SENSEX
Sensex
Historical option data for SENSEX
16 Sep 2024 04:11 PM IST
| SENSEX 81500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 82988.78 | 1636.4 | 234.95 | 880 | -80 | 3,720 | ||||
| 13 Sept | 82890.94 | 1401.45 | -85.10 | 9,630 | 100 | 3,800 | ||||
| 12 Sept | 82962.71 | 1486.55 | 846.55 | 15,370 | 1,330 | 3,700 | ||||
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| 11 Sept | 81523.16 | 640 | -273.40 | 5,780 | 2,180 | 2,370 | ||||
| 10 Sept | 81921.29 | 913.4 | 149.20 | 2,450 | 190 | 190 | ||||
| 9 Sept | 81559.54 | 764.2 | 764.20 | 380 | 310 | 310 | ||||
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 81698.11 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 81086.21 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 22 Aug | 81053.19 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 81500 expiring on 20SEP2024
Delta for 81500 CE is -
Historical price for 81500 CE is as follows
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1636.4, which was 234.95 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 3720
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1401.45, which was -85.10 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 3800
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1486.55, which was 846.55 higher than the previous day. The implied volatity was -, the open interest changed by 1330 which increased total open position to 3700
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 640, which was -273.40 lower than the previous day. The implied volatity was -, the open interest changed by 2180 which increased total open position to 2370
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 913.4, which was 149.20 higher than the previous day. The implied volatity was -, the open interest changed by 190 which increased total open position to 190
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 764.2, which was 764.20 higher than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310
On 28 Aug SENSEX was trading at 81785.56. 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 0 which decreased total open position to 0
On 27 Aug SENSEX was trading at 81711.76. 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 0 which decreased total open position to 0
On 26 Aug SENSEX was trading at 81698.11. 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 0 which decreased total open position to 0
On 23 Aug SENSEX was trading at 81086.21. 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 0 which decreased total open position to 0
On 22 Aug SENSEX was trading at 81053.19. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 81500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 82988.78 | 63 | -32.05 | 2,26,620 | 12,140 | 36,210 |
| 13 Sept | 82890.94 | 95.05 | -90.95 | 83,580 | 14,740 | 24,070 |
| 12 Sept | 82962.71 | 186 | -362.45 | 52,650 | 5,620 | 9,330 |
| 11 Sept | 81523.16 | 548.45 | 151.85 | 18,240 | 1,290 | 3,710 |
| 10 Sept | 81921.29 | 396.6 | -235.30 | 8,180 | 2,420 | 2,420 |
| 9 Sept | 81559.54 | 631.9 | 631.90 | 380 | 370 | 370 |
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 81698.11 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 81086.21 | 0 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 81053.19 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 81500 expiring on 20SEP2024
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 63, which was -32.05 lower than the previous day. The implied volatity was -, the open interest changed by 12140 which increased total open position to 36210
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 95.05, which was -90.95 lower than the previous day. The implied volatity was -, the open interest changed by 14740 which increased total open position to 24070
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 186, which was -362.45 lower than the previous day. The implied volatity was -, the open interest changed by 5620 which increased total open position to 9330
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 548.45, which was 151.85 higher than the previous day. The implied volatity was -, the open interest changed by 1290 which increased total open position to 3710
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 396.6, which was -235.30 lower than the previous day. The implied volatity was -, the open interest changed by 2420 which increased total open position to 2420
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 631.9, which was 631.90 higher than the previous day. The implied volatity was -, the open interest changed by 370 which increased total open position to 370
On 28 Aug SENSEX was trading at 81785.56. 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 0 which decreased total open position to 0
On 27 Aug SENSEX was trading at 81711.76. 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 0 which decreased total open position to 0
On 26 Aug SENSEX was trading at 81698.11. 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 0 which decreased total open position to 0
On 23 Aug SENSEX was trading at 81086.21. 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 0 which decreased total open position to 0
On 22 Aug SENSEX was trading at 81053.19. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0