SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 81000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 17 Sept | 83079.66 | 2081.35 | 1.20 | 330 | 80 | 5,160 | ||||
| 16 Sept | 82988.78 | 2080.15 | 187.70 | 330 | 100 | 5,080 | ||||
| 13 Sept | 82890.94 | 1892.45 | -175.55 | 5,150 | 4,500 | 4,980 | ||||
| 12 Sept | 82962.71 | 2068 | 1117.00 | 1,260 | 130 | 480 | ||||
| 11 Sept | 81523.16 | 951 | -261.20 | 450 | 140 | 350 | ||||
| 10 Sept | 81921.29 | 1212.2 | 251.95 | 410 | 210 | 210 | ||||
| 9 Sept | 81559.54 | 960.25 | 960.25 | 130 | 130 | 130 | ||||
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| 23 Aug | 81086.21 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 81053.19 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 80905.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 20 Aug | 80802.86 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 81000 expiring on 20SEP2024
Delta for 81000 CE is -
Historical price for 81000 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 2081.35, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 5160
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 2080.15, which was 187.70 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 5080
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1892.45, which was -175.55 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 4980
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 2068, which was 1117.00 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 480
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 951, which was -261.20 lower than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 350
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 1212.2, which was 251.95 higher than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 960.25, which was 960.25 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130
On 23 Aug SENSEX was trading at 81086.21. 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 0 which decreased total open position to 0
On 22 Aug SENSEX was trading at 81053.19. 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 0 which decreased total open position to 0
On 21 Aug SENSEX was trading at 80905.30. 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 0 which decreased total open position to 0
On 20 Aug SENSEX was trading at 80802.86. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 81000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 34 | 2.75 | 2,87,910 | 27,260 | 68,880 |
| 16 Sept | 82988.78 | 31.25 | -30.70 | 2,66,710 | 20,150 | 41,620 |
| 13 Sept | 82890.94 | 61.95 | -51.95 | 80,300 | 14,380 | 21,470 |
| 12 Sept | 82962.71 | 113.9 | -242.75 | 36,790 | 2,590 | 7,090 |
| 11 Sept | 81523.16 | 356.65 | 100.60 | 10,270 | 1,660 | 4,500 |
| 10 Sept | 81921.29 | 256.05 | -195.25 | 6,650 | 2,840 | 2,840 |
| 9 Sept | 81559.54 | 451.3 | 451.30 | 740 | 580 | 580 |
| 23 Aug | 81086.21 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 81053.19 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 80905.30 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Aug | 80802.86 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 81000 expiring on 20SEP2024
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 34, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 27260 which increased total open position to 68880
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 31.25, which was -30.70 lower than the previous day. The implied volatity was -, the open interest changed by 20150 which increased total open position to 41620
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 61.95, which was -51.95 lower than the previous day. The implied volatity was -, the open interest changed by 14380 which increased total open position to 21470
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 113.9, which was -242.75 lower than the previous day. The implied volatity was -, the open interest changed by 2590 which increased total open position to 7090
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 356.65, which was 100.60 higher than the previous day. The implied volatity was -, the open interest changed by 1660 which increased total open position to 4500
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 256.05, which was -195.25 lower than the previous day. The implied volatity was -, the open interest changed by 2840 which increased total open position to 2840
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 451.3, which was 451.30 higher than the previous day. The implied volatity was -, the open interest changed by 580 which increased total open position to 580
On 23 Aug SENSEX was trading at 81086.21. 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 0 which decreased total open position to 0
On 22 Aug SENSEX was trading at 81053.19. 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 0 which decreased total open position to 0
On 21 Aug SENSEX was trading at 80905.30. 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 0 which decreased total open position to 0
On 20 Aug SENSEX was trading at 80802.86. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0