SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:16 PM IST
| SENSEX 22NOV2024 81500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.60
Theta: -11.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77111.09 | 2.6 | 0.50 | 39.71 | 52,417 | 4,152 | 13,341 | |||
| 19 Nov | 77578.38 | 2.1 | -1.05 | 20.52 | 64,943 | 5,388 | 9,189 | |||
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| 18 Nov | 77339.01 | 3.15 | 3.15 | 19.54 | 15,439 | 3,801 | 3,801 | |||
| 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 | |||
| 14 Oct | 81973.05 | 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 81500 expiring on 22NOV2024
Delta for 81500 CE is 0.01
Historical price for 81500 CE is as follows
On 21 Nov SENSEX was trading at 77111.09. The strike last trading price was 2.6, which was 0.50 higher than the previous day. The implied volatity was 39.71, the open interest changed by 4152 which increased total open position to 13341
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2.1, which was -1.05 lower than the previous day. The implied volatity was 20.52, the open interest changed by 5388 which increased total open position to 9189
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3.15, which was 3.15 higher than the previous day. The implied volatity was 19.54, the open interest changed by 3801 which increased total open position to 3801
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 14 Oct SENSEX was trading at 81973.05. 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 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.09 | 4045.4 | 0.00 | 0.00 | 0 | 0 | 102 |
| 19 Nov | 77578.38 | 4045.4 | 185.40 | 45.35 | 70 | -63 | 102 |
| 18 Nov | 77339.01 | 3860 | 0.00 | 0.00 | 0 | 0 | 165 |
| 14 Nov | 77580.31 | 3860 | 3860.00 | 23.85 | 165 | 165 | 165 |
| 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 |
| 14 Oct | 81973.05 | 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 81500 expiring on 22NOV2024
Delta for 81500 PE is 0.00
Historical price for 81500 PE is as follows
On 21 Nov SENSEX was trading at 77111.09. The strike last trading price was 4045.4, 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 102
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4045.4, which was 185.40 higher than the previous day. The implied volatity was 45.35, the open interest changed by -63 which decreased total open position to 102
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3860, 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 165
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 3860, which was 3860.00 higher than the previous day. The implied volatity was 23.85, the open interest changed by 165 which increased total open position to 165
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 14 Oct SENSEX was trading at 81973.05. 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
