SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 13.54
Theta: -20.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 59.8 | -119.20 | 20.07 | 5,807 | 428 | 1,140 | |||
| 19 Dec | 79218.05 | 179 | -172.45 | 18.38 | 1,500 | 137 | 712 | |||
| 18 Dec | 80182.20 | 351.45 | -202.50 | 16.21 | 968 | 124 | 575 | |||
| 17 Dec | 80684.45 | 553.95 | -507.10 | 16.00 | 1,045 | 243 | 451 | |||
| 16 Dec | 81748.57 | 1061.05 | -189.50 | 15.05 | 656 | 165 | 208 | |||
| 13 Dec | 82133.12 | 1250.55 | 397.40 | 11.81 | 550 | -6 | 43 | |||
| 12 Dec | 81289.96 | 853.15 | -170.70 | 12.80 | 138 | 15 | 49 | |||
| 11 Dec | 81526.14 | 1023.85 | -46.15 | 12.88 | 75 | -6 | 34 | |||
| 10 Dec | 81510.05 | 1070 | -58.85 | 13.11 | 68 | -2 | 40 | |||
| 9 Dec | 81508.46 | 1128.85 | -179.60 | 13.41 | 53 | 22 | 42 | |||
| 6 Dec | 81709.12 | 1308.45 | 14.50 | 12.75 | 80 | 1 | 20 | |||
| 5 Dec | 81765.86 | 1293.95 | 263.95 | 11.65 | 63 | 3 | 19 | |||
| 4 Dec | 80956.33 | 1030 | 130.15 | 13.49 | 28 | 12 | 16 | |||
| 3 Dec | 80845.75 | 899.85 | 319.70 | 12.15 | 2 | 2 | 4 | |||
| 2 Dec | 80248.08 | 580.15 | 4.75 | 10.97 | 17 | -17 | 2 | |||
| 29 Nov | 79802.79 | 575.4 | 103.75 | 11.94 | 7 | 5 | 19 | |||
| 28 Nov | 79043.74 | 471.65 | -82.30 | 13.24 | 30 | 14 | 14 | |||
| 27 Nov | 80234.08 | 553.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 553.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 25 Nov | 80109.85 | 553.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 553.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 553.95 | 553.95 | 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 | |||
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 81688.45 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81600 expiring on 27DEC2024
Delta for 81600 CE is 0.06
Historical price for 81600 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 59.8, which was -119.20 lower than the previous day. The implied volatity was 20.07, the open interest changed by 428 which increased total open position to 1140
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 179, which was -172.45 lower than the previous day. The implied volatity was 18.38, the open interest changed by 137 which increased total open position to 712
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 351.45, which was -202.50 lower than the previous day. The implied volatity was 16.21, the open interest changed by 124 which increased total open position to 575
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 553.95, which was -507.10 lower than the previous day. The implied volatity was 16.00, the open interest changed by 243 which increased total open position to 451
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1061.05, which was -189.50 lower than the previous day. The implied volatity was 15.05, the open interest changed by 165 which increased total open position to 208
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1250.55, which was 397.40 higher than the previous day. The implied volatity was 11.81, the open interest changed by -6 which decreased total open position to 43
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 853.15, which was -170.70 lower than the previous day. The implied volatity was 12.80, the open interest changed by 15 which increased total open position to 49
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1023.85, which was -46.15 lower than the previous day. The implied volatity was 12.88, the open interest changed by -6 which decreased total open position to 34
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1070, which was -58.85 lower than the previous day. The implied volatity was 13.11, the open interest changed by -2 which decreased total open position to 40
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1128.85, which was -179.60 lower than the previous day. The implied volatity was 13.41, the open interest changed by 22 which increased total open position to 42
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1308.45, which was 14.50 higher than the previous day. The implied volatity was 12.75, the open interest changed by 1 which increased total open position to 20
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1293.95, which was 263.95 higher than the previous day. The implied volatity was 11.65, the open interest changed by 3 which increased total open position to 19
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 1030, which was 130.15 higher than the previous day. The implied volatity was 13.49, the open interest changed by 12 which increased total open position to 16
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 899.85, which was 319.70 higher than the previous day. The implied volatity was 12.15, the open interest changed by 2 which increased total open position to 4
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 580.15, which was 4.75 higher than the previous day. The implied volatity was 10.97, the open interest changed by -17 which decreased total open position to 2
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 575.4, which was 103.75 higher than the previous day. The implied volatity was 11.94, the open interest changed by 5 which increased total open position to 19
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 471.65, which was -82.30 lower than the previous day. The implied volatity was 13.24, the open interest changed by 14 which increased total open position to 14
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 553.95, 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 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 553.95, 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 553.95, 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 553.95, 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 553.95, which was 553.95 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 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 81600 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 |
| 20 Dec | 78041.59 | 2340.6 | 0.00 | 0.00 | 0 | 0 | 135 |
| 19 Dec | 79218.05 | 2340.6 | 816.05 | 16.84 | 73 | -57 | 135 |
| 18 Dec | 80182.20 | 1524.55 | 425.25 | 15.17 | 277 | -69 | 192 |
| 17 Dec | 80684.45 | 1099.3 | 415.10 | 13.07 | 571 | 67 | 261 |
| 16 Dec | 81748.57 | 684.2 | 180.25 | 15.35 | 664 | 22 | 194 |
| 13 Dec | 82133.12 | 503.95 | -331.70 | 13.50 | 227 | 104 | 172 |
| 12 Dec | 81289.96 | 835.65 | 90.75 | 12.90 | 162 | -12 | 68 |
| 11 Dec | 81526.14 | 744.9 | -157.50 | 12.94 | 232 | 42 | 80 |
| 10 Dec | 81510.05 | 902.4 | -65.70 | 14.86 | 71 | 1 | 38 |
| 9 Dec | 81508.46 | 968.1 | 142.10 | 15.49 | 82 | -10 | 37 |
| 6 Dec | 81709.12 | 826 | -274.00 | 14.00 | 148 | 23 | 47 |
| 5 Dec | 81765.86 | 1100 | -1756.05 | 17.60 | 46 | 24 | 24 |
| 4 Dec | 80956.33 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2856.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2856.05 | 2856.05 | 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 |
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 81688.45 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 81600 expiring on 27DEC2024
Delta for 81600 PE is 0.00
Historical price for 81600 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2340.6, 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 135
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2340.6, which was 816.05 higher than the previous day. The implied volatity was 16.84, the open interest changed by -57 which decreased total open position to 135
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1524.55, which was 425.25 higher than the previous day. The implied volatity was 15.17, the open interest changed by -69 which decreased total open position to 192
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1099.3, which was 415.10 higher than the previous day. The implied volatity was 13.07, the open interest changed by 67 which increased total open position to 261
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 684.2, which was 180.25 higher than the previous day. The implied volatity was 15.35, the open interest changed by 22 which increased total open position to 194
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 503.95, which was -331.70 lower than the previous day. The implied volatity was 13.50, the open interest changed by 104 which increased total open position to 172
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 835.65, which was 90.75 higher than the previous day. The implied volatity was 12.90, the open interest changed by -12 which decreased total open position to 68
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 744.9, which was -157.50 lower than the previous day. The implied volatity was 12.94, the open interest changed by 42 which increased total open position to 80
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 902.4, which was -65.70 lower than the previous day. The implied volatity was 14.86, the open interest changed by 1 which increased total open position to 38
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 968.1, which was 142.10 higher than the previous day. The implied volatity was 15.49, the open interest changed by -10 which decreased total open position to 37
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 826, which was -274.00 lower than the previous day. The implied volatity was 14.00, the open interest changed by 23 which increased total open position to 47
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1100, which was -1756.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by 24 which increased total open position to 24
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, 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 2856.05, which was 2856.05 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 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 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
