SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 15.11
Theta: -25.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 78.4 | -34.55 | 22.28 | 6,042 | 684 | 1,324 | |||
| 19 Dec | 79218.05 | 112.95 | -190.90 | 16.85 | 1,435 | 76 | 640 | |||
| 18 Dec | 80182.20 | 303.85 | -166.15 | 16.31 | 1,766 | 3 | 564 | |||
| 17 Dec | 80684.45 | 470 | -471.00 | 15.72 | 1,218 | 209 | 561 | |||
| 16 Dec | 81748.57 | 941 | -186.20 | 14.86 | 987 | 227 | 352 | |||
| 13 Dec | 82133.12 | 1127.2 | 361.20 | 11.91 | 420 | 1 | 125 | |||
| 12 Dec | 81289.96 | 766 | -106.00 | 12.93 | 184 | -14 | 124 | |||
| 11 Dec | 81526.14 | 872 | -0.55 | 12.19 | 100 | 46 | 138 | |||
| 10 Dec | 81510.05 | 872.55 | -148.30 | 11.79 | 37 | -6 | 92 | |||
| 9 Dec | 81508.46 | 1020.85 | -161.85 | 13.37 | 49 | 4 | 98 | |||
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| 6 Dec | 81709.12 | 1182.7 | -298.75 | 12.59 | 230 | 71 | 94 | |||
| 5 Dec | 81765.86 | 1481.45 | 649.40 | 15.52 | 67 | 8 | 23 | |||
| 4 Dec | 80956.33 | 832.05 | 171.65 | 12.17 | 48 | 15 | 15 | |||
| 3 Dec | 80845.75 | 660.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 660.4 | 170.40 | 12.88 | 15 | -15 | 0 | |||
| 29 Nov | 79802.79 | 490 | 490.00 | 11.63 | 15 | 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 81800 expiring on 27DEC2024
Delta for 81800 CE is 0.07
Historical price for 81800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 78.4, which was -34.55 lower than the previous day. The implied volatity was 22.28, the open interest changed by 684 which increased total open position to 1324
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 112.95, which was -190.90 lower than the previous day. The implied volatity was 16.85, the open interest changed by 76 which increased total open position to 640
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 303.85, which was -166.15 lower than the previous day. The implied volatity was 16.31, the open interest changed by 3 which increased total open position to 564
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 470, which was -471.00 lower than the previous day. The implied volatity was 15.72, the open interest changed by 209 which increased total open position to 561
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 941, which was -186.20 lower than the previous day. The implied volatity was 14.86, the open interest changed by 227 which increased total open position to 352
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1127.2, which was 361.20 higher than the previous day. The implied volatity was 11.91, the open interest changed by 1 which increased total open position to 125
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 766, which was -106.00 lower than the previous day. The implied volatity was 12.93, the open interest changed by -14 which decreased total open position to 124
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 872, which was -0.55 lower than the previous day. The implied volatity was 12.19, the open interest changed by 46 which increased total open position to 138
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 872.55, which was -148.30 lower than the previous day. The implied volatity was 11.79, the open interest changed by -6 which decreased total open position to 92
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1020.85, which was -161.85 lower than the previous day. The implied volatity was 13.37, the open interest changed by 4 which increased total open position to 98
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1182.7, which was -298.75 lower than the previous day. The implied volatity was 12.59, the open interest changed by 71 which increased total open position to 94
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1481.45, which was 649.40 higher than the previous day. The implied volatity was 15.52, the open interest changed by 8 which increased total open position to 23
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 832.05, which was 171.65 higher than the previous day. The implied volatity was 12.17, the open interest changed by 15 which increased total open position to 15
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 660.4, 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 660.4, which was 170.40 higher than the previous day. The implied volatity was 12.88, 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 490, which was 490.00 higher than the previous day. The implied volatity was 11.63, 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 81800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3423.75 | 1025.60 | - | 50 | -32 | 120 |
| 19 Dec | 79218.05 | 2398.15 | 748.15 | - | 23 | -12 | 152 |
| 18 Dec | 80182.20 | 1650 | 393.40 | 14.50 | 207 | -61 | 164 |
| 17 Dec | 80684.45 | 1256.6 | 486.15 | 13.54 | 346 | 72 | 225 |
| 16 Dec | 81748.57 | 770.45 | 158.95 | 15.29 | 1,115 | -4 | 153 |
| 13 Dec | 82133.12 | 611.5 | -161.65 | 14.05 | 196 | 101 | 157 |
| 12 Dec | 81289.96 | 773.15 | -77.85 | 10.37 | 44 | 20 | 56 |
| 11 Dec | 81526.14 | 851 | -154.00 | 13.11 | 72 | 17 | 36 |
| 10 Dec | 81510.05 | 1005 | -11.00 | 14.96 | 17 | 3 | 19 |
| 9 Dec | 81508.46 | 1016 | 79.00 | 14.84 | 54 | -25 | 16 |
| 6 Dec | 81709.12 | 937 | 937.00 | 14.31 | 178 | 41 | 41 |
| 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 81800 expiring on 27DEC2024
Delta for 81800 PE is -
Historical price for 81800 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3423.75, which was 1025.60 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 120
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2398.15, which was 748.15 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 152
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1650, which was 393.40 higher than the previous day. The implied volatity was 14.50, the open interest changed by -61 which decreased total open position to 164
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1256.6, which was 486.15 higher than the previous day. The implied volatity was 13.54, the open interest changed by 72 which increased total open position to 225
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 770.45, which was 158.95 higher than the previous day. The implied volatity was 15.29, the open interest changed by -4 which decreased total open position to 153
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 611.5, which was -161.65 lower than the previous day. The implied volatity was 14.05, the open interest changed by 101 which increased total open position to 157
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 773.15, which was -77.85 lower than the previous day. The implied volatity was 10.37, the open interest changed by 20 which increased total open position to 56
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 851, which was -154.00 lower than the previous day. The implied volatity was 13.11, the open interest changed by 17 which increased total open position to 36
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1005, which was -11.00 lower than the previous day. The implied volatity was 14.96, the open interest changed by 3 which increased total open position to 19
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1016, which was 79.00 higher than the previous day. The implied volatity was 14.84, the open interest changed by -25 which decreased total open position to 16
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 937, which was 937.00 higher than the previous day. The implied volatity was 14.31, the open interest changed by 41 which increased total open position to 41
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
