SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 01:59 PM IST
| SENSEX 22NOV2024 80600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.96
Theta: -15.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77129.33 | 3.95 | 0.45 | 33.81 | 16,517 | -380 | 3,455 | |||
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| 19 Nov | 77578.38 | 3.5 | -2.10 | 17.29 | 34,651 | 3,420 | 3,835 | |||
| 18 Nov | 77339.01 | 5.6 | -11.55 | 16.94 | 4,912 | 189 | 415 | |||
| 14 Nov | 77580.31 | 17.15 | -41.50 | 12.88 | 1,774 | 141 | 226 | |||
| 13 Nov | 77690.95 | 58.65 | -55.40 | 14.91 | 200 | 43 | 85 | |||
| 12 Nov | 78675.18 | 114.05 | -184.60 | 12.04 | 536 | 19 | 42 | |||
| 11 Nov | 79496.15 | 298.65 | 298.65 | 11.55 | 35 | 23 | 23 | |||
| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 81006.61 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 80600 expiring on 22NOV2024
Delta for 80600 CE is 0.01
Historical price for 80600 CE is as follows
On 21 Nov SENSEX was trading at 77129.33. The strike last trading price was 3.95, which was 0.45 higher than the previous day. The implied volatity was 33.81, the open interest changed by -380 which decreased total open position to 3455
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3.5, which was -2.10 lower than the previous day. The implied volatity was 17.29, the open interest changed by 3420 which increased total open position to 3835
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 5.6, which was -11.55 lower than the previous day. The implied volatity was 16.94, the open interest changed by 189 which increased total open position to 415
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 17.15, which was -41.50 lower than the previous day. The implied volatity was 12.88, the open interest changed by 141 which increased total open position to 226
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 58.65, which was -55.40 lower than the previous day. The implied volatity was 14.91, the open interest changed by 43 which increased total open position to 85
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 114.05, which was -184.60 lower than the previous day. The implied volatity was 12.04, the open interest changed by 19 which increased total open position to 42
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 298.65, which was 298.65 higher than the previous day. The implied volatity was 11.55, the open interest changed by 23 which increased total open position to 23
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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SENSEX was trading at 81006.61. 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 80600 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 | 77129.33 | 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 |
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 78675.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 79496.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 81006.61 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 80600 expiring on 22NOV2024
Delta for 80600 PE is 0.00
Historical price for 80600 PE is as follows
On 21 Nov SENSEX was trading at 77129.33. 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 14 Nov SENSEX was trading at 77580.31. 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 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 11 Nov SENSEX was trading at 79496.15. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SENSEX was trading at 81006.61. 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
