SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:30 PM IST
| SENSEX 22NOV2024 81000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.57
Theta: -9.70
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77118.92 | 2.15 | -0.55 | 35.11 | 80,414 | 11,820 | 15,737 | |||
| 19 Nov | 77578.38 | 2.7 | -2502.50 | 18.70 | 86,598 | 3,915 | 3,917 | |||
| 18 Nov | 77339.01 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 14 Nov | 77580.31 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 13 Nov | 77690.95 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 12 Nov | 78675.18 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 11 Nov | 79496.15 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 8 Nov | 79486.32 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 7 Nov | 79541.79 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Nov | 80378.13 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 5 Nov | 79476.63 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 4 Nov | 78782.24 | 2505.2 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 31 Oct | 79389.06 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 30 Oct | 79942.18 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 29 Oct | 80369.03 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 28 Oct | 80005.04 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 25 Oct | 79402.29 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 24 Oct | 80065.16 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 23 Oct | 80081.98 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 22 Oct | 80220.72 | 2505.2 | 0.00 | - | 0 | 0 | 2 | |||
| 21 Oct | 81151.27 | 2505.2 | 2505.20 | - | 2 | 2 | 2 | |||
| 18 Oct | 81224.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 81006.61 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 81381.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 81467.10 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81000 expiring on 22NOV2024
Delta for 81000 CE is 0.00
Historical price for 81000 CE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 35.11, the open interest changed by 11820 which increased total open position to 15737
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2.7, which was -2502.50 lower than the previous day. The implied volatity was 18.70, the open interest changed by 3915 which increased total open position to 3917
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2505.2, 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 2
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2505.2, 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 2
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 2505.2, 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 2
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 2505.2, 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 2
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 2505.2, 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 2
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 2505.2, 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 2
On 7 Nov SENSEX was trading at 79541.79. The strike last trading price was 2505.2, 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 2
On 6 Nov SENSEX was trading at 80378.13. The strike last trading price was 2505.2, 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 2
On 5 Nov SENSEX was trading at 79476.63. The strike last trading price was 2505.2, 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 2
On 4 Nov SENSEX was trading at 78782.24. The strike last trading price was 2505.2, 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 2
On 31 Oct SENSEX was trading at 79389.06. The strike last trading price was 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, 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 2505.2, which was 2505.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct SENSEX was trading at 81224.75. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SENSEX was trading at 81381.36. 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 9 Oct SENSEX was trading at 81467.10. 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 81000 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 | 77118.92 | 3600 | 0.00 | 0.00 | 0 | 0 | 258 |
| 19 Nov | 77578.38 | 3600 | 0.00 | 0.00 | 0 | 0 | 258 |
| 18 Nov | 77339.01 | 3600 | 380.00 | 23.87 | 5 | 5 | 258 |
| 14 Nov | 77580.31 | 3220 | 370.00 | - | 245 | 240 | 253 |
| 13 Nov | 77690.95 | 2850 | 1249.95 | - | 11 | 11 | 13 |
| 12 Nov | 78675.18 | 1600.05 | 1600.05 | - | 2 | 2 | 2 |
| 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 |
| 18 Oct | 81224.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 81006.61 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 81381.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 81467.10 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 81000 expiring on 22NOV2024
Delta for 81000 PE is 0.00
Historical price for 81000 PE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 3600, 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 258
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3600, 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 258
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3600, which was 380.00 higher than the previous day. The implied volatity was 23.87, the open interest changed by 5 which increased total open position to 258
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 3220, which was 370.00 higher than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 253
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 2850, which was 1249.95 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 13
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1600.05, which was 1600.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 18 Oct SENSEX was trading at 81224.75. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SENSEX was trading at 81381.36. 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 9 Oct SENSEX was trading at 81467.10. 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
