SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 17.57
Theta: -27.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 78041.59 | 90 | -141.00 | 20.15 | 7,355 | 623 | 1,057 | |||
| 19 Dec | 79218.05 | 231 | -219.00 | 17.83 | 1,630 | -9 | 434 | |||
| 18 Dec | 80182.20 | 450 | -273.50 | 15.71 | 2,111 | -87 | 443 | |||
| 17 Dec | 80684.45 | 723.5 | -556.25 | 16.16 | 1,287 | 468 | 530 | |||
| 16 Dec | 81748.57 | 1279.75 | -245.65 | 14.62 | 113 | 9 | 62 | |||
| 13 Dec | 82133.12 | 1525.4 | 455.40 | 11.68 | 677 | 20 | 53 | |||
| 12 Dec | 81289.96 | 1070 | -205.00 | 12.84 | 7 | 1 | 33 | |||
| 11 Dec | 81526.14 | 1275 | 0.00 | 0.00 | 0 | 0 | 32 | |||
| 10 Dec | 81510.05 | 1275 | -85.00 | 12.73 | 8 | 1 | 32 | |||
| 9 Dec | 81508.46 | 1360 | -240.00 | 13.43 | 18 | 0 | 31 | |||
| 6 Dec | 81709.12 | 1600 | -21.20 | 13.39 | 10 | 1 | 31 | |||
| 5 Dec | 81765.86 | 1621.2 | 351.20 | 12.67 | 93 | -25 | 30 | |||
| 4 Dec | 80956.33 | 1270 | 138.00 | 13.99 | 112 | 55 | 55 | |||
| 3 Dec | 80845.75 | 1132 | 213.10 | 12.60 | 15 | -2 | 0 | |||
| 2 Dec | 80248.08 | 918.9 | 181.15 | 13.17 | 40 | -8 | 2 | |||
| 29 Nov | 79802.79 | 737.75 | 34.20 | 12.21 | 22 | 10 | 10 | |||
| 28 Nov | 79043.74 | 703.55 | 589.50 | 14.77 | 8 | 0 | 0 | |||
| 27 Nov | 80234.08 | 114.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 114.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 114.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 114.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 114.05 | 114.05 | 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 | |||
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 81050.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 81688.45 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81200 expiring on 27DEC2024
Delta for 81200 CE is 0.09
Historical price for 81200 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 90, which was -141.00 lower than the previous day. The implied volatity was 20.15, the open interest changed by 623 which increased total open position to 1057
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 231, which was -219.00 lower than the previous day. The implied volatity was 17.83, the open interest changed by -9 which decreased total open position to 434
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 450, which was -273.50 lower than the previous day. The implied volatity was 15.71, the open interest changed by -87 which decreased total open position to 443
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 723.5, which was -556.25 lower than the previous day. The implied volatity was 16.16, the open interest changed by 468 which increased total open position to 530
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1279.75, which was -245.65 lower than the previous day. The implied volatity was 14.62, the open interest changed by 9 which increased total open position to 62
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1525.4, which was 455.40 higher than the previous day. The implied volatity was 11.68, the open interest changed by 20 which increased total open position to 53
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1070, which was -205.00 lower than the previous day. The implied volatity was 12.84, the open interest changed by 1 which increased total open position to 33
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1275, 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 32
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1275, which was -85.00 lower than the previous day. The implied volatity was 12.73, the open interest changed by 1 which increased total open position to 32
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1360, which was -240.00 lower than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 31
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1600, which was -21.20 lower than the previous day. The implied volatity was 13.39, the open interest changed by 1 which increased total open position to 31
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1621.2, which was 351.20 higher than the previous day. The implied volatity was 12.67, the open interest changed by -25 which decreased total open position to 30
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1270, which was 138.00 higher than the previous day. The implied volatity was 13.99, the open interest changed by 55 which increased total open position to 55
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1132, which was 213.10 higher than the previous day. The implied volatity was 12.60, the open interest changed by -2 which decreased total open position to 0
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 918.9, which was 181.15 higher than the previous day. The implied volatity was 13.17, the open interest changed by -8 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 737.75, which was 34.20 higher than the previous day. The implied volatity was 12.21, the open interest changed by 10 which increased total open position to 10
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 703.55, which was 589.50 higher than the previous day. The implied volatity was 14.77, 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 114.05, 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 114.05, 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 114.05, 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 114.05, 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 114.05, which was 114.05 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 8 Oct SENSEX was trading at 81634.81. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SENSEX was trading at 81688.45. 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 81200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 9.21
Theta: 11.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3029.3 | 994.40 | 15.43 | 30 | -21 | 91 |
| 19 Dec | 79218.05 | 2034.9 | 842.60 | 17.82 | 271 | -194 | 112 |
| 18 Dec | 80182.20 | 1192.3 | 274.75 | 14.06 | 536 | -15 | 306 |
| 17 Dec | 80684.45 | 917.55 | 364.95 | 14.28 | 1,208 | 107 | 321 |
| 16 Dec | 81748.57 | 552.6 | 164.85 | 15.86 | 594 | 91 | 214 |
| 13 Dec | 82133.12 | 387.75 | -284.10 | 13.70 | 450 | 65 | 123 |
| 12 Dec | 81289.96 | 671.85 | 67.65 | 13.22 | 90 | 38 | 58 |
| 11 Dec | 81526.14 | 604.2 | -195.80 | 13.34 | 10 | 6 | 20 |
| 10 Dec | 81510.05 | 800 | 38.00 | 15.89 | 7 | -1 | 14 |
| 9 Dec | 81508.46 | 762 | 40.10 | 15.01 | 17 | -13 | 15 |
| 6 Dec | 81709.12 | 721.9 | 44.65 | 14.72 | 44 | 24 | 28 |
| 5 Dec | 81765.86 | 677.25 | -472.75 | 14.16 | 89 | -11 | 4 |
| 4 Dec | 80956.33 | 1150 | 1150.00 | 15.80 | 140 | 15 | 15 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 |
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 81050.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 81688.45 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 81200 expiring on 27DEC2024
Delta for 81200 PE is -0.96
Historical price for 81200 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3029.3, which was 994.40 higher than the previous day. The implied volatity was 15.43, the open interest changed by -21 which decreased total open position to 91
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2034.9, which was 842.60 higher than the previous day. The implied volatity was 17.82, the open interest changed by -194 which decreased total open position to 112
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1192.3, which was 274.75 higher than the previous day. The implied volatity was 14.06, the open interest changed by -15 which decreased total open position to 306
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 917.55, which was 364.95 higher than the previous day. The implied volatity was 14.28, the open interest changed by 107 which increased total open position to 321
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 552.6, which was 164.85 higher than the previous day. The implied volatity was 15.86, the open interest changed by 91 which increased total open position to 214
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 387.75, which was -284.10 lower than the previous day. The implied volatity was 13.70, the open interest changed by 65 which increased total open position to 123
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 671.85, which was 67.65 higher than the previous day. The implied volatity was 13.22, the open interest changed by 38 which increased total open position to 58
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 604.2, which was -195.80 lower than the previous day. The implied volatity was 13.34, the open interest changed by 6 which increased total open position to 20
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 800, which was 38.00 higher than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 14
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 762, which was 40.10 higher than the previous day. The implied volatity was 15.01, the open interest changed by -13 which decreased total open position to 15
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 721.9, which was 44.65 higher than the previous day. The implied volatity was 14.72, the open interest changed by 24 which increased total open position to 28
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 677.25, which was -472.75 lower than the previous day. The implied volatity was 14.16, the open interest changed by -11 which decreased total open position to 4
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1150, which was 1150.00 higher than the previous day. The implied volatity was 15.80, the open interest changed by 15 which increased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 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 8 Oct SENSEX was trading at 81634.81. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct SENSEX was trading at 81688.45. 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
