SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 19.44
Theta: -30.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 109 | -136.70 | 20.68 | 5,648 | 792 | 1,305 | |||
| 19 Dec | 79218.05 | 245.7 | -238.60 | 17.67 | 1,767 | 162 | 513 | |||
| 18 Dec | 80182.20 | 484.3 | -273.45 | 15.70 | 1,758 | 54 | 351 | |||
| 17 Dec | 80684.45 | 757.75 | -825.50 | 15.96 | 1,129 | 245 | 297 | |||
| 16 Dec | 81748.57 | 1583.25 | 0.00 | 0.00 | 0 | 0 | 52 | |||
| 13 Dec | 82133.12 | 1583.25 | -34.60 | 11.33 | 393 | 48 | 52 | |||
| 12 Dec | 81289.96 | 1617.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 1617.85 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 10 Dec | 81510.05 | 1617.85 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 9 Dec | 81508.46 | 1617.85 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 6 Dec | 81709.12 | 1617.85 | -80.75 | 12.74 | 4 | -1 | 4 | |||
| 5 Dec | 81765.86 | 1698.6 | 380.90 | 12.83 | 34 | -8 | 5 | |||
| 4 Dec | 80956.33 | 1317.7 | 174.05 | 13.92 | 23 | 10 | 13 | |||
| 3 Dec | 80845.75 | 1143.65 | 198.40 | 12.10 | 17 | 1 | 3 | |||
| 2 Dec | 80248.08 | 945.25 | 190.10 | 12.96 | 35 | 0 | 2 | |||
| 29 Nov | 79802.79 | 755.15 | 20.15 | 11.97 | 10 | 1 | 2 | |||
| 28 Nov | 79043.74 | 735 | 735.00 | 14.76 | 13 | 1 | 1 | |||
| 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 | |||
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| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 81050.00 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81100 expiring on 27DEC2024
Delta for 81100 CE is 0.10
Historical price for 81100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 109, which was -136.70 lower than the previous day. The implied volatity was 20.68, the open interest changed by 792 which increased total open position to 1305
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 245.7, which was -238.60 lower than the previous day. The implied volatity was 17.67, the open interest changed by 162 which increased total open position to 513
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 484.3, which was -273.45 lower than the previous day. The implied volatity was 15.70, the open interest changed by 54 which increased total open position to 351
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 757.75, which was -825.50 lower than the previous day. The implied volatity was 15.96, the open interest changed by 245 which increased total open position to 297
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1583.25, 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 52
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1583.25, which was -34.60 lower than the previous day. The implied volatity was 11.33, the open interest changed by 48 which increased total open position to 52
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1617.85, 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 1617.85, 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 4
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1617.85, 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 4
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1617.85, 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 4
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1617.85, which was -80.75 lower than the previous day. The implied volatity was 12.74, the open interest changed by -1 which decreased total open position to 4
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1698.6, which was 380.90 higher than the previous day. The implied volatity was 12.83, the open interest changed by -8 which decreased total open position to 5
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1317.7, which was 174.05 higher than the previous day. The implied volatity was 13.92, the open interest changed by 10 which increased total open position to 13
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1143.65, which was 198.40 higher than the previous day. The implied volatity was 12.10, the open interest changed by 1 which increased total open position to 3
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 945.25, which was 190.10 higher than the previous day. The implied volatity was 12.96, the open interest changed by 0 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 755.15, which was 20.15 higher than the previous day. The implied volatity was 11.97, the open interest changed by 1 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 735, which was 735.00 higher than the previous day. The implied volatity was 14.76, 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 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 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 81100 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 |
| 20 Dec | 78041.59 | 1925.6 | 0.00 | 0.00 | 0 | 0 | 234 |
| 19 Dec | 79218.05 | 1925.6 | 799.55 | 16.94 | 159 | -118 | 234 |
| 18 Dec | 80182.20 | 1126.05 | 263.65 | 14.07 | 786 | 53 | 352 |
| 17 Dec | 80684.45 | 862.4 | 339.65 | 14.28 | 962 | 70 | 299 |
| 16 Dec | 81748.57 | 522.75 | 151.20 | 15.98 | 282 | 75 | 229 |
| 13 Dec | 82133.12 | 371.55 | -261.40 | 13.92 | 352 | 105 | 154 |
| 12 Dec | 81289.96 | 632.95 | 49.85 | 13.27 | 99 | 32 | 49 |
| 11 Dec | 81526.14 | 583.1 | -150.65 | 13.60 | 28 | 2 | 17 |
| 10 Dec | 81510.05 | 733.75 | -4.35 | 15.49 | 6 | -3 | 15 |
| 9 Dec | 81508.46 | 738.1 | 66.80 | 15.24 | 3 | -1 | 18 |
| 6 Dec | 81709.12 | 671.3 | -263.70 | 14.52 | 48 | 12 | 19 |
| 5 Dec | 81765.86 | 935 | -263.60 | 18.10 | 165 | 4 | 7 |
| 4 Dec | 80956.33 | 1198.6 | -657.45 | 16.99 | 142 | 3 | 3 |
| 3 Dec | 80845.75 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 1856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 1856.05 | 1856.05 | 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 81100 expiring on 27DEC2024
Delta for 81100 PE is 0.00
Historical price for 81100 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1925.6, 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 234
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1925.6, which was 799.55 higher than the previous day. The implied volatity was 16.94, the open interest changed by -118 which decreased total open position to 234
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1126.05, which was 263.65 higher than the previous day. The implied volatity was 14.07, the open interest changed by 53 which increased total open position to 352
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 862.4, which was 339.65 higher than the previous day. The implied volatity was 14.28, the open interest changed by 70 which increased total open position to 299
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 522.75, which was 151.20 higher than the previous day. The implied volatity was 15.98, the open interest changed by 75 which increased total open position to 229
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 371.55, which was -261.40 lower than the previous day. The implied volatity was 13.92, the open interest changed by 105 which increased total open position to 154
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 632.95, which was 49.85 higher than the previous day. The implied volatity was 13.27, the open interest changed by 32 which increased total open position to 49
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 583.1, which was -150.65 lower than the previous day. The implied volatity was 13.60, the open interest changed by 2 which increased total open position to 17
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 733.75, which was -4.35 lower than the previous day. The implied volatity was 15.49, the open interest changed by -3 which decreased total open position to 15
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 738.1, which was 66.80 higher than the previous day. The implied volatity was 15.24, the open interest changed by -1 which decreased total open position to 18
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 671.3, which was -263.70 lower than the previous day. The implied volatity was 14.52, the open interest changed by 12 which increased total open position to 19
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 935, which was -263.60 lower than the previous day. The implied volatity was 18.10, the open interest changed by 4 which increased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1198.6, which was -657.45 lower than the previous day. The implied volatity was 16.99, the open interest changed by 3 which increased total open position to 3
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1856.05, 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 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1856.05, 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 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1856.05, 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1856.05, 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 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 1856.05, 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 1856.05, 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 1856.05, 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 1856.05, 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 1856.05, which was 1856.05 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
