SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:20 PM IST
| SENSEX 22NOV2024 80300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.02
Theta: -15.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77119.41 | 4 | -2.10 | 31.63 | 33,222 | 2,142 | 4,341 | |||
| 19 Nov | 77578.38 | 6.1 | -11.85 | 16.97 | 39,593 | 964 | 2,199 | |||
| 18 Nov | 77339.01 | 17.95 | -3.00 | 18.58 | 10,118 | -146 | 1,235 | |||
| 14 Nov | 77580.31 | 20.95 | -58.70 | 12.20 | 2,971 | 1,018 | 1,381 | |||
| 13 Nov | 77690.95 | 79.65 | -71.70 | 14.75 | 608 | 194 | 363 | |||
| 12 Nov | 78675.18 | 151.35 | -222.40 | 11.73 | 906 | 159 | 169 | |||
| 11 Nov | 79496.15 | 373.75 | -27.45 | 11.12 | 36 | 7 | 10 | |||
| 8 Nov | 79486.32 | 401.2 | 401.20 | 9.98 | 5 | 3 | 3 | |||
| 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 | |||
| 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 | |||
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| 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 80300 expiring on 22NOV2024
Delta for 80300 CE is 0.01
Historical price for 80300 CE is as follows
On 21 Nov SENSEX was trading at 77119.41. The strike last trading price was 4, which was -2.10 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2142 which increased total open position to 4341
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 6.1, which was -11.85 lower than the previous day. The implied volatity was 16.97, the open interest changed by 964 which increased total open position to 2199
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 17.95, which was -3.00 lower than the previous day. The implied volatity was 18.58, the open interest changed by -146 which decreased total open position to 1235
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 20.95, which was -58.70 lower than the previous day. The implied volatity was 12.20, the open interest changed by 1018 which increased total open position to 1381
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 79.65, which was -71.70 lower than the previous day. The implied volatity was 14.75, the open interest changed by 194 which increased total open position to 363
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 151.35, which was -222.40 lower than the previous day. The implied volatity was 11.73, the open interest changed by 159 which increased total open position to 169
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 373.75, which was -27.45 lower than the previous day. The implied volatity was 11.12, the open interest changed by 7 which increased total open position to 10
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 401.2, which was 401.20 higher than the previous day. The implied volatity was 9.98, the open interest changed by 3 which increased total open position to 3
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 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 80300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 77119.41 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 19 Nov | 77578.38 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 18 Nov | 77339.01 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 14 Nov | 77580.31 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 13 Nov | 77690.95 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 12 Nov | 78675.18 | 1093.9 | 0.00 | 0.00 | 0 | 0 | 2 |
| 11 Nov | 79496.15 | 1093.9 | 1093.90 | 14.13 | 7 | 2 | 2 |
| 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 |
| 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 80300 expiring on 22NOV2024
Delta for 80300 PE is 0.00
Historical price for 80300 PE is as follows
On 21 Nov SENSEX was trading at 77119.41. The strike last trading price was 1093.9, 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1093.9, 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 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1093.9, 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 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1093.9, 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 Nov SENSEX was trading at 77690.95. The strike last trading price was 1093.9, 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 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1093.9, 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 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 1093.9, which was 1093.90 higher than the previous day. The implied volatity was 14.13, the open interest changed by 2 which increased total open position to 2
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 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
