SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 81000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 3307.5 | 767.50 | 2,680 | 1,700 | 2,570 | ||||
| 19 Sept | 83184.80 | 2540 | 420.00 | 620 | 620 | 870 | ||||
| 18 Sept | 82948.23 | 2120 | 220.00 | 180 | 130 | 250 | ||||
| 17 Sept | 83079.66 | 1900 | 0.00 | 0 | 0 | 120 | ||||
| 16 Sept | 82988.78 | 1900 | 0.00 | 0 | 0 | 120 | ||||
| 13 Sept | 82890.94 | 1900 | 0.00 | 0 | 0 | 120 | ||||
| 12 Sept | 82962.71 | 1900 | 502.70 | 70 | 10 | 120 | ||||
| 11 Sept | 81523.16 | 1397.3 | 1397.30 | 10 | 10 | 110 | ||||
| 10 Sept | 81921.29 | 0 | -1280.00 | 0 | 100 | 100 | ||||
| 9 Sept | 81559.54 | 1280 | -20.00 | 20 | 100 | 100 | ||||
| 6 Sept | 81183.93 | 1300 | 1300.00 | 230 | 100 | 100 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 3 Sept | 82555.44 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 82559.84 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Aug | 82365.77 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 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 | 0.00 | 0 | 0 | 0 | ||||
| 2 Aug | 80981.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Jul | 81455.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
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| 29 Jul | 81355.84 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 26 Jul | 81332.72 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 22 Jul | 80502.08 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 19 Jul | 80604.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 18 Jul | 81343.46 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 16 Jul | 80716.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 15 Jul | 80664.86 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 12 Jul | 80519.34 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 81000 expiring on 27SEP2024
Delta for 81000 CE is -
Historical price for 81000 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 3307.5, which was 767.50 higher than the previous day. The implied volatity was -, the open interest changed by 1700 which increased total open position to 2570
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 2540, which was 420.00 higher than the previous day. The implied volatity was -, the open interest changed by 620 which increased total open position to 870
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 2120, which was 220.00 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 250
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1900, 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 120
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1900, 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 120
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1900, 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 120
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1900, which was 502.70 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 120
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 1397.3, which was 1397.30 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 110
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 0, which was -1280.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 1280, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 1300, which was 1300.00 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
On 5 Sept SENSEX was trading at 82201.16. 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 0 which decreased total open position to 0
On 4 Sept SENSEX was trading at 82352.64. 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 3 Sept SENSEX was trading at 82555.44. 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 2 Sept SENSEX was trading at 82559.84. 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 30 Aug SENSEX was trading at 82365.77. 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 29 Aug SENSEX was trading at 82134.61. 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 0 which decreased total open position to 0
On 28 Aug SENSEX was trading at 81785.56. 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 27 Aug SENSEX was trading at 81711.76. 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 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 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 2 Aug SENSEX was trading at 80981.95. 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 30 Jul SENSEX was trading at 81455.40. 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 29 Jul SENSEX was trading at 81355.84. 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 26 Jul SENSEX was trading at 81332.72. 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 0 which decreased total open position to 0
On 22 Jul SENSEX was trading at 80502.08. 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 19 Jul SENSEX was trading at 80604.65. 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 18 Jul SENSEX was trading at 81343.46. 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 16 Jul SENSEX was trading at 80716.55. 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 15 Jul SENSEX was trading at 80664.86. 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 12 Jul SENSEX was trading at 80519.34. 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 |
| 20 Sept | 84544.31 | 58 | -20.40 | 85,680 | 9,100 | 21,710 |
| 19 Sept | 83184.80 | 78.4 | -142.35 | 30,110 | 6,770 | 12,610 |
| 18 Sept | 82948.23 | 220.75 | 70.75 | 13,770 | 1,620 | 5,840 |
| 17 Sept | 83079.66 | 150 | -4.90 | 4,300 | 840 | 4,220 |
| 16 Sept | 82988.78 | 154.9 | -44.40 | 2,540 | -200 | 3,380 |
| 13 Sept | 82890.94 | 199.3 | -48.75 | 3,430 | 3,250 | 3,580 |
| 12 Sept | 82962.71 | 248.05 | -251.95 | 490 | 200 | 330 |
| 11 Sept | 81523.16 | 500 | 0.00 | 0 | 0 | 130 |
| 10 Sept | 81921.29 | 500 | 500.00 | 100 | 130 | 130 |
| 9 Sept | 81559.54 | 0 | -749.95 | 0 | 80 | 80 |
| 6 Sept | 81183.93 | 749.95 | 444.95 | 120 | 80 | 80 |
| 5 Sept | 82201.16 | 305 | 305.00 | 10 | 20 | 20 |
| 4 Sept | 82352.64 | 0 | -301.00 | 0 | 10 | 10 |
| 3 Sept | 82555.44 | 301 | 1.00 | 10 | 10 | 10 |
| 2 Sept | 82559.84 | 300 | 300.00 | 10 | 10 | 10 |
| 30 Aug | 82365.77 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 |
| 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 | 0.00 | 0 | 0 | 0 |
| 2 Aug | 80981.95 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jul | 81455.40 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jul | 81355.84 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Jul | 81332.72 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Jul | 80502.08 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Jul | 80604.65 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Jul | 81343.46 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Jul | 80716.55 | 0 | 0.00 | 0 | 0 | 0 |
| 15 Jul | 80664.86 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Jul | 80519.34 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 81000 expiring on 27SEP2024
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 58, which was -20.40 lower than the previous day. The implied volatity was -, the open interest changed by 9100 which increased total open position to 21710
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 78.4, which was -142.35 lower than the previous day. The implied volatity was -, the open interest changed by 6770 which increased total open position to 12610
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 220.75, which was 70.75 higher than the previous day. The implied volatity was -, the open interest changed by 1620 which increased total open position to 5840
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 150, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by 840 which increased total open position to 4220
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 154.9, which was -44.40 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 3380
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 199.3, which was -48.75 lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 3580
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 248.05, which was -251.95 lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 330
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 500, 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 130
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 500, which was 500.00 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 0, which was -749.95 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 749.95, which was 444.95 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 305, which was 305.00 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 0, which was -301.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 301, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 300, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Aug SENSEX was trading at 82365.77. 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 29 Aug SENSEX was trading at 82134.61. 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 0 which decreased total open position to 0
On 28 Aug SENSEX was trading at 81785.56. 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 27 Aug SENSEX was trading at 81711.76. 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 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 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 2 Aug SENSEX was trading at 80981.95. 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 30 Jul SENSEX was trading at 81455.40. 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 29 Jul SENSEX was trading at 81355.84. 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 26 Jul SENSEX was trading at 81332.72. 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 0 which decreased total open position to 0
On 22 Jul SENSEX was trading at 80502.08. 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 19 Jul SENSEX was trading at 80604.65. 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 18 Jul SENSEX was trading at 81343.46. 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 16 Jul SENSEX was trading at 80716.55. 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 15 Jul SENSEX was trading at 80664.86. 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 12 Jul SENSEX was trading at 80519.34. 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