SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 16.23
Theta: -25.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 81 | -124.05 | 20.58 | 5,276 | 330 | 976 | |||
| 19 Dec | 79218.05 | 205.05 | -195.40 | 18.16 | 1,779 | 230 | 646 | |||
| 18 Dec | 80182.20 | 400.45 | -240.55 | 16.02 | 1,405 | 27 | 416 | |||
| 17 Dec | 80684.45 | 641 | -520.30 | 16.19 | 1,065 | 267 | 389 | |||
| 16 Dec | 81748.57 | 1161.3 | -218.90 | 14.74 | 222 | 95 | 122 | |||
| 13 Dec | 82133.12 | 1380.2 | 404.60 | 11.68 | 439 | -12 | 27 | |||
| 12 Dec | 81289.96 | 975.6 | -154.40 | 13.09 | 68 | 12 | 39 | |||
| 11 Dec | 81526.14 | 1130 | 40.00 | 12.78 | 64 | 4 | 27 | |||
| 10 Dec | 81510.05 | 1090 | -251.65 | 11.76 | 20 | 2 | 23 | |||
| 9 Dec | 81508.46 | 1341.65 | -78.50 | 14.84 | 18 | 17 | 21 | |||
| 6 Dec | 81709.12 | 1420.15 | -0.05 | 12.65 | 22 | -3 | 4 | |||
| 5 Dec | 81765.86 | 1420.2 | 368.70 | 11.69 | 52 | -8 | 7 | |||
| 4 Dec | 80956.33 | 1051.5 | 54.00 | 12.56 | 19 | 6 | 15 | |||
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| 3 Dec | 80845.75 | 997.5 | 170.65 | 12.19 | 33 | 7 | 9 | |||
| 2 Dec | 80248.08 | 826.85 | 176.50 | 13.08 | 45 | -15 | 2 | |||
| 29 Nov | 79802.79 | 650.35 | 39.25 | 12.04 | 35 | 17 | 17 | |||
| 28 Nov | 79043.74 | 611.1 | 7.15 | 14.37 | 4 | 0 | 0 | |||
| 27 Nov | 80234.08 | 603.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 603.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 603.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 603.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 603.95 | 603.95 | 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 81400 expiring on 27DEC2024
Delta for 81400 CE is 0.08
Historical price for 81400 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 81, which was -124.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 330 which increased total open position to 976
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 205.05, which was -195.40 lower than the previous day. The implied volatity was 18.16, the open interest changed by 230 which increased total open position to 646
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 400.45, which was -240.55 lower than the previous day. The implied volatity was 16.02, the open interest changed by 27 which increased total open position to 416
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 641, which was -520.30 lower than the previous day. The implied volatity was 16.19, the open interest changed by 267 which increased total open position to 389
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1161.3, which was -218.90 lower than the previous day. The implied volatity was 14.74, the open interest changed by 95 which increased total open position to 122
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1380.2, which was 404.60 higher than the previous day. The implied volatity was 11.68, the open interest changed by -12 which decreased total open position to 27
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 975.6, which was -154.40 lower than the previous day. The implied volatity was 13.09, the open interest changed by 12 which increased total open position to 39
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1130, which was 40.00 higher than the previous day. The implied volatity was 12.78, the open interest changed by 4 which increased total open position to 27
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1090, which was -251.65 lower than the previous day. The implied volatity was 11.76, the open interest changed by 2 which increased total open position to 23
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1341.65, which was -78.50 lower than the previous day. The implied volatity was 14.84, the open interest changed by 17 which increased total open position to 21
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1420.15, which was -0.05 lower than the previous day. The implied volatity was 12.65, the open interest changed by -3 which decreased total open position to 4
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1420.2, which was 368.70 higher than the previous day. The implied volatity was 11.69, the open interest changed by -8 which decreased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1051.5, which was 54.00 higher than the previous day. The implied volatity was 12.56, the open interest changed by 6 which increased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 997.5, which was 170.65 higher than the previous day. The implied volatity was 12.19, the open interest changed by 7 which increased total open position to 9
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 826.85, which was 176.50 higher than the previous day. The implied volatity was 13.08, the open interest changed by -15 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 650.35, which was 39.25 higher than the previous day. The implied volatity was 12.04, the open interest changed by 17 which increased total open position to 17
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 611.1, which was 7.15 higher than the previous day. The implied volatity was 14.37, 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 603.95, 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 603.95, 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 603.95, 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 603.95, 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 603.95, which was 603.95 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 81400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3030 | 917.90 | - | 40 | -7 | 173 |
| 19 Dec | 79218.05 | 2112.1 | 822.10 | 14.68 | 73 | -66 | 180 |
| 18 Dec | 80182.20 | 1290 | 258.05 | 13.07 | 343 | -40 | 246 |
| 17 Dec | 80684.45 | 1031.95 | 421.45 | 14.23 | 582 | 157 | 286 |
| 16 Dec | 81748.57 | 610.5 | 168.05 | 15.52 | 653 | 60 | 129 |
| 13 Dec | 82133.12 | 442.45 | -320.60 | 13.59 | 285 | 11 | 69 |
| 12 Dec | 81289.96 | 763.05 | 56.95 | 13.26 | 81 | 26 | 58 |
| 11 Dec | 81526.14 | 706.1 | -116.50 | 13.66 | 34 | 9 | 32 |
| 10 Dec | 81510.05 | 822.6 | -42.40 | 14.99 | 31 | -11 | 23 |
| 9 Dec | 81508.46 | 865 | 75.00 | 15.29 | 48 | -5 | 34 |
| 6 Dec | 81709.12 | 790 | -210.00 | 14.60 | 62 | 30 | 39 |
| 5 Dec | 81765.86 | 1000 | -1394.05 | 17.40 | 25 | 9 | 9 |
| 4 Dec | 80956.33 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2394.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2394.05 | 2394.05 | 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 81400 expiring on 27DEC2024
Delta for 81400 PE is -
Historical price for 81400 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3030, which was 917.90 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 173
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2112.1, which was 822.10 higher than the previous day. The implied volatity was 14.68, the open interest changed by -66 which decreased total open position to 180
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1290, which was 258.05 higher than the previous day. The implied volatity was 13.07, the open interest changed by -40 which decreased total open position to 246
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1031.95, which was 421.45 higher than the previous day. The implied volatity was 14.23, the open interest changed by 157 which increased total open position to 286
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 610.5, which was 168.05 higher than the previous day. The implied volatity was 15.52, the open interest changed by 60 which increased total open position to 129
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 442.45, which was -320.60 lower than the previous day. The implied volatity was 13.59, the open interest changed by 11 which increased total open position to 69
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 763.05, which was 56.95 higher than the previous day. The implied volatity was 13.26, the open interest changed by 26 which increased total open position to 58
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 706.1, which was -116.50 lower than the previous day. The implied volatity was 13.66, the open interest changed by 9 which increased total open position to 32
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 822.6, which was -42.40 lower than the previous day. The implied volatity was 14.99, the open interest changed by -11 which decreased total open position to 23
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 865, which was 75.00 higher than the previous day. The implied volatity was 15.29, the open interest changed by -5 which decreased total open position to 34
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 790, which was -210.00 lower than the previous day. The implied volatity was 14.60, the open interest changed by 30 which increased total open position to 39
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1000, which was -1394.05 lower than the previous day. The implied volatity was 17.40, the open interest changed by 9 which increased total open position to 9
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 2394.05, 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, 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 2394.05, which was 2394.05 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
