SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 81500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 2799 | 1094.10 | 790 | 570 | 710 | ||||
| 19 Sept | 83184.80 | 1704.9 | 0.00 | 0 | 0 | 140 | ||||
| 18 Sept | 82948.23 | 1704.9 | -140.10 | 80 | 50 | 140 | ||||
| 17 Sept | 83079.66 | 1845 | 145.00 | 30 | 0 | 90 | ||||
| 16 Sept | 82988.78 | 1700 | 170.00 | 10 | -10 | 90 | ||||
| 13 Sept | 82890.94 | 1530 | 560.00 | 30 | 0 | 100 | ||||
| 12 Sept | 82962.71 | 970 | 0.00 | 0 | 0 | 100 | ||||
| 11 Sept | 81523.16 | 970 | -161.60 | 90 | 60 | 100 | ||||
| 10 Sept | 81921.29 | 1131.6 | 1131.60 | 100 | 40 | 40 | ||||
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| 9 Sept | 81559.54 | 0 | -1630.00 | 0 | 20 | 20 | ||||
| 6 Sept | 81183.93 | 1630 | 1630.00 | 20 | 20 | 20 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 3 Sept | 82555.44 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 82559.84 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Aug | 82365.77 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 81785.56 | 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 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 81867.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 31 Jul | 81741.34 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Jul | 81455.40 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 29 Jul | 81355.84 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 26 Jul | 81332.72 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 18 Jul | 81343.46 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 81500 expiring on 27SEP2024
Delta for 81500 CE is -
Historical price for 81500 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 2799, which was 1094.10 higher than the previous day. The implied volatity was -, the open interest changed by 570 which increased total open position to 710
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 1704.9, 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 140
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 1704.9, which was -140.10 lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 140
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1845, which was 145.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 90
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1700, which was 170.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 90
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1530, which was 560.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 970, 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 100
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 970, which was -161.60 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 100
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 1131.6, which was 1131.60 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 0, which was -1630.00 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 1630, which was 1630.00 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 5 Sept SENSEX was trading at 82201.16. 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 4 Sept SENSEX was trading at 82352.64. 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 3 Sept SENSEX was trading at 82555.44. 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 2 Sept SENSEX was trading at 82559.84. 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 30 Aug SENSEX was trading at 82365.77. 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 29 Aug SENSEX was trading at 82134.61. 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 0 which decreased total open position to 0
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 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 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 1 Aug SENSEX was trading at 81867.55. 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 31 Jul SENSEX was trading at 81741.34. 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 30 Jul SENSEX was trading at 81455.40. 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 29 Jul SENSEX was trading at 81355.84. 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 Jul SENSEX was trading at 81332.72. 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 18 Jul SENSEX was trading at 81343.46. 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 |
| 20 Sept | 84544.31 | 47.65 | -69.35 | 75,830 | 4,890 | 12,590 |
| 19 Sept | 83184.80 | 117 | -186.00 | 25,170 | 5,960 | 7,700 |
| 18 Sept | 82948.23 | 303 | 99.95 | 6,240 | 540 | 1,740 |
| 17 Sept | 83079.66 | 203.05 | -0.55 | 1,170 | 540 | 1,200 |
| 16 Sept | 82988.78 | 203.6 | -168.55 | 880 | 610 | 660 |
| 13 Sept | 82890.94 | 372.15 | -154.65 | 10 | 0 | 50 |
| 12 Sept | 82962.71 | 526.8 | 526.80 | 10 | 10 | 50 |
| 11 Sept | 81523.16 | 0 | 0.00 | 0 | 0 | 40 |
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 40 | 40 |
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 40 | 40 |
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 40 | 40 |
| 5 Sept | 82201.16 | 0 | -385.40 | 0 | 40 | 40 |
| 4 Sept | 82352.64 | 385.4 | 18.40 | 10 | 40 | 40 |
| 3 Sept | 82555.44 | 367 | 0.20 | 10 | 30 | 30 |
| 2 Sept | 82559.84 | 366.8 | 366.80 | 20 | 20 | 20 |
| 30 Aug | 82365.77 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Aug | 81785.56 | 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 | 0.00 | 0 | 0 | 0 |
| 1 Aug | 81867.55 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jul | 81741.34 | 0 | 0.00 | 0 | 0 | 0 |
| 30 Jul | 81455.40 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jul | 81355.84 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Jul | 81332.72 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Jul | 81343.46 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 81500 expiring on 27SEP2024
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 47.65, which was -69.35 lower than the previous day. The implied volatity was -, the open interest changed by 4890 which increased total open position to 12590
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 117, which was -186.00 lower than the previous day. The implied volatity was -, the open interest changed by 5960 which increased total open position to 7700
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 303, which was 99.95 higher than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 1740
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 203.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 1200
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 203.6, which was -168.55 lower than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 660
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 372.15, which was -154.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 526.8, which was 526.80 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 50
On 11 Sept SENSEX was trading at 81523.16. 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 40
On 10 Sept SENSEX was trading at 81921.29. 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 40 which increased total open position to 40
On 9 Sept SENSEX was trading at 81559.54. 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 40 which increased total open position to 40
On 6 Sept SENSEX was trading at 81183.93. 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 40 which increased total open position to 40
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 0, which was -385.40 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 385.4, which was 18.40 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 367, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 366.8, which was 366.80 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 30 Aug SENSEX was trading at 82365.77. 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 29 Aug SENSEX was trading at 82134.61. 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 0 which decreased total open position to 0
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 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 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 1 Aug SENSEX was trading at 81867.55. 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 31 Jul SENSEX was trading at 81741.34. 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 30 Jul SENSEX was trading at 81455.40. 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 29 Jul SENSEX was trading at 81355.84. 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 Jul SENSEX was trading at 81332.72. 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 18 Jul SENSEX was trading at 81343.46. 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