SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 81900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 11.85
Theta: -18.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 50.45 | -99.50 | 20.65 | 7,640 | 1,053 | 1,740 | |||
| 19 Dec | 79218.05 | 149.95 | -135.50 | 18.87 | 2,235 | -69 | 687 | |||
| 18 Dec | 80182.20 | 285.45 | -153.15 | 16.44 | 1,069 | 233 | 756 | |||
| 17 Dec | 80684.45 | 438.6 | -431.45 | 15.74 | 1,059 | 227 | 523 | |||
| 16 Dec | 81748.57 | 870.05 | -156.30 | 14.53 | 1,093 | 163 | 296 | |||
| 13 Dec | 82133.12 | 1026.35 | 320.70 | 11.27 | 571 | 87 | 133 | |||
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| 12 Dec | 81289.96 | 705.65 | -138.10 | 12.69 | 122 | 22 | 46 | |||
| 11 Dec | 81526.14 | 843.75 | 23.60 | 12.51 | 149 | -9 | 24 | |||
| 10 Dec | 81510.05 | 820.15 | -156.85 | 11.76 | 23 | 0 | 33 | |||
| 9 Dec | 81508.46 | 977 | -157.95 | 13.46 | 22 | 14 | 33 | |||
| 6 Dec | 81709.12 | 1134.95 | -58.70 | 12.68 | 46 | 3 | 19 | |||
| 5 Dec | 81765.86 | 1193.65 | 419.95 | 12.57 | 81 | 6 | 16 | |||
| 4 Dec | 80956.33 | 773.7 | 165.65 | 11.98 | 24 | 10 | 10 | |||
| 3 Dec | 80845.75 | 608.05 | 0.00 | 0.00 | 11 | 0 | 0 | |||
| 2 Dec | 80248.08 | 608.05 | 151.40 | 12.65 | 11 | -8 | 0 | |||
| 29 Nov | 79802.79 | 456.65 | 64.80 | 11.57 | 6 | 6 | 8 | |||
| 28 Nov | 79043.74 | 391.85 | 391.85 | 13.12 | 2 | 2 | 2 | |||
| 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 81900 expiring on 27DEC2024
Delta for 81900 CE is 0.05
Historical price for 81900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 50.45, which was -99.50 lower than the previous day. The implied volatity was 20.65, the open interest changed by 1053 which increased total open position to 1740
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 149.95, which was -135.50 lower than the previous day. The implied volatity was 18.87, the open interest changed by -69 which decreased total open position to 687
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 285.45, which was -153.15 lower than the previous day. The implied volatity was 16.44, the open interest changed by 233 which increased total open position to 756
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 438.6, which was -431.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 227 which increased total open position to 523
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 870.05, which was -156.30 lower than the previous day. The implied volatity was 14.53, the open interest changed by 163 which increased total open position to 296
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1026.35, which was 320.70 higher than the previous day. The implied volatity was 11.27, the open interest changed by 87 which increased total open position to 133
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 705.65, which was -138.10 lower than the previous day. The implied volatity was 12.69, the open interest changed by 22 which increased total open position to 46
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 843.75, which was 23.60 higher than the previous day. The implied volatity was 12.51, the open interest changed by -9 which decreased total open position to 24
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 820.15, which was -156.85 lower than the previous day. The implied volatity was 11.76, the open interest changed by 0 which decreased total open position to 33
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 977, which was -157.95 lower than the previous day. The implied volatity was 13.46, the open interest changed by 14 which increased total open position to 33
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1134.95, which was -58.70 lower than the previous day. The implied volatity was 12.68, the open interest changed by 3 which increased total open position to 19
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1193.65, which was 419.95 higher than the previous day. The implied volatity was 12.57, the open interest changed by 6 which increased total open position to 16
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 773.7, which was 165.65 higher than the previous day. The implied volatity was 11.98, the open interest changed by 10 which increased total open position to 10
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 608.05, 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 608.05, which was 151.40 higher than the previous day. The implied volatity was 12.65, the open interest changed by -8 which decreased total open position to 0
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 456.65, which was 64.80 higher than the previous day. The implied volatity was 11.57, the open interest changed by 6 which increased total open position to 8
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 391.85, which was 391.85 higher than the previous day. The implied volatity was 13.12, the open interest changed by 2 which increased total open position to 2
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 81900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2839.35 | 199.35 | - | 3 | -1 | 125 |
| 19 Dec | 79218.05 | 2640 | 858.80 | 18.36 | 21 | -10 | 126 |
| 18 Dec | 80182.20 | 1781.2 | 461.05 | 15.91 | 158 | -49 | 136 |
| 17 Dec | 80684.45 | 1320.15 | 504.10 | 13.40 | 221 | 50 | 185 |
| 16 Dec | 81748.57 | 816.05 | 227.15 | 15.25 | 505 | 65 | 135 |
| 13 Dec | 82133.12 | 588.9 | -395.85 | 13.04 | 177 | 20 | 70 |
| 12 Dec | 81289.96 | 984.75 | 74.70 | 12.77 | 22 | 18 | 50 |
| 11 Dec | 81526.14 | 910.05 | -137.15 | 13.25 | 21 | 17 | 32 |
| 10 Dec | 81510.05 | 1047.2 | -52.80 | 14.86 | 23 | -9 | 15 |
| 9 Dec | 81508.46 | 1100 | 142.25 | 15.31 | 21 | -8 | 24 |
| 6 Dec | 81709.12 | 957.75 | -742.25 | 13.99 | 40 | 28 | 32 |
| 5 Dec | 81765.86 | 1700 | 1700.00 | 23.45 | 4 | 4 | 4 |
| 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 81900 expiring on 27DEC2024
Delta for 81900 PE is -
Historical price for 81900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2839.35, which was 199.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 125
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2640, which was 858.80 higher than the previous day. The implied volatity was 18.36, the open interest changed by -10 which decreased total open position to 126
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1781.2, which was 461.05 higher than the previous day. The implied volatity was 15.91, the open interest changed by -49 which decreased total open position to 136
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1320.15, which was 504.10 higher than the previous day. The implied volatity was 13.40, the open interest changed by 50 which increased total open position to 185
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 816.05, which was 227.15 higher than the previous day. The implied volatity was 15.25, the open interest changed by 65 which increased total open position to 135
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 588.9, which was -395.85 lower than the previous day. The implied volatity was 13.04, the open interest changed by 20 which increased total open position to 70
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 984.75, which was 74.70 higher than the previous day. The implied volatity was 12.77, the open interest changed by 18 which increased total open position to 50
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 910.05, which was -137.15 lower than the previous day. The implied volatity was 13.25, the open interest changed by 17 which increased total open position to 32
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1047.2, which was -52.80 lower than the previous day. The implied volatity was 14.86, the open interest changed by -9 which decreased total open position to 15
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1100, which was 142.25 higher than the previous day. The implied volatity was 15.31, the open interest changed by -8 which decreased total open position to 24
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 957.75, which was -742.25 lower than the previous day. The implied volatity was 13.99, the open interest changed by 28 which increased total open position to 32
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1700, which was 1700.00 higher than the previous day. The implied volatity was 23.45, the open interest changed by 4 which increased total open position to 4
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
