SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 16.85
Theta: -26.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 85 | -130.70 | 20.34 | 5,603 | 605 | 1,046 | |||
| 19 Dec | 79218.05 | 215.7 | -203.95 | 17.93 | 1,571 | 58 | 441 | |||
| 18 Dec | 80182.20 | 419.65 | -262.00 | 15.76 | 1,027 | 41 | 383 | |||
| 17 Dec | 80684.45 | 681.65 | -574.75 | 16.18 | 1,127 | 257 | 342 | |||
| 16 Dec | 81748.57 | 1256.4 | -193.85 | 15.37 | 149 | 51 | 85 | |||
| 13 Dec | 82133.12 | 1450.25 | 415.95 | 11.65 | 469 | -16 | 34 | |||
| 12 Dec | 81289.96 | 1034.3 | -140.50 | 13.16 | 103 | 38 | 50 | |||
| 11 Dec | 81526.14 | 1174.8 | -47.50 | 12.57 | 12 | -7 | 12 | |||
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| 10 Dec | 81510.05 | 1222.3 | -78.40 | 12.84 | 59 | -5 | 19 | |||
| 9 Dec | 81508.46 | 1300.7 | -184.05 | 13.43 | 21 | 18 | 24 | |||
| 6 Dec | 81709.12 | 1484.75 | -0.35 | 12.68 | 8 | 1 | 6 | |||
| 5 Dec | 81765.86 | 1485.1 | 286.80 | 11.70 | 43 | -8 | 5 | |||
| 4 Dec | 80956.33 | 1198.3 | 124.90 | 13.74 | 46 | 12 | 13 | |||
| 3 Dec | 80845.75 | 1073.4 | 153.25 | 12.51 | 23 | 1 | 1 | |||
| 2 Dec | 80248.08 | 920.15 | 230.00 | 13.71 | 47 | -15 | 0 | |||
| 29 Nov | 79802.79 | 690.15 | 180.15 | 12.09 | 29 | 15 | 15 | |||
| 28 Nov | 79043.74 | 510 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 510 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 510 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 510 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 510 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 510 | 510.00 | 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 81300 expiring on 27DEC2024
Delta for 81300 CE is 0.09
Historical price for 81300 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 85, which was -130.70 lower than the previous day. The implied volatity was 20.34, the open interest changed by 605 which increased total open position to 1046
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 215.7, which was -203.95 lower than the previous day. The implied volatity was 17.93, the open interest changed by 58 which increased total open position to 441
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 419.65, which was -262.00 lower than the previous day. The implied volatity was 15.76, the open interest changed by 41 which increased total open position to 383
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 681.65, which was -574.75 lower than the previous day. The implied volatity was 16.18, the open interest changed by 257 which increased total open position to 342
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1256.4, which was -193.85 lower than the previous day. The implied volatity was 15.37, the open interest changed by 51 which increased total open position to 85
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1450.25, which was 415.95 higher than the previous day. The implied volatity was 11.65, the open interest changed by -16 which decreased total open position to 34
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1034.3, which was -140.50 lower than the previous day. The implied volatity was 13.16, the open interest changed by 38 which increased total open position to 50
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1174.8, which was -47.50 lower than the previous day. The implied volatity was 12.57, the open interest changed by -7 which decreased total open position to 12
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1222.3, which was -78.40 lower than the previous day. The implied volatity was 12.84, the open interest changed by -5 which decreased total open position to 19
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1300.7, which was -184.05 lower than the previous day. The implied volatity was 13.43, the open interest changed by 18 which increased total open position to 24
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1484.75, which was -0.35 lower than the previous day. The implied volatity was 12.68, the open interest changed by 1 which increased total open position to 6
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1485.1, which was 286.80 higher than the previous day. The implied volatity was 11.70, 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 1198.3, which was 124.90 higher than the previous day. The implied volatity was 13.74, the open interest changed by 12 which increased total open position to 13
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1073.4, which was 153.25 higher than the previous day. The implied volatity was 12.51, the open interest changed by 1 which increased total open position to 1
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 920.15, which was 230.00 higher than the previous day. The implied volatity was 13.71, the open interest changed by -15 which decreased total open position to 0
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 690.15, which was 180.15 higher than the previous day. The implied volatity was 12.09, the open interest changed by 15 which increased total open position to 15
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 510, 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 510, 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 510, 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 510, 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 510, 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 510, which was 510.00 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 81300 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 | 2120.25 | 0.00 | 0.00 | 0 | 0 | 179 |
| 19 Dec | 79218.05 | 2120.25 | 848.25 | 17.95 | 105 | -97 | 179 |
| 18 Dec | 80182.20 | 1272 | 297.30 | 14.30 | 460 | -26 | 276 |
| 17 Dec | 80684.45 | 974.7 | 399.40 | 14.27 | 697 | 124 | 302 |
| 16 Dec | 81748.57 | 575.3 | 165.30 | 15.59 | 411 | 78 | 178 |
| 13 Dec | 82133.12 | 410 | -309.75 | 13.57 | 363 | 20 | 100 |
| 12 Dec | 81289.96 | 719.75 | 74.80 | 13.29 | 101 | 30 | 80 |
| 11 Dec | 81526.14 | 644.95 | -140.85 | 13.36 | 31 | 29 | 50 |
| 10 Dec | 81510.05 | 785.8 | -48.50 | 15.07 | 86 | -9 | 21 |
| 9 Dec | 81508.46 | 834.3 | 98.80 | 15.46 | 12 | -10 | 30 |
| 6 Dec | 81709.12 | 735.5 | -81.90 | 14.39 | 67 | 35 | 40 |
| 5 Dec | 81765.86 | 817.4 | -259.60 | 15.53 | 77 | 0 | 5 |
| 4 Dec | 80956.33 | 1077 | -1891.05 | 14.31 | 36 | 5 | 5 |
| 3 Dec | 80845.75 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2968.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2968.05 | 2968.05 | 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 81300 expiring on 27DEC2024
Delta for 81300 PE is 0.00
Historical price for 81300 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2120.25, 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 179
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2120.25, which was 848.25 higher than the previous day. The implied volatity was 17.95, the open interest changed by -97 which decreased total open position to 179
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1272, which was 297.30 higher than the previous day. The implied volatity was 14.30, the open interest changed by -26 which decreased total open position to 276
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 974.7, which was 399.40 higher than the previous day. The implied volatity was 14.27, the open interest changed by 124 which increased total open position to 302
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 575.3, which was 165.30 higher than the previous day. The implied volatity was 15.59, the open interest changed by 78 which increased total open position to 178
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 410, which was -309.75 lower than the previous day. The implied volatity was 13.57, the open interest changed by 20 which increased total open position to 100
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 719.75, which was 74.80 higher than the previous day. The implied volatity was 13.29, the open interest changed by 30 which increased total open position to 80
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 644.95, which was -140.85 lower than the previous day. The implied volatity was 13.36, the open interest changed by 29 which increased total open position to 50
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 785.8, which was -48.50 lower than the previous day. The implied volatity was 15.07, the open interest changed by -9 which decreased total open position to 21
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 834.3, which was 98.80 higher than the previous day. The implied volatity was 15.46, the open interest changed by -10 which decreased total open position to 30
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 735.5, which was -81.90 lower than the previous day. The implied volatity was 14.39, the open interest changed by 35 which increased total open position to 40
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 817.4, which was -259.60 lower than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 5
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1077, which was -1891.05 lower than the previous day. The implied volatity was 14.31, the open interest changed by 5 which increased total open position to 5
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, 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 2968.05, which was 2968.05 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
