SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 24.70
Theta: -40.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 170.4 | -142.75 | 21.33 | 4,043 | 346 | 873 | |||
| 19 Dec | 79218.05 | 313.15 | -324.05 | 17.02 | 1,988 | 117 | 527 | |||
| 18 Dec | 80182.20 | 637.2 | -342.80 | 15.63 | 1,567 | 115 | 410 | |||
| 17 Dec | 80684.45 | 980 | -923.40 | 16.42 | 819 | 251 | 295 | |||
| 16 Dec | 81748.57 | 1903.4 | 47.50 | 20.37 | 5 | 5 | 44 | |||
| 13 Dec | 82133.12 | 1855.9 | -149.05 | 10.11 | 388 | 34 | 39 | |||
| 12 Dec | 81289.96 | 2004.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 2004.95 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 10 Dec | 81510.05 | 2004.95 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 9 Dec | 81508.46 | 2004.95 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 6 Dec | 81709.12 | 2004.95 | 284.95 | 14.44 | 2 | -1 | 5 | |||
| 5 Dec | 81765.86 | 1720 | 248.65 | 8.60 | 90 | -1 | 6 | |||
| 4 Dec | 80956.33 | 1471.35 | 39.50 | 12.96 | 17 | 4 | 7 | |||
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| 3 Dec | 80845.75 | 1431.85 | 218.75 | 12.88 | 28 | 1 | 3 | |||
| 2 Dec | 80248.08 | 1213.1 | 255.00 | 13.89 | 26 | 0 | 2 | |||
| 29 Nov | 79802.79 | 958.1 | -8.25 | 12.37 | 23 | 1 | 2 | |||
| 28 Nov | 79043.74 | 966.35 | -379.20 | 15.85 | 12 | -6 | 1 | |||
| 27 Nov | 80234.08 | 1345.55 | 1345.55 | 13.59 | 7 | 7 | 7 | |||
| 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 80700 expiring on 27DEC2024
Delta for 80700 CE is 0.15
Historical price for 80700 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 170.4, which was -142.75 lower than the previous day. The implied volatity was 21.33, the open interest changed by 346 which increased total open position to 873
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 313.15, which was -324.05 lower than the previous day. The implied volatity was 17.02, the open interest changed by 117 which increased total open position to 527
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 637.2, which was -342.80 lower than the previous day. The implied volatity was 15.63, the open interest changed by 115 which increased total open position to 410
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 980, which was -923.40 lower than the previous day. The implied volatity was 16.42, the open interest changed by 251 which increased total open position to 295
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1903.4, which was 47.50 higher than the previous day. The implied volatity was 20.37, the open interest changed by 5 which increased total open position to 44
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1855.9, which was -149.05 lower than the previous day. The implied volatity was 10.11, the open interest changed by 34 which increased total open position to 39
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 2004.95, 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 2004.95, 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 2004.95, 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 2004.95, 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 2004.95, which was 284.95 higher than the previous day. The implied volatity was 14.44, the open interest changed by -1 which decreased total open position to 5
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1720, which was 248.65 higher than the previous day. The implied volatity was 8.60, the open interest changed by -1 which decreased total open position to 6
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1471.35, which was 39.50 higher than the previous day. The implied volatity was 12.96, the open interest changed by 4 which increased total open position to 7
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1431.85, which was 218.75 higher than the previous day. The implied volatity was 12.88, the open interest changed by 1 which increased total open position to 3
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1213.1, which was 255.00 higher than the previous day. The implied volatity was 13.89, the open interest changed by 0 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 958.1, which was -8.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by 1 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 966.35, which was -379.20 lower than the previous day. The implied volatity was 15.85, the open interest changed by -6 which decreased total open position to 1
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1345.55, which was 1345.55 higher than the previous day. The implied volatity was 13.59, the open interest changed by 7 which increased total open position to 7
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 80700 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 | 2490 | 891.20 | - | 2 | 0 | 491 |
| 19 Dec | 79218.05 | 1598.8 | 720.20 | 16.50 | 567 | -16 | 491 |
| 18 Dec | 80182.20 | 878.6 | 204.20 | 14.06 | 1,828 | 188 | 507 |
| 17 Dec | 80684.45 | 674.4 | 272.05 | 14.52 | 1,729 | 229 | 319 |
| 16 Dec | 81748.57 | 402.35 | 115.80 | 16.12 | 207 | -3 | 90 |
| 13 Dec | 82133.12 | 286.55 | -208.15 | 14.22 | 393 | 39 | 93 |
| 12 Dec | 81289.96 | 494.7 | 60.30 | 13.46 | 64 | 35 | 54 |
| 11 Dec | 81526.14 | 434.4 | -123.70 | 13.38 | 2 | 1 | 19 |
| 10 Dec | 81510.05 | 558.1 | -49.25 | 15.01 | 20 | 0 | 18 |
| 9 Dec | 81508.46 | 607.35 | 35.15 | 15.45 | 33 | -11 | 18 |
| 6 Dec | 81709.12 | 572.2 | -79.95 | 15.01 | 44 | 21 | 29 |
| 5 Dec | 81765.86 | 652.15 | -229.40 | 16.15 | 117 | 5 | 8 |
| 4 Dec | 80956.33 | 881.55 | -26.60 | 15.19 | 54 | -2 | 3 |
| 3 Dec | 80845.75 | 908.15 | 908.15 | 14.76 | 22 | 5 | 5 |
| 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 80700 expiring on 27DEC2024
Delta for 80700 PE is -
Historical price for 80700 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2490, which was 891.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 491
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1598.8, which was 720.20 higher than the previous day. The implied volatity was 16.50, the open interest changed by -16 which decreased total open position to 491
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 878.6, which was 204.20 higher than the previous day. The implied volatity was 14.06, the open interest changed by 188 which increased total open position to 507
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 674.4, which was 272.05 higher than the previous day. The implied volatity was 14.52, the open interest changed by 229 which increased total open position to 319
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 402.35, which was 115.80 higher than the previous day. The implied volatity was 16.12, the open interest changed by -3 which decreased total open position to 90
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 286.55, which was -208.15 lower than the previous day. The implied volatity was 14.22, the open interest changed by 39 which increased total open position to 93
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 494.7, which was 60.30 higher than the previous day. The implied volatity was 13.46, the open interest changed by 35 which increased total open position to 54
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 434.4, which was -123.70 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1 which increased total open position to 19
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 558.1, which was -49.25 lower than the previous day. The implied volatity was 15.01, the open interest changed by 0 which decreased total open position to 18
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 607.35, which was 35.15 higher than the previous day. The implied volatity was 15.45, the open interest changed by -11 which decreased total open position to 18
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 572.2, which was -79.95 lower than the previous day. The implied volatity was 15.01, the open interest changed by 21 which increased total open position to 29
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 652.15, which was -229.40 lower than the previous day. The implied volatity was 16.15, the open interest changed by 5 which increased total open position to 8
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 881.55, which was -26.60 lower than the previous day. The implied volatity was 15.19, the open interest changed by -2 which decreased total open position to 3
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 908.15, which was 908.15 higher than the previous day. The implied volatity was 14.76, 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 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
