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Related Pages for SENSEX
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SENSEX
Sensex
77155.79 -422.59 (-0.54%)

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Historical option data for SENSEX

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 81400 CE
Delta: 0.00
Vega: 0.40
Theta: -7.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77155.79 1.5 0.10 37.41 9,698 529 1,282
19 Nov 77578.38 1.4 -1.45 19.23 8,862 725 753
18 Nov 77339.01 2.85 2.85 18.91 36 28 28
14 Nov 77580.31 0 0.00 0.00 0 0 0
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0.00 0 0 0
18 Oct 81224.75 0 0.00 - 0 0 0
17 Oct 81006.61 0 0.00 - 0 0 0
16 Oct 81501.36 0 0.00 - 0 0 0
15 Oct 81820.12 0 0.00 - 0 0 0
11 Oct 81381.36 0 0.00 - 0 0 0
10 Oct 81611.41 0 0.00 - 0 0 0
9 Oct 81467.10 0 0.00 - 0 0 0
8 Oct 81634.81 0 - 0 0 0

For Sensex - strike price 81400 expiring on 22NOV2024

Delta for 81400 CE is 0.00

Historical price for 81400 CE is as follows

On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 37.41, the open interest changed by 529 which increased total open position to 1282


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.4, which was -1.45 lower than the previous day. The implied volatity was 19.23, the open interest changed by 725 which increased total open position to 753


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2.85, which was 2.85 higher than the previous day. The implied volatity was 18.91, the open interest changed by 28 which increased total open position to 28


On 14 Nov SENSEX was trading at 77580.31. 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 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 Oct SENSEX was trading at 81224.75. 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 17 Oct SENSEX was trading at 81006.61. 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 which decreased total open position to


On 16 Oct SENSEX was trading at 81501.36. 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 15 Oct SENSEX was trading at 81820.12. 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 11 Oct SENSEX was trading at 81381.36. 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 10 Oct SENSEX was trading at 81611.41. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SENSEX 22NOV2024 81400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
14 Nov 77580.31 0 0.00 0.00 0 0 0
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0.00 0 0 0
18 Oct 81224.75 0 0.00 - 0 0 0
17 Oct 81006.61 0 0.00 - 0 0 0
16 Oct 81501.36 0 0.00 - 0 0 0
15 Oct 81820.12 0 0.00 - 0 0 0
11 Oct 81381.36 0 0.00 - 0 0 0
10 Oct 81611.41 0 0.00 - 0 0 0
9 Oct 81467.10 0 0.00 - 0 0 0
8 Oct 81634.81 0 - 0 0 0

For Sensex - strike price 81400 expiring on 22NOV2024

Delta for 81400 PE is 0.00

Historical price for 81400 PE is as follows

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 14 Nov SENSEX was trading at 77580.31. 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 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 Oct SENSEX was trading at 81224.75. 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 17 Oct SENSEX was trading at 81006.61. 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 which decreased total open position to


On 16 Oct SENSEX was trading at 81501.36. 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 15 Oct SENSEX was trading at 81820.12. 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 11 Oct SENSEX was trading at 81381.36. 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 10 Oct SENSEX was trading at 81611.41. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to