SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
SENSEX 81600 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
17 Sept | 83079.66 | 1430.5 | -91.60 | 40 | 0 | 460 | ||||
16 Sept | 82988.78 | 1522.1 | 158.75 | 260 | -10 | 460 | ||||
13 Sept | 82890.94 | 1363.35 | -94.95 | 230 | 30 | 470 | ||||
12 Sept | 82962.71 | 1458.3 | 870.65 | 5,760 | -140 | 440 | ||||
11 Sept | 81523.16 | 587.65 | -242.30 | 1,380 | 540 | 580 | ||||
10 Sept | 81921.29 | 829.95 | 829.95 | 290 | 40 | 40 | ||||
9 Sept | 81559.54 | 0 | 0.00 | 0 | 0 | 0 | ||||
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 | 0 | 0 |
For Sensex - strike price 81600 expiring on 20SEP2024
Delta for 81600 CE is -
Historical price for 81600 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1430.5, which was -91.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 460
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1522.1, which was 158.75 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 460
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1363.35, which was -94.95 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 470
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1458.3, which was 870.65 higher than the previous day. The implied volatity was -, the open interest changed by -140 which decreased total open position to 440
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 587.65, which was -242.30 lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 580
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 829.95, which was 829.95 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
SENSEX 81600 PE | ||||||
---|---|---|---|---|---|---|
Date | Close | Ltp | Change | Volume | Change OI | OI |
17 Sept | 83079.66 | 55.25 | -8.95 | 46,770 | 5,290 | 10,590 |
16 Sept | 82988.78 | 64.2 | -52.10 | 59,890 | 1,070 | 5,300 |
13 Sept | 82890.94 | 116.3 | -68.70 | 13,540 | 1,270 | 4,230 |
12 Sept | 82962.71 | 185 | -458.00 | 12,890 | 2,570 | 2,960 |
11 Sept | 81523.16 | 643 | 211.25 | 2,070 | 370 | 390 |
10 Sept | 81921.29 | 431.75 | 431.75 | 540 | 20 | 20 |
9 Sept | 81559.54 | 0 | 0.00 | 0 | 0 | 0 |
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 | 0 | 0 |
For Sensex - strike price 81600 expiring on 20SEP2024
Delta for 81600 PE is -
Historical price for 81600 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 55.25, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 5290 which increased total open position to 10590
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 64.2, which was -52.10 lower than the previous day. The implied volatity was -, the open interest changed by 1070 which increased total open position to 5300
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 116.3, which was -68.70 lower than the previous day. The implied volatity was -, the open interest changed by 1270 which increased total open position to 4230
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 185, which was -458.00 lower than the previous day. The implied volatity was -, the open interest changed by 2570 which increased total open position to 2960
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 643, which was 211.25 higher than the previous day. The implied volatity was -, the open interest changed by 370 which increased total open position to 390
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 431.75, which was 431.75 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0