SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 13.08
Theta: -20.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 57.6 | -92.40 | 20.35 | 6,070 | 763 | 1,166 | |||
| 19 Dec | 79218.05 | 150 | -173.30 | 17.85 | 1,486 | 12 | 403 | |||
| 18 Dec | 80182.20 | 323.3 | -194.05 | 16.17 | 1,815 | -70 | 391 | |||
| 17 Dec | 80684.45 | 517.35 | -462.95 | 15.99 | 1,173 | 190 | 461 | |||
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| 16 Dec | 81748.57 | 980.3 | -240.55 | 14.60 | 920 | 222 | 271 | |||
| 13 Dec | 82133.12 | 1220.85 | 421.35 | 12.42 | 437 | -18 | 49 | |||
| 12 Dec | 81289.96 | 799.5 | -161.50 | 12.72 | 170 | -25 | 67 | |||
| 11 Dec | 81526.14 | 961 | -47.10 | 12.74 | 155 | 41 | 92 | |||
| 10 Dec | 81510.05 | 1008.1 | -63.55 | 12.99 | 118 | -42 | 51 | |||
| 9 Dec | 81508.46 | 1071.65 | -173.85 | 13.35 | 189 | 60 | 93 | |||
| 6 Dec | 81709.12 | 1245.5 | 12.45 | 12.68 | 234 | 18 | 33 | |||
| 5 Dec | 81765.86 | 1233.05 | 286.30 | 11.63 | 62 | 0 | 15 | |||
| 4 Dec | 80956.33 | 946.75 | 101.15 | 13.03 | 26 | 5 | 15 | |||
| 3 Dec | 80845.75 | 845.6 | 290.70 | 12.03 | 14 | 10 | 10 | |||
| 2 Dec | 80248.08 | 554.9 | 26.20 | 11.10 | 15 | -15 | 0 | |||
| 29 Nov | 79802.79 | 528.7 | 528.70 | 11.75 | 21 | 15 | 15 | |||
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 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 81700 expiring on 27DEC2024
Delta for 81700 CE is 0.06
Historical price for 81700 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 57.6, which was -92.40 lower than the previous day. The implied volatity was 20.35, the open interest changed by 763 which increased total open position to 1166
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 150, which was -173.30 lower than the previous day. The implied volatity was 17.85, the open interest changed by 12 which increased total open position to 403
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 323.3, which was -194.05 lower than the previous day. The implied volatity was 16.17, the open interest changed by -70 which decreased total open position to 391
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 517.35, which was -462.95 lower than the previous day. The implied volatity was 15.99, the open interest changed by 190 which increased total open position to 461
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 980.3, which was -240.55 lower than the previous day. The implied volatity was 14.60, the open interest changed by 222 which increased total open position to 271
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1220.85, which was 421.35 higher than the previous day. The implied volatity was 12.42, the open interest changed by -18 which decreased total open position to 49
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 799.5, which was -161.50 lower than the previous day. The implied volatity was 12.72, the open interest changed by -25 which decreased total open position to 67
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 961, which was -47.10 lower than the previous day. The implied volatity was 12.74, the open interest changed by 41 which increased total open position to 92
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1008.1, which was -63.55 lower than the previous day. The implied volatity was 12.99, the open interest changed by -42 which decreased total open position to 51
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1071.65, which was -173.85 lower than the previous day. The implied volatity was 13.35, the open interest changed by 60 which increased total open position to 93
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1245.5, which was 12.45 higher than the previous day. The implied volatity was 12.68, the open interest changed by 18 which increased total open position to 33
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1233.05, which was 286.30 higher than the previous day. The implied volatity was 11.63, the open interest changed by 0 which decreased total open position to 15
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 946.75, which was 101.15 higher than the previous day. The implied volatity was 13.03, the open interest changed by 5 which increased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 845.6, which was 290.70 higher than the previous day. The implied volatity was 12.03, the open interest changed by 10 which increased total open position to 10
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 554.9, which was 26.20 higher than the previous day. The implied volatity was 11.10, the open interest changed by -15 which decreased total open position to 0
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 528.7, which was 528.70 higher than the previous day. The implied volatity was 11.75, the open interest changed by 15 which increased total open position to 15
On 28 Nov SENSEX was trading at 79043.74. 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 27 Nov SENSEX was trading at 80234.08. 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 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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 81700 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 | 2468.65 | 0.00 | 0.00 | 0 | 0 | 144 |
| 19 Dec | 79218.05 | 2468.65 | 878.65 | 18.42 | 34 | -17 | 144 |
| 18 Dec | 80182.20 | 1590 | 290.00 | 14.94 | 147 | -64 | 161 |
| 17 Dec | 80684.45 | 1300 | 570.00 | 15.80 | 447 | 55 | 225 |
| 16 Dec | 81748.57 | 730 | 176.75 | 15.38 | 729 | 12 | 170 |
| 13 Dec | 82133.12 | 553.25 | -326.75 | 13.72 | 356 | 99 | 158 |
| 12 Dec | 81289.96 | 880 | 97.65 | 12.80 | 65 | -31 | 59 |
| 11 Dec | 81526.14 | 782.35 | -158.80 | 12.81 | 103 | 48 | 90 |
| 10 Dec | 81510.05 | 941.15 | -29.90 | 14.74 | 165 | -66 | 42 |
| 9 Dec | 81508.46 | 971.05 | 70.55 | 14.88 | 121 | 34 | 108 |
| 6 Dec | 81709.12 | 900.5 | 900.50 | 14.41 | 250 | 74 | 74 |
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 0 | 0.00 | 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 81700 expiring on 27DEC2024
Delta for 81700 PE is 0.00
Historical price for 81700 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2468.65, 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 144
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2468.65, which was 878.65 higher than the previous day. The implied volatity was 18.42, the open interest changed by -17 which decreased total open position to 144
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1590, which was 290.00 higher than the previous day. The implied volatity was 14.94, the open interest changed by -64 which decreased total open position to 161
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1300, which was 570.00 higher than the previous day. The implied volatity was 15.80, the open interest changed by 55 which increased total open position to 225
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 730, which was 176.75 higher than the previous day. The implied volatity was 15.38, the open interest changed by 12 which increased total open position to 170
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 553.25, which was -326.75 lower than the previous day. The implied volatity was 13.72, the open interest changed by 99 which increased total open position to 158
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 880, which was 97.65 higher than the previous day. The implied volatity was 12.80, the open interest changed by -31 which decreased total open position to 59
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 782.35, which was -158.80 lower than the previous day. The implied volatity was 12.81, the open interest changed by 48 which increased total open position to 90
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 941.15, which was -29.90 lower than the previous day. The implied volatity was 14.74, the open interest changed by -66 which decreased total open position to 42
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 971.05, which was 70.55 higher than the previous day. The implied volatity was 14.88, the open interest changed by 34 which increased total open position to 108
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 900.5, which was 900.50 higher than the previous day. The implied volatity was 14.41, the open interest changed by 74 which increased total open position to 74
On 5 Dec SENSEX was trading at 81765.86. 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 4 Dec SENSEX was trading at 80956.33. 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 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 27 Nov SENSEX was trading at 80234.08. 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 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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
