SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 24.39
Theta: -35.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 145.75 | -248.00 | 18.64 | 5,845 | 280 | 709 | |||
| 19 Dec | 79218.05 | 393.75 | -384.90 | 16.95 | 2,246 | 138 | 429 | |||
| 18 Dec | 80182.20 | 778.65 | -1146.80 | 15.70 | 1,721 | 287 | 291 | |||
| 17 Dec | 80684.45 | 1925.45 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 16 Dec | 81748.57 | 1925.45 | -80.05 | 16.41 | 5 | -2 | 4 | |||
| 13 Dec | 82133.12 | 2005.5 | 338.20 | - | 138 | 4 | 6 | |||
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| 12 Dec | 81289.96 | 1667.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1667.3 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 10 Dec | 81510.05 | 1667.3 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 9 Dec | 81508.46 | 1667.3 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Dec | 81709.12 | 1667.3 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 5 Dec | 81765.86 | 1667.3 | 0.00 | - | 2 | 0 | 2 | |||
| 4 Dec | 80956.33 | 1667.3 | 97.60 | 13.07 | 3 | 1 | 2 | |||
| 3 Dec | 80845.75 | 1569.7 | 157.70 | 12.29 | 8 | 0 | 1 | |||
| 2 Dec | 80248.08 | 1412 | 296.50 | 14.40 | 20 | -1 | 1 | |||
| 29 Nov | 79802.79 | 1115.5 | 214.45 | 12.56 | 13 | 1 | 2 | |||
| 28 Nov | 79043.74 | 901.05 | 901.05 | 13.75 | 7 | 1 | 1 | |||
| 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 80400 expiring on 27DEC2024
Delta for 80400 CE is 0.14
Historical price for 80400 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 145.75, which was -248.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by 280 which increased total open position to 709
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 393.75, which was -384.90 lower than the previous day. The implied volatity was 16.95, the open interest changed by 138 which increased total open position to 429
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 778.65, which was -1146.80 lower than the previous day. The implied volatity was 15.70, the open interest changed by 287 which increased total open position to 291
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1925.45, 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 4
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1925.45, which was -80.05 lower than the previous day. The implied volatity was 16.41, the open interest changed by -2 which decreased total open position to 4
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 2005.5, which was 338.20 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1667.3, 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 1667.3, 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1667.3, 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 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1667.3, 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 1667.3, 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 1667.3, which was 0.00 lower than the previous day. The implied volatity was -, 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 1667.3, which was 97.60 higher than the previous day. The implied volatity was 13.07, the open interest changed by 1 which increased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1569.7, which was 157.70 higher than the previous day. The implied volatity was 12.29, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1412, which was 296.50 higher than the previous day. The implied volatity was 14.40, the open interest changed by -1 which decreased total open position to 1
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1115.5, which was 214.45 higher than the previous day. The implied volatity was 12.56, the open interest changed by 1 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 901.05, which was 901.05 higher than the previous day. The implied volatity was 13.75, the open interest changed by 1 which increased total open position to 1
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 80400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 12.49
Theta: 9.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2238.25 | 864.20 | 12.72 | 29 | -15 | 147 |
| 19 Dec | 79218.05 | 1374.05 | 656.10 | 16.33 | 333 | -67 | 162 |
| 18 Dec | 80182.20 | 717.95 | 156.80 | 14.10 | 1,688 | 81 | 229 |
| 17 Dec | 80684.45 | 561.15 | 235.40 | 14.84 | 602 | 86 | 148 |
| 16 Dec | 81748.57 | 325.75 | 74.30 | 16.20 | 154 | 10 | 62 |
| 13 Dec | 82133.12 | 251.45 | -157.55 | 14.83 | 233 | -44 | 52 |
| 12 Dec | 81289.96 | 409 | 48.05 | 13.63 | 100 | 28 | 96 |
| 11 Dec | 81526.14 | 360.95 | -81.30 | 13.58 | 25 | 5 | 68 |
| 10 Dec | 81510.05 | 442.25 | -75.35 | 14.62 | 72 | 37 | 63 |
| 9 Dec | 81508.46 | 517.6 | 24.20 | 15.54 | 10 | -4 | 26 |
| 6 Dec | 81709.12 | 493.4 | -15.60 | 15.16 | 39 | 22 | 30 |
| 5 Dec | 81765.86 | 509 | -254.75 | 15.37 | 82 | -4 | 8 |
| 4 Dec | 80956.33 | 763.75 | 3.75 | 15.17 | 46 | -1 | 12 |
| 3 Dec | 80845.75 | 760 | -191.00 | 14.40 | 31 | 11 | 13 |
| 2 Dec | 80248.08 | 951 | -314.00 | 13.62 | 10 | -2 | 2 |
| 29 Nov | 79802.79 | 1265 | -62.50 | 14.45 | 7 | -3 | 4 |
| 28 Nov | 79043.74 | 1327.5 | 337.50 | 10.34 | 3 | 1 | 7 |
| 27 Nov | 80234.08 | 990 | 990.00 | 13.34 | 10 | 6 | 6 |
| 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 80400 expiring on 27DEC2024
Delta for 80400 PE is -0.94
Historical price for 80400 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2238.25, which was 864.20 higher than the previous day. The implied volatity was 12.72, the open interest changed by -15 which decreased total open position to 147
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1374.05, which was 656.10 higher than the previous day. The implied volatity was 16.33, the open interest changed by -67 which decreased total open position to 162
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 717.95, which was 156.80 higher than the previous day. The implied volatity was 14.10, the open interest changed by 81 which increased total open position to 229
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 561.15, which was 235.40 higher than the previous day. The implied volatity was 14.84, the open interest changed by 86 which increased total open position to 148
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 325.75, which was 74.30 higher than the previous day. The implied volatity was 16.20, the open interest changed by 10 which increased total open position to 62
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 251.45, which was -157.55 lower than the previous day. The implied volatity was 14.83, the open interest changed by -44 which decreased total open position to 52
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 409, which was 48.05 higher than the previous day. The implied volatity was 13.63, the open interest changed by 28 which increased total open position to 96
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 360.95, which was -81.30 lower than the previous day. The implied volatity was 13.58, the open interest changed by 5 which increased total open position to 68
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 442.25, which was -75.35 lower than the previous day. The implied volatity was 14.62, the open interest changed by 37 which increased total open position to 63
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 517.6, which was 24.20 higher than the previous day. The implied volatity was 15.54, the open interest changed by -4 which decreased total open position to 26
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 493.4, which was -15.60 lower than the previous day. The implied volatity was 15.16, the open interest changed by 22 which increased total open position to 30
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 509, which was -254.75 lower than the previous day. The implied volatity was 15.37, the open interest changed by -4 which decreased total open position to 8
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 763.75, which was 3.75 higher than the previous day. The implied volatity was 15.17, the open interest changed by -1 which decreased total open position to 12
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 760, which was -191.00 lower than the previous day. The implied volatity was 14.40, the open interest changed by 11 which increased total open position to 13
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 951, which was -314.00 lower than the previous day. The implied volatity was 13.62, the open interest changed by -2 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1265, which was -62.50 lower than the previous day. The implied volatity was 14.45, the open interest changed by -3 which decreased total open position to 4
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1327.5, which was 337.50 higher than the previous day. The implied volatity was 10.34, the open interest changed by 1 which increased total open position to 7
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 990, which was 990.00 higher than the previous day. The implied volatity was 13.34, the open interest changed by 6 which increased total open position to 6
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
