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Related Pages for SENSEX
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SENSEX
Sensex
77155.79 -422.59 (-0.54%)

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Historical option data for SENSEX

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 82000 CE
Delta: 0.00
Vega: 0.29
Theta: -5.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77155.79 1.1 -0.10 40.78 1,05,800 9,325 13,389
19 Nov 77578.38 1.2 -1.30 21.56 34,657 1,352 4,064
18 Nov 77339.01 2.5 -3.50 21.05 11,866 1,445 2,712
14 Nov 77580.31 6 6.00 15.40 2,206 1,267 1,267
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0.00 0 0 0
16 Oct 81501.36 0 0.00 - 0 0 0
15 Oct 81820.12 0 0.00 - 0 0 0
14 Oct 81973.05 0 0.00 - 0 0 0
10 Oct 81611.41 0 0.00 - 0 0 0
8 Oct 81634.81 0 - 0 0 0

For Sensex - strike price 82000 expiring on 22NOV2024

Delta for 82000 CE is 0.00

Historical price for 82000 CE is as follows

On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 40.78, the open interest changed by 9325 which increased total open position to 13389


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1352 which increased total open position to 4064


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2.5, which was -3.50 lower than the previous day. The implied volatity was 21.05, the open interest changed by 1445 which increased total open position to 2712


On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 6, which was 6.00 higher than the previous day. The implied volatity was 15.40, the open interest changed by 1267 which increased total open position to 1267


On 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 16 Oct SENSEX was trading at 81501.36. 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 15 Oct SENSEX was trading at 81820.12. 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 14 Oct SENSEX was trading at 81973.05. 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 10 Oct SENSEX was trading at 81611.41. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


SENSEX 22NOV2024 82000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77155.79 4531.55 0.00 0.00 0 0 740
19 Nov 77578.38 4531.55 41.55 48.31 129 3 740
18 Nov 77339.01 4490 236.80 - 44 -34 737
14 Nov 77580.31 4253.2 4253.20 17.10 778 771 771
13 Nov 77690.95 0 0.00 0.00 0 0 0
12 Nov 78675.18 0 0.00 0.00 0 0 0
16 Oct 81501.36 0 0.00 - 0 0 0
15 Oct 81820.12 0 0.00 - 0 0 0
14 Oct 81973.05 0 0.00 - 0 0 0
10 Oct 81611.41 0 0.00 - 0 0 0
8 Oct 81634.81 0 - 0 0 0

For Sensex - strike price 82000 expiring on 22NOV2024

Delta for 82000 PE is 0.00

Historical price for 82000 PE is as follows

On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 4531.55, 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 740


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4531.55, which was 41.55 higher than the previous day. The implied volatity was 48.31, the open interest changed by 3 which increased total open position to 740


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 4490, which was 236.80 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 737


On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 4253.2, which was 4253.20 higher than the previous day. The implied volatity was 17.10, the open interest changed by 771 which increased total open position to 771


On 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 16 Oct SENSEX was trading at 81501.36. 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 15 Oct SENSEX was trading at 81820.12. 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 14 Oct SENSEX was trading at 81973.05. 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 10 Oct SENSEX was trading at 81611.41. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to