SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:29 PM IST
| SENSEX 22NOV2024 80700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.65
Theta: -10.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77132.11 | 2.4 | -0.80 | 33.04 | 17,776 | -232 | 2,067 | |||
| 19 Nov | 77578.38 | 3.2 | -0.20 | 17.60 | 21,277 | 1,065 | 2,299 | |||
| 18 Nov | 77339.01 | 3.4 | -10.60 | 16.34 | 6,797 | 1,060 | 1,234 | |||
| 14 Nov | 77580.31 | 14 | -40.80 | 12.81 | 806 | 125 | 174 | |||
| 13 Nov | 77690.95 | 54.8 | -50.50 | 15.08 | 113 | 32 | 49 | |||
| 12 Nov | 78675.18 | 105.3 | -203.65 | 12.20 | 270 | -1 | 17 | |||
| 11 Nov | 79496.15 | 308.95 | 308.95 | 12.37 | 22 | 18 | 18 | |||
| 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 | |||
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| 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 80700 expiring on 22NOV2024
Delta for 80700 CE is 0.01
Historical price for 80700 CE is as follows
On 21 Nov SENSEX was trading at 77132.11. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 33.04, the open interest changed by -232 which decreased total open position to 2067
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3.2, which was -0.20 lower than the previous day. The implied volatity was 17.60, the open interest changed by 1065 which increased total open position to 2299
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3.4, which was -10.60 lower than the previous day. The implied volatity was 16.34, the open interest changed by 1060 which increased total open position to 1234
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 14, which was -40.80 lower than the previous day. The implied volatity was 12.81, the open interest changed by 125 which increased total open position to 174
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 54.8, which was -50.50 lower than the previous day. The implied volatity was 15.08, the open interest changed by 32 which increased total open position to 49
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 105.3, which was -203.65 lower than the previous day. The implied volatity was 12.20, the open interest changed by -1 which decreased total open position to 17
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 308.95, which was 308.95 higher than the previous day. The implied volatity was 12.37, the open interest changed by 18 which increased total open position to 18
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 80700 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 | 77132.11 | 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 80700 expiring on 22NOV2024
Delta for 80700 PE is 0.00
Historical price for 80700 PE is as follows
On 21 Nov SENSEX was trading at 77132.11. 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 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
