SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 22.66
Theta: -33.69
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 131 | -204.25 | 19.11 | 6,040 | 316 | 761 | |||
| 19 Dec | 79218.05 | 335.25 | -347.50 | 16.92 | 2,318 | -107 | 445 | |||
| 18 Dec | 80182.20 | 682.75 | -349.05 | 15.66 | 2,208 | 338 | 552 | |||
| 17 Dec | 80684.45 | 1031.8 | -942.30 | 16.38 | 528 | 179 | 214 | |||
| 16 Dec | 81748.57 | 1974.1 | 86.50 | 20.44 | 19 | 19 | 35 | |||
| 13 Dec | 82133.12 | 1887.6 | -191.70 | 8.18 | 177 | 11 | 16 | |||
| 12 Dec | 81289.96 | 2079.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2079.3 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 10 Dec | 81510.05 | 2079.3 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 9 Dec | 81508.46 | 2079.3 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 6 Dec | 81709.12 | 2079.3 | 309.40 | 14.51 | 3 | 3 | 5 | |||
| 5 Dec | 81765.86 | 1769.9 | 169.90 | 7.93 | 34 | 1 | 2 | |||
| 4 Dec | 80956.33 | 1600 | 142.00 | 13.84 | 17 | -4 | 1 | |||
| 3 Dec | 80845.75 | 1458 | 159.05 | 12.45 | 23 | 5 | 5 | |||
| 2 Dec | 80248.08 | 1298.95 | 282.80 | 14.31 | 25 | 0 | 0 | |||
| 29 Nov | 79802.79 | 1016.15 | 207.55 | 12.51 | 12 | -4 | 0 | |||
|
|
||||||||||
| 28 Nov | 79043.74 | 808.6 | 808.60 | 13.57 | 8 | 4 | 4 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 7 Oct | 81050.00 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 80600 expiring on 27DEC2024
Delta for 80600 CE is 0.13
Historical price for 80600 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 131, which was -204.25 lower than the previous day. The implied volatity was 19.11, the open interest changed by 316 which increased total open position to 761
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 335.25, which was -347.50 lower than the previous day. The implied volatity was 16.92, the open interest changed by -107 which decreased total open position to 445
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 682.75, which was -349.05 lower than the previous day. The implied volatity was 15.66, the open interest changed by 338 which increased total open position to 552
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1031.8, which was -942.30 lower than the previous day. The implied volatity was 16.38, the open interest changed by 179 which increased total open position to 214
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1974.1, which was 86.50 higher than the previous day. The implied volatity was 20.44, the open interest changed by 19 which increased total open position to 35
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1887.6, which was -191.70 lower than the previous day. The implied volatity was 8.18, the open interest changed by 11 which increased total open position to 16
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2079.3, 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 2079.3, 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 5
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 2079.3, 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 5
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 2079.3, 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 5
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 2079.3, which was 309.40 higher than the previous day. The implied volatity was 14.51, the open interest changed by 3 which increased total open position to 5
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1769.9, which was 169.90 higher than the previous day. The implied volatity was 7.93, the open interest changed by 1 which increased total open position to 2
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1600, which was 142.00 higher than the previous day. The implied volatity was 13.84, the open interest changed by -4 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1458, which was 159.05 higher than the previous day. The implied volatity was 12.45, the open interest changed by 5 which increased total open position to 5
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1298.95, which was 282.80 higher than the previous day. The implied volatity was 14.31, the open interest changed by 0 which decreased total open position to 0
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1016.15, which was 207.55 higher than the previous day. The implied volatity was 12.51, the open interest changed by -4 which decreased total open position to 0
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 808.6, which was 808.60 higher than the previous day. The implied volatity was 13.57, the open interest changed by 4 which increased total open position to 4
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 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 Oct SENSEX was trading at 81050.00. 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 27DEC2024 80600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 12.09
Theta: 9.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2438.65 | 928.65 | 13.67 | 208 | -8 | 132 |
| 19 Dec | 79218.05 | 1510 | 684.85 | 16.12 | 294 | -170 | 140 |
| 18 Dec | 80182.20 | 825.15 | 190.25 | 14.12 | 2,037 | 137 | 310 |
| 17 Dec | 80684.45 | 634.9 | 275.70 | 14.63 | 1,658 | 117 | 173 |
| 16 Dec | 81748.57 | 359.2 | -74.30 | 15.80 | 120 | 5 | 56 |
| 13 Dec | 82133.12 | 433.5 | -27.20 | 17.69 | 46 | -1 | 51 |
| 12 Dec | 81289.96 | 460.7 | 53.40 | 13.45 | 44 | 31 | 52 |
| 11 Dec | 81526.14 | 407.3 | -136.20 | 13.42 | 1 | 1 | 21 |
| 10 Dec | 81510.05 | 543.5 | -34.70 | 15.30 | 34 | -11 | 20 |
| 9 Dec | 81508.46 | 578.2 | 28.20 | 15.51 | 9 | 9 | 31 |
| 6 Dec | 81709.12 | 550 | -59.40 | 15.14 | 28 | 11 | 22 |
| 5 Dec | 81765.86 | 609.4 | -226.10 | 15.99 | 105 | 6 | 11 |
| 4 Dec | 80956.33 | 835.5 | 835.50 | 15.11 | 35 | 5 | 5 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0.00 | 0 | 0 | 0 |
| 7 Oct | 81050.00 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 80600 expiring on 27DEC2024
Delta for 80600 PE is -0.94
Historical price for 80600 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2438.65, which was 928.65 higher than the previous day. The implied volatity was 13.67, the open interest changed by -8 which decreased total open position to 132
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1510, which was 684.85 higher than the previous day. The implied volatity was 16.12, the open interest changed by -170 which decreased total open position to 140
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 825.15, which was 190.25 higher than the previous day. The implied volatity was 14.12, the open interest changed by 137 which increased total open position to 310
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 634.9, which was 275.70 higher than the previous day. The implied volatity was 14.63, the open interest changed by 117 which increased total open position to 173
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 359.2, which was -74.30 lower than the previous day. The implied volatity was 15.80, the open interest changed by 5 which increased total open position to 56
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 433.5, which was -27.20 lower than the previous day. The implied volatity was 17.69, the open interest changed by -1 which decreased total open position to 51
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 460.7, which was 53.40 higher than the previous day. The implied volatity was 13.45, the open interest changed by 31 which increased total open position to 52
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 407.3, which was -136.20 lower than the previous day. The implied volatity was 13.42, the open interest changed by 1 which increased total open position to 21
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 543.5, which was -34.70 lower than the previous day. The implied volatity was 15.30, the open interest changed by -11 which decreased total open position to 20
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 578.2, which was 28.20 higher than the previous day. The implied volatity was 15.51, the open interest changed by 9 which increased total open position to 31
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 550, which was -59.40 lower than the previous day. The implied volatity was 15.14, the open interest changed by 11 which increased total open position to 22
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 609.4, which was -226.10 lower than the previous day. The implied volatity was 15.99, the open interest changed by 6 which increased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 835.5, which was 835.50 higher than the previous day. The implied volatity was 15.11, the open interest changed by 5 which increased total open position to 5
On 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 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 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 Oct SENSEX was trading at 81050.00. 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
