SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 12.82
Theta: -21.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 78041.59 | 60 | -60.05 | 21.86 | 54,798 | 6,116 | 11,473 | |||
| 19 Dec | 79218.05 | 120.05 | -145.95 | 18.13 | 19,969 | 1,263 | 5,357 | |||
| 18 Dec | 80182.20 | 266 | -139.50 | 16.51 | 8,942 | 1,492 | 4,094 | |||
| 17 Dec | 80684.45 | 405.5 | -430.25 | 15.68 | 10,634 | 428 | 2,602 | |||
| 16 Dec | 81748.57 | 835.75 | -164.25 | 14.81 | 5,413 | 996 | 2,174 | |||
| 13 Dec | 82133.12 | 1000 | 327.00 | 11.81 | 5,585 | 653 | 1,178 | |||
| 12 Dec | 81289.96 | 673 | -117.00 | 12.85 | 1,196 | 142 | 525 | |||
| 11 Dec | 81526.14 | 790 | -67.65 | 12.42 | 738 | 148 | 383 | |||
| 10 Dec | 81510.05 | 857.65 | -52.55 | 12.98 | 374 | 54 | 235 | |||
| 9 Dec | 81508.46 | 910.2 | -148.50 | 13.20 | 158 | 58 | 181 | |||
| 6 Dec | 81709.12 | 1058.7 | -85.10 | 12.38 | 284 | 28 | 123 | |||
| 5 Dec | 81765.86 | 1143.8 | 377.45 | 12.62 | 380 | 9 | 95 | |||
| 4 Dec | 80956.33 | 766.35 | 66.35 | 12.40 | 65 | 2 | 86 | |||
| 3 Dec | 80845.75 | 700 | 130.00 | 11.78 | 50 | -10 | 84 | |||
| 2 Dec | 80248.08 | 570 | 134.65 | 12.58 | 178 | 37 | 94 | |||
| 29 Nov | 79802.79 | 435.35 | 75.40 | 11.65 | 104 | 36 | 57 | |||
| 28 Nov | 79043.74 | 359.95 | -295.85 | 12.96 | 76 | -11 | 21 | |||
| 27 Nov | 80234.08 | 655.8 | 655.80 | 12.11 | 40 | 32 | 32 | |||
| 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 | |||
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 81688.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 82497.10 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 82000 expiring on 27DEC2024
Delta for 82000 CE is 0.06
Historical price for 82000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 60, which was -60.05 lower than the previous day. The implied volatity was 21.86, the open interest changed by 6116 which increased total open position to 11473
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 120.05, which was -145.95 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1263 which increased total open position to 5357
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 266, which was -139.50 lower than the previous day. The implied volatity was 16.51, the open interest changed by 1492 which increased total open position to 4094
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 405.5, which was -430.25 lower than the previous day. The implied volatity was 15.68, the open interest changed by 428 which increased total open position to 2602
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 835.75, which was -164.25 lower than the previous day. The implied volatity was 14.81, the open interest changed by 996 which increased total open position to 2174
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 1000, which was 327.00 higher than the previous day. The implied volatity was 11.81, the open interest changed by 653 which increased total open position to 1178
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 673, which was -117.00 lower than the previous day. The implied volatity was 12.85, the open interest changed by 142 which increased total open position to 525
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 790, which was -67.65 lower than the previous day. The implied volatity was 12.42, the open interest changed by 148 which increased total open position to 383
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 857.65, which was -52.55 lower than the previous day. The implied volatity was 12.98, the open interest changed by 54 which increased total open position to 235
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 910.2, which was -148.50 lower than the previous day. The implied volatity was 13.20, the open interest changed by 58 which increased total open position to 181
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1058.7, which was -85.10 lower than the previous day. The implied volatity was 12.38, the open interest changed by 28 which increased total open position to 123
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1143.8, which was 377.45 higher than the previous day. The implied volatity was 12.62, the open interest changed by 9 which increased total open position to 95
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 766.35, which was 66.35 higher than the previous day. The implied volatity was 12.40, the open interest changed by 2 which increased total open position to 86
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 700, which was 130.00 higher than the previous day. The implied volatity was 11.78, the open interest changed by -10 which decreased total open position to 84
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 570, which was 134.65 higher than the previous day. The implied volatity was 12.58, the open interest changed by 37 which increased total open position to 94
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 435.35, which was 75.40 higher than the previous day. The implied volatity was 11.65, the open interest changed by 36 which increased total open position to 57
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 359.95, which was -295.85 lower than the previous day. The implied volatity was 12.96, the open interest changed by -11 which decreased total open position to 21
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 655.8, which was 655.80 higher than the previous day. The implied volatity was 12.11, the open interest changed by 32 which increased total open position to 32
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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SENSEX was trading at 82497.10. 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 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3709.95 | 1004.95 | - | 2,328 | 1,166 | 2,172 |
| 19 Dec | 79218.05 | 2705 | 924.55 | 17.34 | 601 | -312 | 1,006 |
| 18 Dec | 80182.20 | 1780.45 | 348.40 | 13.65 | 765 | -76 | 1,318 |
| 17 Dec | 80684.45 | 1432.05 | 564.40 | 14.28 | 3,124 | -730 | 1,394 |
| 16 Dec | 81748.57 | 867.65 | 224.10 | 15.29 | 5,930 | 1,060 | 2,124 |
| 13 Dec | 82133.12 | 643.55 | -451.45 | 13.26 | 1,854 | 748 | 1,064 |
| 12 Dec | 81289.96 | 1095 | 147.10 | 13.60 | 349 | 97 | 316 |
| 11 Dec | 81526.14 | 947.9 | -142.10 | 13.05 | 208 | 67 | 219 |
| 10 Dec | 81510.05 | 1090 | -21.50 | 14.73 | 280 | 33 | 152 |
| 9 Dec | 81508.46 | 1111.5 | 70.50 | 14.77 | 143 | 17 | 119 |
| 6 Dec | 81709.12 | 1041 | -9.00 | 14.45 | 154 | 100 | 102 |
| 5 Dec | 81765.86 | 1050 | 1050.00 | 14.69 | 3 | 2 | 2 |
| 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 |
| 8 Oct | 81634.81 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 81688.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 82497.10 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 82000 expiring on 27DEC2024
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3709.95, which was 1004.95 higher than the previous day. The implied volatity was -, the open interest changed by 1166 which increased total open position to 2172
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2705, which was 924.55 higher than the previous day. The implied volatity was 17.34, the open interest changed by -312 which decreased total open position to 1006
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1780.45, which was 348.40 higher than the previous day. The implied volatity was 13.65, the open interest changed by -76 which decreased total open position to 1318
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1432.05, which was 564.40 higher than the previous day. The implied volatity was 14.28, the open interest changed by -730 which decreased total open position to 1394
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 867.65, which was 224.10 higher than the previous day. The implied volatity was 15.29, the open interest changed by 1060 which increased total open position to 2124
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 643.55, which was -451.45 lower than the previous day. The implied volatity was 13.26, the open interest changed by 748 which increased total open position to 1064
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1095, which was 147.10 higher than the previous day. The implied volatity was 13.60, the open interest changed by 97 which increased total open position to 316
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 947.9, which was -142.10 lower than the previous day. The implied volatity was 13.05, the open interest changed by 67 which increased total open position to 219
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1090, which was -21.50 lower than the previous day. The implied volatity was 14.73, the open interest changed by 33 which increased total open position to 152
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1111.5, which was 70.50 higher than the previous day. The implied volatity was 14.77, the open interest changed by 17 which increased total open position to 119
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1041, which was -9.00 lower than the previous day. The implied volatity was 14.45, the open interest changed by 100 which increased total open position to 102
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1050, which was 1050.00 higher than the previous day. The implied volatity was 14.69, the open interest changed by 2 which increased total open position to 2
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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct SENSEX was trading at 82497.10. 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
