SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 81700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 17 Sept | 83079.66 | 1443.5 | 7.65 | 50 | 10 | 2,220 | ||||
| 16 Sept | 82988.78 | 1435.85 | 179.85 | 40 | 0 | 2,210 | ||||
| 13 Sept | 82890.94 | 1256 | -26.00 | 2,620 | 1,520 | 2,210 | ||||
| 12 Sept | 82962.71 | 1282 | 751.85 | 11,940 | 170 | 690 | ||||
| 11 Sept | 81523.16 | 530.15 | -343.50 | 1,770 | 470 | 520 | ||||
| 10 Sept | 81921.29 | 873.65 | 208.20 | 1,080 | 50 | 50 | ||||
| 9 Sept | 81559.54 | 665.45 | 665.45 | 10 | 10 | 10 | ||||
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 | ||||
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| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 81698.11 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 81700 expiring on 20SEP2024
Delta for 81700 CE is -
Historical price for 81700 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1443.5, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 2220
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1435.85, which was 179.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2210
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1256, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 1520 which increased total open position to 2210
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1282, which was 751.85 higher than the previous day. The implied volatity was -, the open interest changed by 170 which increased total open position to 690
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 530.15, which was -343.50 lower than the previous day. The implied volatity was -, the open interest changed by 470 which increased total open position to 520
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 873.65, which was 208.20 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 665.45, which was 665.45 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 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 81700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 69.1 | -9.75 | 58,590 | 5,210 | 14,650 |
| 16 Sept | 82988.78 | 78.85 | -39.55 | 81,910 | 2,690 | 9,440 |
| 13 Sept | 82890.94 | 118.4 | -89.50 | 31,700 | 3,980 | 6,750 |
| 12 Sept | 82962.71 | 207.9 | -494.10 | 16,380 | 2,420 | 2,770 |
| 11 Sept | 81523.16 | 702 | 234.10 | 1,840 | 300 | 350 |
| 10 Sept | 81921.29 | 467.9 | 467.90 | 530 | 50 | 50 |
| 9 Sept | 81559.54 | 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 |
| 27 Aug | 81711.76 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 81698.11 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 81700 expiring on 20SEP2024
Delta for 81700 PE is -
Historical price for 81700 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 69.1, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 5210 which increased total open position to 14650
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 78.85, which was -39.55 lower than the previous day. The implied volatity was -, the open interest changed by 2690 which increased total open position to 9440
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 118.4, which was -89.50 lower than the previous day. The implied volatity was -, the open interest changed by 3980 which increased total open position to 6750
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 207.9, which was -494.10 lower than the previous day. The implied volatity was -, the open interest changed by 2420 which increased total open position to 2770
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 702, which was 234.10 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 350
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 467.9, which was 467.90 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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 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 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