SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 20.97
Theta: -31.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 117 | -183.00 | 19.54 | 6,416 | 298 | 842 | |||
| 19 Dec | 79218.05 | 300 | -295.00 | 17.33 | 4,141 | 129 | 544 | |||
| 18 Dec | 80182.20 | 595 | -343.25 | 15.63 | 1,865 | 155 | 415 | |||
| 17 Dec | 80684.45 | 938.25 | -900.25 | 16.62 | 1,087 | 244 | 260 | |||
| 16 Dec | 81748.57 | 1838.5 | 18.50 | 20.39 | 4 | -1 | 16 | |||
| 13 Dec | 82133.12 | 1820 | -146.20 | 11.33 | 388 | 16 | 17 | |||
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| 12 Dec | 81289.96 | 1966.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1966.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 10 Dec | 81510.05 | 1966.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 9 Dec | 81508.46 | 1966.2 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Dec | 81709.12 | 1966.2 | -240.20 | 14.86 | 2 | 0 | 1 | |||
| 5 Dec | 81765.86 | 2206.4 | 800.25 | 17.13 | 61 | -11 | 1 | |||
| 4 Dec | 80956.33 | 1406.15 | 75.60 | 12.89 | 34 | 10 | 12 | |||
| 3 Dec | 80845.75 | 1330.55 | 155.35 | 12.34 | 21 | 1 | 2 | |||
| 2 Dec | 80248.08 | 1175.2 | 319.45 | 14.03 | 30 | 1 | 1 | |||
| 29 Nov | 79802.79 | 855.75 | -66.65 | 11.71 | 12 | 0 | 0 | |||
| 28 Nov | 79043.74 | 922.4 | -236.35 | 15.77 | 5 | -1 | 0 | |||
| 27 Nov | 80234.08 | 1158.75 | 1158.75 | 12.11 | 3 | 1 | 1 | |||
| 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 80800 expiring on 27DEC2024
Delta for 80800 CE is 0.12
Historical price for 80800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 117, which was -183.00 lower than the previous day. The implied volatity was 19.54, the open interest changed by 298 which increased total open position to 842
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 300, which was -295.00 lower than the previous day. The implied volatity was 17.33, the open interest changed by 129 which increased total open position to 544
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 595, which was -343.25 lower than the previous day. The implied volatity was 15.63, the open interest changed by 155 which increased total open position to 415
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 938.25, which was -900.25 lower than the previous day. The implied volatity was 16.62, the open interest changed by 244 which increased total open position to 260
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1838.5, which was 18.50 higher than the previous day. The implied volatity was 20.39, the open interest changed by -1 which decreased total open position to 16
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1820, which was -146.20 lower than the previous day. The implied volatity was 11.33, the open interest changed by 16 which increased total open position to 17
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1966.2, 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 1966.2, 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 1
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1966.2, 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 1
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1966.2, 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 1
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1966.2, which was -240.20 lower than the previous day. The implied volatity was 14.86, the open interest changed by 0 which decreased total open position to 1
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 2206.4, which was 800.25 higher than the previous day. The implied volatity was 17.13, the open interest changed by -11 which decreased total open position to 1
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1406.15, which was 75.60 higher than the previous day. The implied volatity was 12.89, the open interest changed by 10 which increased total open position to 12
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1330.55, which was 155.35 higher than the previous day. The implied volatity was 12.34, the open interest changed by 1 which increased total open position to 2
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1175.2, which was 319.45 higher than the previous day. The implied volatity was 14.03, the open interest changed by 1 which increased total open position to 1
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 855.75, which was -66.65 lower than the previous day. The implied volatity was 11.71, 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 922.4, which was -236.35 lower than the previous day. The implied volatity was 15.77, the open interest changed by -1 which decreased total open position to 0
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1158.75, which was 1158.75 higher than the previous day. The implied volatity was 12.11, the open interest changed by 1 which increased total open position to 1
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 80800 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 | 2600 | 915.80 | - | 204 | -30 | 105 |
| 19 Dec | 79218.05 | 1684.2 | 753.55 | 16.76 | 188 | -147 | 135 |
| 18 Dec | 80182.20 | 930.65 | 210.35 | 13.93 | 1,286 | -112 | 282 |
| 17 Dec | 80684.45 | 720.3 | 298.65 | 14.50 | 1,312 | 146 | 394 |
| 16 Dec | 81748.57 | 421.65 | 116.55 | 15.91 | 389 | 75 | 248 |
| 13 Dec | 82133.12 | 305.1 | -220.80 | 14.13 | 317 | 122 | 173 |
| 12 Dec | 81289.96 | 525.9 | 34.70 | 13.39 | 48 | 20 | 51 |
| 11 Dec | 81526.14 | 491.2 | -115.10 | 13.80 | 34 | 8 | 31 |
| 10 Dec | 81510.05 | 606.3 | 6.30 | 15.24 | 23 | -10 | 23 |
| 9 Dec | 81508.46 | 600 | 18.45 | 14.82 | 8 | 0 | 33 |
| 6 Dec | 81709.12 | 581.55 | -81.85 | 14.69 | 158 | 26 | 33 |
| 5 Dec | 81765.86 | 663.4 | -196.60 | 15.85 | 87 | 6 | 7 |
| 4 Dec | 80956.33 | 860 | -117.50 | 14.39 | 27 | -1 | 1 |
| 3 Dec | 80845.75 | 977.5 | -3898.45 | 15.10 | 2 | 2 | 2 |
| 2 Dec | 80248.08 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 4875.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 4875.95 | 4875.95 | 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 80800 expiring on 27DEC2024
Delta for 80800 PE is -
Historical price for 80800 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2600, which was 915.80 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 105
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1684.2, which was 753.55 higher than the previous day. The implied volatity was 16.76, the open interest changed by -147 which decreased total open position to 135
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 930.65, which was 210.35 higher than the previous day. The implied volatity was 13.93, the open interest changed by -112 which decreased total open position to 282
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 720.3, which was 298.65 higher than the previous day. The implied volatity was 14.50, the open interest changed by 146 which increased total open position to 394
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 421.65, which was 116.55 higher than the previous day. The implied volatity was 15.91, the open interest changed by 75 which increased total open position to 248
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 305.1, which was -220.80 lower than the previous day. The implied volatity was 14.13, the open interest changed by 122 which increased total open position to 173
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 525.9, which was 34.70 higher than the previous day. The implied volatity was 13.39, the open interest changed by 20 which increased total open position to 51
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 491.2, which was -115.10 lower than the previous day. The implied volatity was 13.80, the open interest changed by 8 which increased total open position to 31
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 606.3, which was 6.30 higher than the previous day. The implied volatity was 15.24, the open interest changed by -10 which decreased total open position to 23
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 600, which was 18.45 higher than the previous day. The implied volatity was 14.82, the open interest changed by 0 which decreased total open position to 33
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 581.55, which was -81.85 lower than the previous day. The implied volatity was 14.69, the open interest changed by 26 which increased total open position to 33
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 663.4, which was -196.60 lower than the previous day. The implied volatity was 15.85, the open interest changed by 6 which increased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 860, which was -117.50 lower than the previous day. The implied volatity was 14.39, the open interest changed by -1 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 977.5, which was -3898.45 lower than the previous day. The implied volatity was 15.10, the open interest changed by 2 which increased total open position to 2
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 4875.95, 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 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 4875.95, 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 4875.95, 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 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 4875.95, 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 4875.95, 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 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 4875.95, 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 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 4875.95, 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 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 4875.95, which was 4875.95 higher 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
