SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81500 CE | ||||||||||
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Delta: 0.07
Vega: 14.71
Theta: -22.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 68.35 | -118.10 | 20.23 | 34,117 | 3,565 | 6,104 | |||
| 19 Dec | 79218.05 | 186.45 | -189.15 | 18.09 | 9,963 | 597 | 2,539 | |||
| 18 Dec | 80182.20 | 375.6 | -208.10 | 16.12 | 4,902 | 290 | 1,942 | |||
| 17 Dec | 80684.45 | 583.7 | -522.80 | 15.85 | 8,057 | 1,165 | 1,652 | |||
| 16 Dec | 81748.57 | 1106.5 | -215.90 | 14.82 | 1,545 | 259 | 487 | |||
| 13 Dec | 82133.12 | 1322.4 | 401.30 | 11.89 | 3,396 | -100 | 228 | |||
| 12 Dec | 81289.96 | 921.1 | -147.00 | 13.06 | 366 | 160 | 328 | |||
| 11 Dec | 81526.14 | 1068.1 | -60.55 | 12.71 | 235 | -26 | 168 | |||
| 10 Dec | 81510.05 | 1128.65 | -61.35 | 13.16 | 546 | -43 | 194 | |||
| 9 Dec | 81508.46 | 1190 | -183.95 | 13.49 | 351 | 28 | 237 | |||
| 6 Dec | 81709.12 | 1373.95 | -61.05 | 12.84 | 369 | 177 | 209 | |||
| 5 Dec | 81765.86 | 1435 | 450.00 | 12.71 | 500 | 13 | 32 | |||
| 4 Dec | 80956.33 | 985 | 48.95 | 12.34 | 30 | 1 | 19 | |||
| 3 Dec | 80845.75 | 936.05 | 179.70 | 12.02 | 62 | 15 | 18 | |||
| 2 Dec | 80248.08 | 756.35 | 144.15 | 12.70 | 67 | -37 | 3 | |||
| 29 Nov | 79802.79 | 612.2 | 119.05 | 11.99 | 21 | -1 | 40 | |||
| 28 Nov | 79043.74 | 493.15 | -356.85 | 13.18 | 55 | 25 | 41 | |||
| 27 Nov | 80234.08 | 850 | 178.05 | 12.21 | 18 | 16 | 16 | |||
| 26 Nov | 80004.06 | 671.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 671.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 671.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 671.95 | 671.95 | 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 | |||
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| 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 81500 expiring on 27DEC2024
Delta for 81500 CE is 0.07
Historical price for 81500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 68.35, which was -118.10 lower than the previous day. The implied volatity was 20.23, the open interest changed by 3565 which increased total open position to 6104
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 186.45, which was -189.15 lower than the previous day. The implied volatity was 18.09, the open interest changed by 597 which increased total open position to 2539
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 375.6, which was -208.10 lower than the previous day. The implied volatity was 16.12, the open interest changed by 290 which increased total open position to 1942
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 583.7, which was -522.80 lower than the previous day. The implied volatity was 15.85, the open interest changed by 1165 which increased total open position to 1652
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1106.5, which was -215.90 lower than the previous day. The implied volatity was 14.82, the open interest changed by 259 which increased total open position to 487
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1322.4, which was 401.30 higher than the previous day. The implied volatity was 11.89, the open interest changed by -100 which decreased total open position to 228
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 921.1, which was -147.00 lower than the previous day. The implied volatity was 13.06, the open interest changed by 160 which increased total open position to 328
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1068.1, which was -60.55 lower than the previous day. The implied volatity was 12.71, the open interest changed by -26 which decreased total open position to 168
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1128.65, which was -61.35 lower than the previous day. The implied volatity was 13.16, the open interest changed by -43 which decreased total open position to 194
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1190, which was -183.95 lower than the previous day. The implied volatity was 13.49, the open interest changed by 28 which increased total open position to 237
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1373.95, which was -61.05 lower than the previous day. The implied volatity was 12.84, the open interest changed by 177 which increased total open position to 209
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1435, which was 450.00 higher than the previous day. The implied volatity was 12.71, the open interest changed by 13 which increased total open position to 32
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 985, which was 48.95 higher than the previous day. The implied volatity was 12.34, the open interest changed by 1 which increased total open position to 19
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 936.05, which was 179.70 higher than the previous day. The implied volatity was 12.02, the open interest changed by 15 which increased total open position to 18
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 756.35, which was 144.15 higher than the previous day. The implied volatity was 12.70, the open interest changed by -37 which decreased total open position to 3
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 612.2, which was 119.05 higher than the previous day. The implied volatity was 11.99, the open interest changed by -1 which decreased total open position to 40
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 493.15, which was -356.85 lower than the previous day. The implied volatity was 13.18, the open interest changed by 25 which increased total open position to 41
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 850, which was 178.05 higher than the previous day. The implied volatity was 12.21, the open interest changed by 16 which increased total open position to 16
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 671.95, 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 671.95, 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 671.95, 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 671.95, which was 671.95 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 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3240 | 987.25 | - | 1,315 | 816 | 1,319 |
| 19 Dec | 79218.05 | 2252.75 | 855.15 | 16.77 | 438 | -109 | 503 |
| 18 Dec | 80182.20 | 1397.6 | 304.20 | 13.89 | 1,405 | 49 | 612 |
| 17 Dec | 80684.45 | 1093.4 | 432.40 | 14.23 | 3,060 | -93 | 563 |
| 16 Dec | 81748.57 | 661 | 186.00 | 15.70 | 2,467 | -154 | 656 |
| 13 Dec | 82133.12 | 475 | -330.00 | 13.59 | 2,358 | 312 | 810 |
| 12 Dec | 81289.96 | 805 | 93.00 | 13.18 | 864 | 351 | 498 |
| 11 Dec | 81526.14 | 712 | -130.20 | 13.11 | 279 | -3 | 147 |
| 10 Dec | 81510.05 | 842.2 | -26.05 | 14.64 | 310 | -38 | 150 |
| 9 Dec | 81508.46 | 868.25 | 33.25 | 14.72 | 263 | -81 | 188 |
| 6 Dec | 81709.12 | 835 | -31.00 | 14.66 | 297 | 230 | 269 |
| 5 Dec | 81765.86 | 866 | -1657.05 | 15.14 | 118 | 39 | 39 |
| 4 Dec | 80956.33 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2523.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2523.05 | 1751.05 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 772 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 772 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Oct | 81467.10 | 772 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 81634.81 | 772 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 81050.00 | 772 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 81688.45 | 772 | - | 0 | 0 | 0 | |
For Sensex - strike price 81500 expiring on 27DEC2024
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3240, which was 987.25 higher than the previous day. The implied volatity was -, the open interest changed by 816 which increased total open position to 1319
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2252.75, which was 855.15 higher than the previous day. The implied volatity was 16.77, the open interest changed by -109 which decreased total open position to 503
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1397.6, which was 304.20 higher than the previous day. The implied volatity was 13.89, the open interest changed by 49 which increased total open position to 612
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1093.4, which was 432.40 higher than the previous day. The implied volatity was 14.23, the open interest changed by -93 which decreased total open position to 563
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 661, which was 186.00 higher than the previous day. The implied volatity was 15.70, the open interest changed by -154 which decreased total open position to 656
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 475, which was -330.00 lower than the previous day. The implied volatity was 13.59, the open interest changed by 312 which increased total open position to 810
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 805, which was 93.00 higher than the previous day. The implied volatity was 13.18, the open interest changed by 351 which increased total open position to 498
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 712, which was -130.20 lower than the previous day. The implied volatity was 13.11, the open interest changed by -3 which decreased total open position to 147
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 842.2, which was -26.05 lower than the previous day. The implied volatity was 14.64, the open interest changed by -38 which decreased total open position to 150
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 868.25, which was 33.25 higher than the previous day. The implied volatity was 14.72, the open interest changed by -81 which decreased total open position to 188
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 835, which was -31.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 230 which increased total open position to 269
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 866, which was -1657.05 lower than the previous day. The implied volatity was 15.14, the open interest changed by 39 which increased total open position to 39
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, 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 2523.05, which was 1751.05 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 772, 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 772, 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 772, 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 772, 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 772, 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 772, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
