SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81000 CE | ||||||||||
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Delta: 0.11
Vega: 19.75
Theta: -30.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 109.2 | -146.10 | 20.19 | 46,093 | 4,254 | 8,875 | |||
| 19 Dec | 79218.05 | 255.3 | -266.15 | 17.35 | 15,520 | 572 | 4,621 | |||
| 18 Dec | 80182.20 | 521.45 | -283.55 | 15.72 | 9,263 | 2,391 | 4,049 | |||
| 17 Dec | 80684.45 | 805 | -653.10 | 15.97 | 6,738 | 1,328 | 1,658 | |||
| 16 Dec | 81748.57 | 1458.1 | -241.90 | 15.53 | 511 | 82 | 330 | |||
| 13 Dec | 82133.12 | 1700 | 487.05 | 12.17 | 2,465 | 217 | 248 | |||
| 12 Dec | 81289.96 | 1212.95 | -233.00 | 13.24 | 15 | 0 | 31 | |||
| 11 Dec | 81526.14 | 1445.95 | 97.00 | 13.90 | 14 | 0 | 31 | |||
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| 10 Dec | 81510.05 | 1348.95 | -221.05 | 11.92 | 21 | 3 | 31 | |||
| 9 Dec | 81508.46 | 1570 | -129.80 | 14.70 | 3 | 0 | 28 | |||
| 6 Dec | 81709.12 | 1699.8 | 42.70 | 12.96 | 29 | 1 | 28 | |||
| 5 Dec | 81765.86 | 1657.1 | 380.40 | 11.26 | 365 | -90 | 27 | |||
| 4 Dec | 80956.33 | 1276.7 | 76.70 | 12.71 | 232 | 91 | 117 | |||
| 3 Dec | 80845.75 | 1200 | 206.15 | 12.13 | 80 | 3 | 26 | |||
| 2 Dec | 80248.08 | 993.85 | 182.85 | 13.00 | 39 | 0 | 23 | |||
| 29 Nov | 79802.79 | 811 | 236.95 | 12.16 | 43 | -6 | 23 | |||
| 28 Nov | 79043.74 | 574.05 | -577.95 | 12.39 | 47 | -1 | 29 | |||
| 27 Nov | 80234.08 | 1152 | 886.95 | 13.10 | 32 | 30 | 30 | |||
| 26 Nov | 80004.06 | 265.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 265.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 265.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 265.05 | 265.05 | 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 | |||
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 81050.00 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81000 expiring on 27DEC2024
Delta for 81000 CE is 0.11
Historical price for 81000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 109.2, which was -146.10 lower than the previous day. The implied volatity was 20.19, the open interest changed by 4254 which increased total open position to 8875
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 255.3, which was -266.15 lower than the previous day. The implied volatity was 17.35, the open interest changed by 572 which increased total open position to 4621
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 521.45, which was -283.55 lower than the previous day. The implied volatity was 15.72, the open interest changed by 2391 which increased total open position to 4049
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 805, which was -653.10 lower than the previous day. The implied volatity was 15.97, the open interest changed by 1328 which increased total open position to 1658
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1458.1, which was -241.90 lower than the previous day. The implied volatity was 15.53, the open interest changed by 82 which increased total open position to 330
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1700, which was 487.05 higher than the previous day. The implied volatity was 12.17, the open interest changed by 217 which increased total open position to 248
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1212.95, which was -233.00 lower than the previous day. The implied volatity was 13.24, the open interest changed by 0 which decreased total open position to 31
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1445.95, which was 97.00 higher than the previous day. The implied volatity was 13.90, the open interest changed by 0 which decreased total open position to 31
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1348.95, which was -221.05 lower than the previous day. The implied volatity was 11.92, the open interest changed by 3 which increased total open position to 31
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1570, which was -129.80 lower than the previous day. The implied volatity was 14.70, the open interest changed by 0 which decreased total open position to 28
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1699.8, which was 42.70 higher than the previous day. The implied volatity was 12.96, the open interest changed by 1 which increased total open position to 28
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1657.1, which was 380.40 higher than the previous day. The implied volatity was 11.26, the open interest changed by -90 which decreased total open position to 27
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1276.7, which was 76.70 higher than the previous day. The implied volatity was 12.71, the open interest changed by 91 which increased total open position to 117
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1200, which was 206.15 higher than the previous day. The implied volatity was 12.13, the open interest changed by 3 which increased total open position to 26
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 993.85, which was 182.85 higher than the previous day. The implied volatity was 13.00, the open interest changed by 0 which decreased total open position to 23
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 811, which was 236.95 higher than the previous day. The implied volatity was 12.16, the open interest changed by -6 which decreased total open position to 23
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 574.05, which was -577.95 lower than the previous day. The implied volatity was 12.39, the open interest changed by -1 which decreased total open position to 29
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1152, which was 886.95 higher than the previous day. The implied volatity was 13.10, the open interest changed by 30 which increased total open position to 30
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 265.05, 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 265.05, 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 265.05, 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 265.05, which was 265.05 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 9 Oct SENSEX was trading at 81467.10. 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 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 81000 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 | 2768.75 | 940.15 | - | 3,519 | 551 | 3,049 |
| 19 Dec | 79218.05 | 1828.6 | 780.25 | 16.43 | 1,866 | -264 | 2,498 |
| 18 Dec | 80182.20 | 1048.35 | 220.85 | 13.80 | 5,623 | 796 | 2,762 |
| 17 Dec | 80684.45 | 827.5 | 340.50 | 14.63 | 7,840 | -210 | 1,966 |
| 16 Dec | 81748.57 | 487 | 145.00 | 15.95 | 3,272 | 998 | 2,176 |
| 13 Dec | 82133.12 | 342 | -269.40 | 13.87 | 2,724 | 748 | 1,178 |
| 12 Dec | 81289.96 | 611.4 | 74.95 | 13.56 | 537 | 286 | 430 |
| 11 Dec | 81526.14 | 536.45 | -132.50 | 13.43 | 89 | 18 | 144 |
| 10 Dec | 81510.05 | 668.95 | -15.25 | 15.09 | 151 | 0 | 126 |
| 9 Dec | 81508.46 | 684.2 | 9.20 | 15.01 | 358 | -50 | 126 |
| 6 Dec | 81709.12 | 675 | -27.95 | 15.07 | 324 | 76 | 176 |
| 5 Dec | 81765.86 | 702.95 | -286.05 | 15.47 | 496 | 27 | 100 |
| 4 Dec | 80956.33 | 989 | -41.00 | 14.94 | 185 | 67 | 73 |
| 3 Dec | 80845.75 | 1030 | -386.50 | 14.65 | 38 | 4 | 6 |
| 2 Dec | 80248.08 | 1416.5 | -33.15 | 15.67 | 22 | 1 | 2 |
| 29 Nov | 79802.79 | 1449.65 | 0.00 | 0.00 | 0 | 0 | 1 |
| 28 Nov | 79043.74 | 1449.65 | -3313.30 | 6.29 | 2 | 1 | 1 |
| 27 Nov | 80234.08 | 4762.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 4762.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 4762.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 4762.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 4762.95 | 4762.95 | 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 |
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 81050.00 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 81000 expiring on 27DEC2024
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2768.75, which was 940.15 higher than the previous day. The implied volatity was -, the open interest changed by 551 which increased total open position to 3049
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1828.6, which was 780.25 higher than the previous day. The implied volatity was 16.43, the open interest changed by -264 which decreased total open position to 2498
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1048.35, which was 220.85 higher than the previous day. The implied volatity was 13.80, the open interest changed by 796 which increased total open position to 2762
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 827.5, which was 340.50 higher than the previous day. The implied volatity was 14.63, the open interest changed by -210 which decreased total open position to 1966
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 487, which was 145.00 higher than the previous day. The implied volatity was 15.95, the open interest changed by 998 which increased total open position to 2176
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 342, which was -269.40 lower than the previous day. The implied volatity was 13.87, the open interest changed by 748 which increased total open position to 1178
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 611.4, which was 74.95 higher than the previous day. The implied volatity was 13.56, the open interest changed by 286 which increased total open position to 430
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 536.45, which was -132.50 lower than the previous day. The implied volatity was 13.43, the open interest changed by 18 which increased total open position to 144
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 668.95, which was -15.25 lower than the previous day. The implied volatity was 15.09, the open interest changed by 0 which decreased total open position to 126
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 684.2, which was 9.20 higher than the previous day. The implied volatity was 15.01, the open interest changed by -50 which decreased total open position to 126
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 675, which was -27.95 lower than the previous day. The implied volatity was 15.07, the open interest changed by 76 which increased total open position to 176
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 702.95, which was -286.05 lower than the previous day. The implied volatity was 15.47, the open interest changed by 27 which increased total open position to 100
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 989, which was -41.00 lower than the previous day. The implied volatity was 14.94, the open interest changed by 67 which increased total open position to 73
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1030, which was -386.50 lower than the previous day. The implied volatity was 14.65, the open interest changed by 4 which increased total open position to 6
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1416.5, which was -33.15 lower than the previous day. The implied volatity was 15.67, the open interest changed by 1 which increased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1449.65, 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1449.65, which was -3313.30 lower than the previous day. The implied volatity was 6.29, the open interest changed by 1 which increased total open position to 1
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 4762.95, 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 4762.95, 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 4762.95, 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 4762.95, 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 4762.95, which was 4762.95 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 9 Oct SENSEX was trading at 81467.10. 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 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
