SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 82000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 2356.9 | 736.60 | 7,030 | 4,940 | 5,510 | ||||
| 19 Sept | 83184.80 | 1620.3 | 150.30 | 220 | 140 | 570 | ||||
| 18 Sept | 82948.23 | 1470 | 0.00 | 0 | 0 | 430 | ||||
| 17 Sept | 83079.66 | 1470 | 95.00 | 50 | -10 | 430 | ||||
| 16 Sept | 82988.78 | 1375 | 0.00 | 0 | 0 | 440 | ||||
| 13 Sept | 82890.94 | 1375 | 74.90 | 380 | -50 | 440 | ||||
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| 12 Sept | 82962.71 | 1300.1 | 650.10 | 1,240 | -50 | 490 | ||||
| 11 Sept | 81523.16 | 650 | -250.00 | 400 | 10 | 540 | ||||
| 10 Sept | 81921.29 | 900 | 18.00 | 410 | 530 | 530 | ||||
| 9 Sept | 81559.54 | 882 | 82.00 | 20 | 310 | 310 | ||||
| 6 Sept | 81183.93 | 800 | -600.00 | 380 | 300 | 300 | ||||
| 5 Sept | 82201.16 | 1400 | 49.90 | 70 | 130 | 130 | ||||
| 4 Sept | 82352.64 | 1350.1 | 1350.10 | 160 | 130 | 130 | ||||
| 3 Sept | 82555.44 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 82559.84 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 30 Aug | 82365.77 | 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 | ||||
| 26 Aug | 81698.11 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 81867.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 31 Jul | 81741.34 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 82000 expiring on 27SEP2024
Delta for 82000 CE is -
Historical price for 82000 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 2356.9, which was 736.60 higher than the previous day. The implied volatity was -, the open interest changed by 4940 which increased total open position to 5510
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 1620.3, which was 150.30 higher than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 570
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 1470, 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 430
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1470, which was 95.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 430
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1375, 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 440
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1375, which was 74.90 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 440
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 1300.1, which was 650.10 higher than the previous day. The implied volatity was -, the open interest changed by -50 which decreased total open position to 490
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 650, which was -250.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 540
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 900, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 530 which increased total open position to 530
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 882, which was 82.00 higher than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 800, which was -600.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 1400, which was 49.90 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 1350.1, which was 1350.10 higher than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130
On 3 Sept SENSEX was trading at 82555.44. 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 2 Sept SENSEX was trading at 82559.84. 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 30 Aug SENSEX was trading at 82365.77. 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 26 Aug SENSEX was trading at 81698.11. 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 1 Aug SENSEX was trading at 81867.55. 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 31 Jul SENSEX was trading at 81741.34. 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 82000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 81.9 | -88.10 | 1,75,900 | 11,910 | 27,350 |
| 19 Sept | 83184.80 | 170 | -266.40 | 37,180 | 10,910 | 15,440 |
| 18 Sept | 82948.23 | 436.4 | 145.80 | 9,810 | 3,070 | 4,530 |
| 17 Sept | 83079.66 | 290.6 | -0.65 | 1,760 | 350 | 1,460 |
| 16 Sept | 82988.78 | 291.25 | -98.75 | 1,030 | 240 | 1,110 |
| 13 Sept | 82890.94 | 390 | -45.85 | 910 | 690 | 870 |
| 12 Sept | 82962.71 | 435.85 | -494.15 | 730 | 110 | 180 |
| 11 Sept | 81523.16 | 930 | -38.65 | 100 | -10 | 70 |
| 10 Sept | 81921.29 | 968.65 | 968.65 | 60 | 80 | 80 |
| 9 Sept | 81559.54 | 0 | -1200.00 | 0 | 60 | 60 |
| 6 Sept | 81183.93 | 1200 | 300.00 | 70 | 60 | 60 |
| 5 Sept | 82201.16 | 900 | 7.50 | 230 | 60 | 60 |
| 4 Sept | 82352.64 | 892.5 | 228.70 | 50 | 50 | 50 |
| 3 Sept | 82555.44 | 663.8 | 0.00 | 10 | 40 | 40 |
| 2 Sept | 82559.84 | 663.8 | -335.20 | 40 | 40 | 40 |
| 30 Aug | 82365.77 | 999 | 999.00 | 50 | 10 | 10 |
| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Aug | 81785.56 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 81698.11 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Aug | 81867.55 | 0 | 0.00 | 0 | 0 | 0 |
| 31 Jul | 81741.34 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 82000 expiring on 27SEP2024
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 81.9, which was -88.10 lower than the previous day. The implied volatity was -, the open interest changed by 11910 which increased total open position to 27350
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 170, which was -266.40 lower than the previous day. The implied volatity was -, the open interest changed by 10910 which increased total open position to 15440
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 436.4, which was 145.80 higher than the previous day. The implied volatity was -, the open interest changed by 3070 which increased total open position to 4530
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 290.6, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 1460
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 291.25, which was -98.75 lower than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 1110
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 390, which was -45.85 lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 870
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 435.85, which was -494.15 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 180
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 930, which was -38.65 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 70
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 968.65, which was 968.65 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 0, which was -1200.00 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 1200, which was 300.00 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 900, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 892.5, which was 228.70 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 663.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 663.8, which was -335.20 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 30 Aug SENSEX was trading at 82365.77. The strike last trading price was 999, which was 999.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 26 Aug SENSEX was trading at 81698.11. 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 1 Aug SENSEX was trading at 81867.55. 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 31 Jul SENSEX was trading at 81741.34. 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