.20 | 620.85 | 135.55 | 14.10 | 1,513 | 45 | 208 |
| 17 Dec | 80684.45 | 485.3 | 196.55 | 14.85 | 803 | 99 | 163 |
| 16 Dec | 81748.57 | 288.75 | 75.85 | 16.43 | 144 | 13 | 64 |
| 13 Dec | 82133.12 | 212.9 | -149.00 | 14.79 | 346 | -31 | 51 |
| 12 Dec | 81289.96 | 361.9 | 18.90 | 13.79 | 56 | 42 | 82 |
| 11 Dec | 81526.14 | 343 | -57.45 | 14.20 | 33 | -1 | 40 |
| 10 Dec | 81510.05 | 400.45 | -35.90 | 14.84 | 38 | 26 | 41 |
| 9 Dec | 81508.46 | 436.35 | 9.85 | 15.13 | 6 | -1 | 15 |
| 6 Dec | 81709.12 | 426.5 | -183.15 | 14.94 | 36 | 9 | 16 |
| 5 Dec | 81765.86 | 609.65 | -146.55 | 17.73 | 26 | -1 | 7 |
| 4 Dec | 80956.33 | 756.2 | 2.85 | 16.03 | 22 | 1 | 8 |
| 3 Dec | 80845.75 | 753.35 | -123.75 | 15.26 | 15 | 3 | 7 |
| 2 Dec | 80248.08 | 877.1 | -300.75 | 13.78 | 4 | 0 | 4 |
| 29 Nov | 79802.79 | 1177.85 | 0.00 | 0.00 | 0 | 0 | 4 |
| 28 Nov | 79043.74 | 1177.85 | 345.70 | 10.01 | 2 | -2 | 4 |
| 27 Nov | 80234.08 | 832.15 | -327.85 | 12.53 | 4 | 4 | 6 |
| 26 Nov | 80004.06 | 1160 | 600.00 | 14.97 | 3 | 1 | 2 |
| 25 Nov | 80109.85 | 560 | 560.00 | 8.80 | 1 | 1 | 1 |
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 0 | 0.00 | 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 80200 expiring on 27DEC2024
Delta for 80200 PE is -0.91
Historical price for 80200 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2066.85, which was 834.00 higher than the previous day. The implied volatity was 13.64, the open interest changed by 4 which increased total open position to 221
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1232.85, which was 612.00 higher than the previous day. The implied volatity was 16.23, the open interest changed by 9 which increased total open position to 217
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 620.85, which was 135.55 higher than the previous day. The implied volatity was 14.10, the open interest changed by 45 which increased total open position to 208
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 485.3, which was 196.55 higher than the previous day. The implied volatity was 14.85, the open interest changed by 99 which increased total open position to 163
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 288.75, which was 75.85 higher than the previous day. The implied volatity was 16.43, the open interest changed by 13 which increased total open position to 64
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 212.9, which was -149.00 lower than the previous day. The implied volatity was 14.79, the open interest changed by -31 which decreased total open position to 51
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 361.9, which was 18.90 higher than the previous day. The implied volatity was 13.79, the open interest changed by 42 which increased total open position to 82
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 343, which was -57.45 lower than the previous day. The implied volatity was 14.20, the open interest changed by -1 which decreased total open position to 40
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 400.45, which was -35.90 lower than the previous day. The implied volatity was 14.84, the open interest changed by 26 which increased total open position to 41
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 436.35, which was 9.85 higher than the previous day. The implied volatity was 15.13, the open interest changed by -1 which decreased total open position to 15
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 426.5, which was -183.15 lower than the previous day. The implied volatity was 14.94, the open interest changed by 9 which increased total open position to 16
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 609.65, which was -146.55 lower than the previous day. The implied volatity was 17.73, the open interest changed by -1 which decreased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 756.2, which was 2.85 higher than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 8
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 753.35, which was -123.75 lower than the previous day. The implied volatity was 15.26, the open interest changed by 3 which increased total open position to 7
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 877.1, which was -300.75 lower than the previous day. The implied volatity was 13.78, the open interest changed by 0 which decreased total open position to 4
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1177.85, 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 4
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1177.85, which was 345.70 higher than the previous day. The implied volatity was 10.01, the open interest changed by -2 which decreased total open position to 4
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 832.15, which was -327.85 lower than the previous day. The implied volatity was 12.53, the open interest changed by 4 which increased total open position to 6
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 1160, which was 600.00 higher than the previous day. The implied volatity was 14.97, the open interest changed by 1 which increased total open position to 2
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 560, which was 560.00 higher than the previous day. The implied volatity was 8.80, the open interest changed by 1 which increased total open position to 1
On 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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
