SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:23 PM IST
| SENSEX 22NOV2024 80400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.95
Theta: -14.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77118.67 | 3.75 | 0.25 | 32.27 | 17,670 | 1,655 | 4,305 | |||
| 19 Nov | 77578.38 | 3.5 | -16.45 | 16.28 | 53,976 | 1,626 | 2,650 | |||
| 18 Nov | 77339.01 | 19.95 | 2.95 | 19.45 | 10,564 | 716 | 1,024 | |||
| 14 Nov | 77580.31 | 17 | -51.00 | 12.12 | 2,463 | 174 | 308 | |||
| 13 Nov | 77690.95 | 68 | -69.35 | 14.59 | 322 | 38 | 134 | |||
| 12 Nov | 78675.18 | 137.35 | -192.65 | 11.82 | 878 | 81 | 96 | |||
| 11 Nov | 79496.15 | 330 | -45.80 | 10.93 | 185 | -83 | 15 | |||
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| 8 Nov | 79486.32 | 375.8 | 375.80 | 10.16 | 112 | 98 | 98 | |||
| 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 80400 expiring on 22NOV2024
Delta for 80400 CE is 0.01
Historical price for 80400 CE is as follows
On 21 Nov SENSEX was trading at 77118.67. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 32.27, the open interest changed by 1655 which increased total open position to 4305
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3.5, which was -16.45 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1626 which increased total open position to 2650
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 19.95, which was 2.95 higher than the previous day. The implied volatity was 19.45, the open interest changed by 716 which increased total open position to 1024
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 17, which was -51.00 lower than the previous day. The implied volatity was 12.12, the open interest changed by 174 which increased total open position to 308
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 68, which was -69.35 lower than the previous day. The implied volatity was 14.59, the open interest changed by 38 which increased total open position to 134
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 137.35, which was -192.65 lower than the previous day. The implied volatity was 11.82, the open interest changed by 81 which increased total open position to 96
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 330, which was -45.80 lower than the previous day. The implied volatity was 10.93, the open interest changed by -83 which decreased total open position to 15
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 375.8, which was 375.80 higher than the previous day. The implied volatity was 10.16, the open interest changed by 98 which increased total open position to 98
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 80400 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 | 77118.67 | 1740 | 0.00 | 0.00 | 0 | 0 | 4 |
| 19 Nov | 77578.38 | 1740 | 0.00 | 0.00 | 0 | 0 | 4 |
| 18 Nov | 77339.01 | 1740 | 0.00 | 0.00 | 0 | 0 | 4 |
| 14 Nov | 77580.31 | 1740 | 0.00 | 0.00 | 0 | 0 | 4 |
| 13 Nov | 77690.95 | 1740 | 0.00 | 0.00 | 0 | 0 | 4 |
| 12 Nov | 78675.18 | 1740 | 936.70 | 14.55 | 5 | -3 | 4 |
| 11 Nov | 79496.15 | 803.3 | 803.30 | 6.97 | 7 | 7 | 7 |
| 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 80400 expiring on 22NOV2024
Delta for 80400 PE is 0.00
Historical price for 80400 PE is as follows
On 21 Nov SENSEX was trading at 77118.67. The strike last trading price was 1740, 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 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1740, 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 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1740, 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 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1740, 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 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1740, 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 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1740, which was 936.70 higher than the previous day. The implied volatity was 14.55, the open interest changed by -3 which decreased total open position to 4
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 803.3, which was 803.30 higher than the previous day. The implied volatity was 6.97, the open interest changed by 7 which increased total open position to 7
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
