SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 81800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
|
|
||||||||||
| 17 Sept | 83079.66 | 1351.6 | -22.85 | 50 | 0 | 1,060 | ||||
| 16 Sept | 82988.78 | 1374.45 | 135.45 | 210 | -80 | 1,060 | ||||
| 13 Sept | 82890.94 | 1239 | 54.75 | 250 | 10 | 1,140 | ||||
| 12 Sept | 82962.71 | 1184.25 | 729.60 | 14,270 | 530 | 1,130 | ||||
| 11 Sept | 81523.16 | 454.65 | -204.00 | 2,390 | 570 | 600 | ||||
| 10 Sept | 81921.29 | 658.65 | 658.65 | 780 | 30 | 30 | ||||
| 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 81800 expiring on 20SEP2024
Delta for 81800 CE is -
Historical price for 81800 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1351.6, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1060
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1374.45, which was 135.45 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 1060
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1239, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 1140
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1184.25, which was 729.60 higher than the previous day. The implied volatity was -, the open interest changed by 530 which increased total open position to 1130
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 454.65, which was -204.00 lower than the previous day. The implied volatity was -, the open interest changed by 570 which increased total open position to 600
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 658.65, which was 658.65 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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
| SENSEX 81800 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 80.25 | -5.25 | 1,57,770 | 8,360 | 22,140 |
| 16 Sept | 82988.78 | 85.5 | -74.50 | 85,140 | 4,660 | 13,780 |
| 13 Sept | 82890.94 | 160 | -68.20 | 20,670 | 6,160 | 9,120 |
| 12 Sept | 82962.71 | 228.2 | -405.65 | 14,590 | 2,500 | 2,960 |
| 11 Sept | 81523.16 | 633.85 | 124.60 | 3,280 | 360 | 460 |
| 10 Sept | 81921.29 | 509.25 | 509.25 | 550 | 100 | 100 |
| 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 81800 expiring on 20SEP2024
Delta for 81800 PE is -
Historical price for 81800 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 80.25, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 8360 which increased total open position to 22140
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 85.5, which was -74.50 lower than the previous day. The implied volatity was -, the open interest changed by 4660 which increased total open position to 13780
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 160, which was -68.20 lower than the previous day. The implied volatity was -, the open interest changed by 6160 which increased total open position to 9120
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 228.2, which was -405.65 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 2960
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 633.85, which was 124.60 higher than the previous day. The implied volatity was -, the open interest changed by 360 which increased total open position to 460
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 509.25, which was 509.25 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
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