SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 80900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 23.20
Theta: -38.99
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 155.6 | -126.00 | 21.82 | 6,448 | 581 | 1,033 | |||
| 19 Dec | 79218.05 | 281.6 | -276.40 | 17.47 | 2,243 | 72 | 452 | |||
|
|
||||||||||
| 18 Dec | 80182.20 | 558 | -302.00 | 15.69 | 1,857 | 91 | 380 | |||
| 17 Dec | 80684.45 | 860 | -631.00 | 16.09 | 1,072 | 242 | 289 | |||
| 16 Dec | 81748.57 | 1491 | -248.50 | 14.83 | 12 | -1 | 47 | |||
| 13 Dec | 82133.12 | 1739.5 | -60.50 | 11.33 | 307 | 45 | 48 | |||
| 12 Dec | 81289.96 | 1800 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1800 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 10 Dec | 81510.05 | 1800 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 9 Dec | 81508.46 | 1800 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 6 Dec | 81709.12 | 1800 | 41.60 | 13.44 | 2 | 1 | 3 | |||
| 5 Dec | 81765.86 | 1758.4 | 471.10 | 11.72 | 37 | -12 | 2 | |||
| 4 Dec | 80956.33 | 1287.3 | 11.50 | 12.12 | 32 | 9 | 14 | |||
| 3 Dec | 80845.75 | 1275.8 | 211.70 | 12.37 | 29 | 5 | 5 | |||
| 2 Dec | 80248.08 | 1064.1 | 218.65 | 13.28 | 32 | 0 | 0 | |||
| 29 Nov | 79802.79 | 845.45 | -24.25 | 12.08 | 20 | 0 | 0 | |||
| 28 Nov | 79043.74 | 869.7 | -264.55 | 15.57 | 4 | 0 | 0 | |||
| 27 Nov | 80234.08 | 1134.25 | 418.30 | 12.38 | 2 | 0 | 0 | |||
| 26 Nov | 80004.06 | 715.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 715.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 715.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 715.95 | 715.95 | 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 80900 expiring on 27DEC2024
Delta for 80900 CE is 0.13
Historical price for 80900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 155.6, which was -126.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by 581 which increased total open position to 1033
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 281.6, which was -276.40 lower than the previous day. The implied volatity was 17.47, the open interest changed by 72 which increased total open position to 452
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 558, which was -302.00 lower than the previous day. The implied volatity was 15.69, the open interest changed by 91 which increased total open position to 380
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 860, which was -631.00 lower than the previous day. The implied volatity was 16.09, the open interest changed by 242 which increased total open position to 289
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1491, which was -248.50 lower than the previous day. The implied volatity was 14.83, the open interest changed by -1 which decreased total open position to 47
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1739.5, which was -60.50 lower than the previous day. The implied volatity was 11.33, the open interest changed by 45 which increased total open position to 48
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1800, 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 1800, 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 3
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1800, 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 3
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1800, 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 3
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1800, which was 41.60 higher than the previous day. The implied volatity was 13.44, the open interest changed by 1 which increased total open position to 3
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1758.4, which was 471.10 higher than the previous day. The implied volatity was 11.72, the open interest changed by -12 which decreased total open position to 2
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1287.3, which was 11.50 higher than the previous day. The implied volatity was 12.12, the open interest changed by 9 which increased total open position to 14
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1275.8, which was 211.70 higher than the previous day. The implied volatity was 12.37, 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 1064.1, which was 218.65 higher than the previous day. The implied volatity was 13.28, 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 845.45, which was -24.25 lower than the previous day. The implied volatity was 12.08, 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 869.7, which was -264.55 lower than the previous day. The implied volatity was 15.57, 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 1134.25, which was 418.30 higher than the previous day. The implied volatity was 12.38, 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 715.95, 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 715.95, 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 715.95, 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 715.95, which was 715.95 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
| SENSEX 27DEC2024 80900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2512.4 | 747.60 | - | 5 | -3 | 178 |
| 19 Dec | 79218.05 | 1764.8 | 773.60 | 16.86 | 144 | -108 | 181 |
| 18 Dec | 80182.20 | 991.2 | 222.80 | 13.93 | 1,023 | -8 | 289 |
| 17 Dec | 80684.45 | 768.4 | 307.60 | 14.48 | 845 | 88 | 297 |
| 16 Dec | 81748.57 | 460.8 | 115.40 | 16.07 | 495 | 67 | 209 |
| 13 Dec | 82133.12 | 345.4 | -208.55 | 14.44 | 263 | 88 | 142 |
| 12 Dec | 81289.96 | 553.95 | 45.70 | 13.26 | 52 | 19 | 54 |
| 11 Dec | 81526.14 | 508.25 | -169.15 | 13.54 | 37 | 16 | 35 |
| 10 Dec | 81510.05 | 677.4 | -8.60 | 15.78 | 22 | -11 | 19 |
| 9 Dec | 81508.46 | 686 | 60.45 | 15.58 | 21 | -4 | 30 |
| 6 Dec | 81709.12 | 625.55 | -66.25 | 14.85 | 61 | 23 | 34 |
| 5 Dec | 81765.86 | 691.8 | -262.40 | 15.79 | 85 | 6 | 11 |
| 4 Dec | 80956.33 | 954.2 | -41.70 | 15.05 | 188 | 4 | 5 |
| 3 Dec | 80845.75 | 995.9 | 995.90 | 14.79 | 10 | 1 | 1 |
| 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 80900 expiring on 27DEC2024
Delta for 80900 PE is -
Historical price for 80900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2512.4, which was 747.60 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 178
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1764.8, which was 773.60 higher than the previous day. The implied volatity was 16.86, the open interest changed by -108 which decreased total open position to 181
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 991.2, which was 222.80 higher than the previous day. The implied volatity was 13.93, the open interest changed by -8 which decreased total open position to 289
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 768.4, which was 307.60 higher than the previous day. The implied volatity was 14.48, the open interest changed by 88 which increased total open position to 297
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 460.8, which was 115.40 higher than the previous day. The implied volatity was 16.07, the open interest changed by 67 which increased total open position to 209
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 345.4, which was -208.55 lower than the previous day. The implied volatity was 14.44, the open interest changed by 88 which increased total open position to 142
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 553.95, which was 45.70 higher than the previous day. The implied volatity was 13.26, the open interest changed by 19 which increased total open position to 54
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 508.25, which was -169.15 lower than the previous day. The implied volatity was 13.54, the open interest changed by 16 which increased total open position to 35
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 677.4, which was -8.60 lower than the previous day. The implied volatity was 15.78, the open interest changed by -11 which decreased total open position to 19
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 686, which was 60.45 higher than the previous day. The implied volatity was 15.58, the open interest changed by -4 which decreased total open position to 30
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 625.55, which was -66.25 lower than the previous day. The implied volatity was 14.85, the open interest changed by 23 which increased total open position to 34
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 691.8, which was -262.40 lower than the previous day. The implied volatity was 15.79, 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 954.2, which was -41.70 lower than the previous day. The implied volatity was 15.05, the open interest changed by 4 which increased total open position to 5
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 995.9, which was 995.90 higher than the previous day. The implied volatity was 14.79, the open interest changed by 1 which increased total open position to 1
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
