SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 24.25
Theta: -33.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 137.2 | -282.80 | 17.72 | 5,641 | 655 | 1,071 | |||
| 19 Dec | 79218.05 | 420 | -380.00 | 16.84 | 2,129 | 129 | 416 | |||
| 18 Dec | 80182.20 | 800 | -1319.75 | 15.13 | 1,636 | 285 | 287 | |||
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| 17 Dec | 80684.45 | 2119.75 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 16 Dec | 81748.57 | 2119.75 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Dec | 82133.12 | 2119.75 | -38.00 | - | 131 | -1 | 2 | |||
| 12 Dec | 81289.96 | 2157.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2157.75 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 10 Dec | 81510.05 | 2157.75 | 303.50 | 17.33 | 1 | 1 | 3 | |||
| 9 Dec | 81508.46 | 1854.25 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Dec | 81709.12 | 1854.25 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 5 Dec | 81765.86 | 1854.25 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 4 Dec | 80956.33 | 1854.25 | 151.50 | 14.72 | 7 | -3 | 2 | |||
| 3 Dec | 80845.75 | 1702.75 | 340.70 | 13.19 | 28 | 2 | 5 | |||
| 2 Dec | 80248.08 | 1362.05 | 211.60 | 13.13 | 29 | -8 | 3 | |||
| 29 Nov | 79802.79 | 1150.45 | 212.40 | 12.39 | 23 | 9 | 11 | |||
| 28 Nov | 79043.74 | 938.05 | 938.05 | 13.71 | 34 | 2 | 2 | |||
| 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 | 0 | 0 | ||||
For Sensex - strike price 80300 expiring on 27DEC2024
Delta for 80300 CE is 0.14
Historical price for 80300 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 137.2, which was -282.80 lower than the previous day. The implied volatity was 17.72, the open interest changed by 655 which increased total open position to 1071
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 420, which was -380.00 lower than the previous day. The implied volatity was 16.84, the open interest changed by 129 which increased total open position to 416
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 800, which was -1319.75 lower than the previous day. The implied volatity was 15.13, the open interest changed by 285 which increased total open position to 287
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 2119.75, 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 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 2119.75, 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 2119.75, which was -38.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2157.75, 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 2157.75, 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 3
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 2157.75, which was 303.50 higher than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 3
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1854.25, 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 Dec SENSEX was trading at 81709.12. The strike last trading price was 1854.25, 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 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1854.25, 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 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1854.25, which was 151.50 higher than the previous day. The implied volatity was 14.72, the open interest changed by -3 which decreased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1702.75, which was 340.70 higher than the previous day. The implied volatity was 13.19, the open interest changed by 2 which increased total open position to 5
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1362.05, which was 211.60 higher than the previous day. The implied volatity was 13.13, the open interest changed by -8 which decreased total open position to 3
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1150.45, which was 212.40 higher than the previous day. The implied volatity was 12.39, the open interest changed by 9 which increased total open position to 11
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 938.05, which was 938.05 higher than the previous day. The implied volatity was 13.71, the open interest changed by 2 which increased total open position to 2
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 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 80300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 16.23
Theta: 4.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2158.7 | 862.15 | 13.66 | 202 | -77 | 116 |
| 19 Dec | 79218.05 | 1296.55 | 628.35 | 16.13 | 391 | -154 | 193 |
| 18 Dec | 80182.20 | 668.2 | 149.30 | 14.09 | 2,253 | 230 | 347 |
| 17 Dec | 80684.45 | 518.9 | 220.15 | 14.78 | 819 | -15 | 117 |
| 16 Dec | 81748.57 | 298.75 | -0.25 | 16.12 | 135 | 36 | 132 |
| 13 Dec | 82133.12 | 299 | 14.00 | 16.36 | 106 | 41 | 96 |
| 12 Dec | 81289.96 | 285 | -65.10 | 11.84 | 75 | 30 | 55 |
| 11 Dec | 81526.14 | 350.1 | -110.55 | 13.86 | 10 | 2 | 25 |
| 10 Dec | 81510.05 | 460.65 | -4.35 | 15.42 | 64 | -25 | 23 |
| 9 Dec | 81508.46 | 465 | 21.80 | 15.15 | 2 | 0 | 48 |
| 6 Dec | 81709.12 | 443.2 | -41.55 | 14.79 | 102 | 12 | 48 |
| 5 Dec | 81765.86 | 484.75 | -316.25 | 15.41 | 82 | 0 | 36 |
| 4 Dec | 80956.33 | 801 | 28.70 | 16.15 | 53 | -11 | 36 |
| 3 Dec | 80845.75 | 772.3 | -172.80 | 15.03 | 84 | 40 | 47 |
| 2 Dec | 80248.08 | 945.1 | -273.60 | 14.09 | 12 | 2 | 7 |
| 29 Nov | 79802.79 | 1218.7 | -60.30 | 14.48 | 3 | 1 | 5 |
| 28 Nov | 79043.74 | 1279 | 351.55 | 10.49 | 2 | 0 | 4 |
| 27 Nov | 80234.08 | 927.45 | 927.45 | 13.13 | 4 | 4 | 4 |
| 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 | 0 | 0 | |
For Sensex - strike price 80300 expiring on 27DEC2024
Delta for 80300 PE is -0.92
Historical price for 80300 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2158.7, which was 862.15 higher than the previous day. The implied volatity was 13.66, the open interest changed by -77 which decreased total open position to 116
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1296.55, which was 628.35 higher than the previous day. The implied volatity was 16.13, the open interest changed by -154 which decreased total open position to 193
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 668.2, which was 149.30 higher than the previous day. The implied volatity was 14.09, the open interest changed by 230 which increased total open position to 347
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 518.9, which was 220.15 higher than the previous day. The implied volatity was 14.78, the open interest changed by -15 which decreased total open position to 117
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 298.75, which was -0.25 lower than the previous day. The implied volatity was 16.12, the open interest changed by 36 which increased total open position to 132
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 299, which was 14.00 higher than the previous day. The implied volatity was 16.36, the open interest changed by 41 which increased total open position to 96
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 285, which was -65.10 lower than the previous day. The implied volatity was 11.84, the open interest changed by 30 which increased total open position to 55
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 350.1, which was -110.55 lower than the previous day. The implied volatity was 13.86, the open interest changed by 2 which increased total open position to 25
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 460.65, which was -4.35 lower than the previous day. The implied volatity was 15.42, the open interest changed by -25 which decreased total open position to 23
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 465, which was 21.80 higher than the previous day. The implied volatity was 15.15, the open interest changed by 0 which decreased total open position to 48
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 443.2, which was -41.55 lower than the previous day. The implied volatity was 14.79, the open interest changed by 12 which increased total open position to 48
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 484.75, which was -316.25 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 36
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 801, which was 28.70 higher than the previous day. The implied volatity was 16.15, the open interest changed by -11 which decreased total open position to 36
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 772.3, which was -172.80 lower than the previous day. The implied volatity was 15.03, the open interest changed by 40 which increased total open position to 47
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 945.1, which was -273.60 lower than the previous day. The implied volatity was 14.09, the open interest changed by 2 which increased total open position to 7
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1218.7, which was -60.30 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1 which increased total open position to 5
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1279, which was 351.55 higher than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 4
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 927.45, which was 927.45 higher than the previous day. The implied volatity was 13.13, the open interest changed by 4 which increased total open position to 4
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
