SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 24.32
Theta: -36.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 150.9 | -209.10 | 19.41 | 35,742 | 3,020 | 5,277 | |||
| 19 Dec | 79218.05 | 360 | -360.05 | 16.84 | 8,187 | 444 | 2,257 | |||
| 18 Dec | 80182.20 | 720.05 | -369.95 | 15.49 | 6,268 | 1,586 | 1,813 | |||
| 17 Dec | 80684.45 | 1090 | -748.35 | 16.43 | 816 | 136 | 227 | |||
| 16 Dec | 81748.57 | 1838.35 | -148.95 | 16.12 | 42 | 20 | 91 | |||
| 13 Dec | 82133.12 | 1987.3 | 942.30 | 8.53 | 547 | 56 | 71 | |||
| 12 Dec | 81289.96 | 1045 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1045 | 0.00 | 0.00 | 0 | 0 | 15 | |||
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| 10 Dec | 81510.05 | 1045 | -796.80 | - | 6 | -3 | 15 | |||
| 9 Dec | 81508.46 | 1841.8 | -302.65 | 13.75 | 14 | 2 | 18 | |||
| 6 Dec | 81709.12 | 2144.45 | 20.25 | 14.42 | 12 | 3 | 16 | |||
| 5 Dec | 81765.86 | 2124.2 | 499.20 | 12.87 | 92 | 3 | 13 | |||
| 4 Dec | 80956.33 | 1625 | 60.00 | 13.36 | 60 | -2 | 10 | |||
| 3 Dec | 80845.75 | 1565 | 265.00 | 13.04 | 123 | 2 | 12 | |||
| 2 Dec | 80248.08 | 1300 | 200.00 | 13.69 | 50 | 6 | 10 | |||
| 29 Nov | 79802.79 | 1100 | 250.00 | 12.93 | 21 | -4 | 4 | |||
| 28 Nov | 79043.74 | 850 | -317.35 | 13.61 | 15 | 3 | 8 | |||
| 27 Nov | 80234.08 | 1167.35 | 1167.35 | 10.47 | 6 | 5 | 5 | |||
| 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 80500 expiring on 27DEC2024
Delta for 80500 CE is 0.14
Historical price for 80500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 150.9, which was -209.10 lower than the previous day. The implied volatity was 19.41, the open interest changed by 3020 which increased total open position to 5277
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 360, which was -360.05 lower than the previous day. The implied volatity was 16.84, the open interest changed by 444 which increased total open position to 2257
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 720.05, which was -369.95 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1586 which increased total open position to 1813
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1090, which was -748.35 lower than the previous day. The implied volatity was 16.43, the open interest changed by 136 which increased total open position to 227
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1838.35, which was -148.95 lower than the previous day. The implied volatity was 16.12, the open interest changed by 20 which increased total open position to 91
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1987.3, which was 942.30 higher than the previous day. The implied volatity was 8.53, the open interest changed by 56 which increased total open position to 71
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1045, 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 1045, 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 15
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1045, which was -796.80 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1841.8, which was -302.65 lower than the previous day. The implied volatity was 13.75, the open interest changed by 2 which increased total open position to 18
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 2144.45, which was 20.25 higher than the previous day. The implied volatity was 14.42, the open interest changed by 3 which increased total open position to 16
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 2124.2, which was 499.20 higher than the previous day. The implied volatity was 12.87, the open interest changed by 3 which increased total open position to 13
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1625, which was 60.00 higher than the previous day. The implied volatity was 13.36, the open interest changed by -2 which decreased total open position to 10
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1565, which was 265.00 higher than the previous day. The implied volatity was 13.04, the open interest changed by 2 which increased total open position to 12
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1300, which was 200.00 higher than the previous day. The implied volatity was 13.69, the open interest changed by 6 which increased total open position to 10
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1100, which was 250.00 higher than the previous day. The implied volatity was 12.93, the open interest changed by -4 which decreased total open position to 4
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 850, which was -317.35 lower than the previous day. The implied volatity was 13.61, the open interest changed by 3 which increased total open position to 8
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1167.35, which was 1167.35 higher than the previous day. The implied volatity was 10.47, the open interest changed by 5 which increased total open position to 5
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 80500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2304.1 | 869.85 | - | 2,599 | 279 | 1,741 |
| 19 Dec | 79218.05 | 1434.25 | 674.55 | 16.06 | 1,785 | -532 | 1,462 |
| 18 Dec | 80182.20 | 759.7 | 153.70 | 13.89 | 8,651 | 1,348 | 1,994 |
| 17 Dec | 80684.45 | 606 | 255.80 | 14.91 | 4,647 | 146 | 646 |
| 16 Dec | 81748.57 | 350.2 | 110.40 | 16.18 | 1,016 | 143 | 500 |
| 13 Dec | 82133.12 | 239.8 | -202.80 | 14.11 | 2,680 | 57 | 357 |
| 12 Dec | 81289.96 | 442.6 | 50.60 | 13.68 | 358 | 218 | 300 |
| 11 Dec | 81526.14 | 392 | -117.25 | 13.66 | 69 | -5 | 82 |
| 10 Dec | 81510.05 | 509.25 | 15.15 | 15.25 | 75 | 14 | 87 |
| 9 Dec | 81508.46 | 494.1 | -24.55 | 14.67 | 84 | 17 | 73 |
| 6 Dec | 81709.12 | 518.65 | -65.65 | 15.11 | 101 | -28 | 56 |
| 5 Dec | 81765.86 | 584.3 | -222.45 | 16.06 | 188 | 53 | 84 |
| 4 Dec | 80956.33 | 806.75 | -48.25 | 15.24 | 77 | 6 | 31 |
| 3 Dec | 80845.75 | 855 | -170.00 | 15.12 | 102 | 12 | 25 |
| 2 Dec | 80248.08 | 1025 | -315.00 | 13.96 | 13 | 2 | 13 |
| 29 Nov | 79802.79 | 1340 | -130.25 | 14.72 | 9 | 1 | 11 |
| 28 Nov | 79043.74 | 1470.25 | 442.25 | 11.28 | 25 | -21 | 10 |
| 27 Nov | 80234.08 | 1028 | 1028.00 | 13.27 | 36 | 31 | 31 |
| 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 80500 expiring on 27DEC2024
Delta for 80500 PE is -
Historical price for 80500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2304.1, which was 869.85 higher than the previous day. The implied volatity was -, the open interest changed by 279 which increased total open position to 1741
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1434.25, which was 674.55 higher than the previous day. The implied volatity was 16.06, the open interest changed by -532 which decreased total open position to 1462
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 759.7, which was 153.70 higher than the previous day. The implied volatity was 13.89, the open interest changed by 1348 which increased total open position to 1994
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 606, which was 255.80 higher than the previous day. The implied volatity was 14.91, the open interest changed by 146 which increased total open position to 646
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 350.2, which was 110.40 higher than the previous day. The implied volatity was 16.18, the open interest changed by 143 which increased total open position to 500
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 239.8, which was -202.80 lower than the previous day. The implied volatity was 14.11, the open interest changed by 57 which increased total open position to 357
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 442.6, which was 50.60 higher than the previous day. The implied volatity was 13.68, the open interest changed by 218 which increased total open position to 300
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 392, which was -117.25 lower than the previous day. The implied volatity was 13.66, the open interest changed by -5 which decreased total open position to 82
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 509.25, which was 15.15 higher than the previous day. The implied volatity was 15.25, the open interest changed by 14 which increased total open position to 87
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 494.1, which was -24.55 lower than the previous day. The implied volatity was 14.67, the open interest changed by 17 which increased total open position to 73
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 518.65, which was -65.65 lower than the previous day. The implied volatity was 15.11, the open interest changed by -28 which decreased total open position to 56
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 584.3, which was -222.45 lower than the previous day. The implied volatity was 16.06, the open interest changed by 53 which increased total open position to 84
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 806.75, which was -48.25 lower than the previous day. The implied volatity was 15.24, the open interest changed by 6 which increased total open position to 31
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 855, which was -170.00 lower than the previous day. The implied volatity was 15.12, the open interest changed by 12 which increased total open position to 25
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1025, which was -315.00 lower than the previous day. The implied volatity was 13.96, the open interest changed by 2 which increased total open position to 13
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1340, which was -130.25 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1 which increased total open position to 11
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1470.25, which was 442.25 higher than the previous day. The implied volatity was 11.28, the open interest changed by -21 which decreased total open position to 10
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1028, which was 1028.00 higher than the previous day. The implied volatity was 13.27, the open interest changed by 31 which increased total open position to 31
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
