SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 11.47
Theta: -18.70
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 50 | -52.70 | 21.47 | 3,834 | 370 | 1,051 | |||
| 19 Dec | 79218.05 | 102.7 | -148.95 | 17.82 | 1,586 | -140 | 681 | |||
| 18 Dec | 80182.20 | 251.65 | -137.00 | 16.69 | 1,020 | 283 | 821 | |||
| 17 Dec | 80684.45 | 388.65 | -385.35 | 15.94 | 872 | 222 | 538 | |||
| 16 Dec | 81748.57 | 774 | -126.95 | 14.57 | 609 | 119 | 316 | |||
| 13 Dec | 82133.12 | 900.95 | 273.95 | 11.15 | 594 | 62 | 197 | |||
| 12 Dec | 81289.96 | 627 | -113.50 | 12.78 | 1,130 | -149 | 135 | |||
| 11 Dec | 81526.14 | 740.5 | -9.40 | 12.37 | 866 | 254 | 284 | |||
|
|
||||||||||
| 10 Dec | 81510.05 | 749.9 | -111.10 | 12.10 | 16 | -8 | 30 | |||
| 9 Dec | 81508.46 | 861 | -147.80 | 13.17 | 26 | 11 | 38 | |||
| 6 Dec | 81709.12 | 1008.8 | 4.30 | 12.39 | 75 | 13 | 27 | |||
| 5 Dec | 81765.86 | 1004.5 | 282.25 | 11.54 | 90 | 7 | 14 | |||
| 4 Dec | 80956.33 | 722.25 | 208.30 | 12.35 | 21 | 7 | 7 | |||
| 3 Dec | 80845.75 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 513.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 513.95 | 513.95 | 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 82100 expiring on 27DEC2024
Delta for 82100 CE is 0.05
Historical price for 82100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 50, which was -52.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by 370 which increased total open position to 1051
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 102.7, which was -148.95 lower than the previous day. The implied volatity was 17.82, the open interest changed by -140 which decreased total open position to 681
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 251.65, which was -137.00 lower than the previous day. The implied volatity was 16.69, the open interest changed by 283 which increased total open position to 821
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 388.65, which was -385.35 lower than the previous day. The implied volatity was 15.94, the open interest changed by 222 which increased total open position to 538
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 774, which was -126.95 lower than the previous day. The implied volatity was 14.57, the open interest changed by 119 which increased total open position to 316
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 900.95, which was 273.95 higher than the previous day. The implied volatity was 11.15, the open interest changed by 62 which increased total open position to 197
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 627, which was -113.50 lower than the previous day. The implied volatity was 12.78, the open interest changed by -149 which decreased total open position to 135
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 740.5, which was -9.40 lower than the previous day. The implied volatity was 12.37, the open interest changed by 254 which increased total open position to 284
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 749.9, which was -111.10 lower than the previous day. The implied volatity was 12.10, the open interest changed by -8 which decreased total open position to 30
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 861, which was -147.80 lower than the previous day. The implied volatity was 13.17, the open interest changed by 11 which increased total open position to 38
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1008.8, which was 4.30 higher than the previous day. The implied volatity was 12.39, the open interest changed by 13 which increased total open position to 27
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1004.5, which was 282.25 higher than the previous day. The implied volatity was 11.54, the open interest changed by 7 which increased total open position to 14
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 722.25, which was 208.30 higher than the previous day. The implied volatity was 12.35, the open interest changed by 7 which increased total open position to 7
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 513.95, 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 513.95, 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 513.95, 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 513.95, 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 513.95, 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 513.95, 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 513.95, 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 513.95, 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 513.95, which was 513.95 higher 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 82100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 8.10
Theta: 10.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 3928.5 | 1207.60 | 19.14 | 125 | -88 | 52 |
| 19 Dec | 79218.05 | 2720.9 | 790.90 | 12.28 | 39 | -22 | 140 |
| 18 Dec | 80182.20 | 1930 | 475.35 | 15.65 | 1 | 0 | 162 |
| 17 Dec | 80684.45 | 1454.65 | 535.85 | 13.13 | 148 | -1 | 162 |
| 16 Dec | 81748.57 | 918.8 | 78.80 | 15.28 | 515 | 108 | 163 |
| 13 Dec | 82133.12 | 840 | -255.35 | 15.69 | 70 | -7 | 55 |
| 12 Dec | 81289.96 | 1095.35 | 97.35 | 12.70 | 33 | 19 | 62 |
| 11 Dec | 81526.14 | 998 | -195.05 | 13.00 | 32 | 20 | 43 |
| 10 Dec | 81510.05 | 1193.05 | 5.85 | 15.45 | 31 | 10 | 23 |
| 9 Dec | 81508.46 | 1187.2 | 144.95 | 15.09 | 11 | -5 | 13 |
| 6 Dec | 81709.12 | 1042.25 | 1042.25 | 13.84 | 74 | 18 | 18 |
| 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 |
| 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 82100 expiring on 27DEC2024
Delta for 82100 PE is -0.97
Historical price for 82100 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3928.5, which was 1207.60 higher than the previous day. The implied volatity was 19.14, the open interest changed by -88 which decreased total open position to 52
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2720.9, which was 790.90 higher than the previous day. The implied volatity was 12.28, the open interest changed by -22 which decreased total open position to 140
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1930, which was 475.35 higher than the previous day. The implied volatity was 15.65, the open interest changed by 0 which decreased total open position to 162
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1454.65, which was 535.85 higher than the previous day. The implied volatity was 13.13, the open interest changed by -1 which decreased total open position to 162
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 918.8, which was 78.80 higher than the previous day. The implied volatity was 15.28, the open interest changed by 108 which increased total open position to 163
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 840, which was -255.35 lower than the previous day. The implied volatity was 15.69, the open interest changed by -7 which decreased total open position to 55
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1095.35, which was 97.35 higher than the previous day. The implied volatity was 12.70, the open interest changed by 19 which increased total open position to 62
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 998, which was -195.05 lower than the previous day. The implied volatity was 13.00, the open interest changed by 20 which increased total open position to 43
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1193.05, which was 5.85 higher than the previous day. The implied volatity was 15.45, the open interest changed by 10 which increased total open position to 23
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1187.2, which was 144.95 higher than the previous day. The implied volatity was 15.09, the open interest changed by -5 which decreased total open position to 13
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1042.25, which was 1042.25 higher than the previous day. The implied volatity was 13.84, the open interest changed by 18 which increased total open position to 18
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 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
