SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 11.70
Theta: -19.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 53.1 | -61.90 | 22.16 | 6,010 | 336 | 812 | |||
| 19 Dec | 79218.05 | 115 | -123.00 | 18.86 | 1,325 | 93 | 476 | |||
| 18 Dec | 80182.20 | 238 | -114.90 | 16.87 | 847 | 51 | 383 | |||
| 17 Dec | 80684.45 | 352.9 | -364.95 | 15.76 | 778 | 135 | 332 | |||
| 16 Dec | 81748.57 | 717.85 | 407.80 | 14.40 | 622 | 54 | 197 | |||
| 13 Dec | 82133.12 | 310.05 | -265.05 | 2.43 | 107 | 100 | 143 | |||
| 12 Dec | 81289.96 | 575.1 | -108.50 | 12.59 | 179 | 25 | 43 | |||
| 11 Dec | 81526.14 | 683.6 | -78.70 | 12.19 | 60 | -17 | 18 | |||
| 10 Dec | 81510.05 | 762.3 | -50.75 | 12.92 | 18 | 0 | 35 | |||
| 9 Dec | 81508.46 | 813.05 | -99.40 | 13.13 | 30 | 18 | 35 | |||
| 6 Dec | 81709.12 | 912.45 | -38.80 | 11.79 | 47 | 10 | 17 | |||
| 5 Dec | 81765.86 | 951.25 | 266.30 | 11.51 | 67 | 7 | 7 | |||
| 4 Dec | 80956.33 | 684.95 | 42.05 | 12.37 | 25 | 0 | 0 | |||
| 3 Dec | 80845.75 | 642.9 | 167.95 | 12.01 | 4 | 0 | 0 | |||
| 2 Dec | 80248.08 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 28 Nov | 79043.74 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 474.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 474.95 | 474.95 | 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 | |||
| 3 Oct | 82497.10 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 82200 expiring on 27DEC2024
Delta for 82200 CE is 0.05
Historical price for 82200 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 53.1, which was -61.90 lower than the previous day. The implied volatity was 22.16, the open interest changed by 336 which increased total open position to 812
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 115, which was -123.00 lower than the previous day. The implied volatity was 18.86, the open interest changed by 93 which increased total open position to 476
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 238, which was -114.90 lower than the previous day. The implied volatity was 16.87, the open interest changed by 51 which increased total open position to 383
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 352.9, which was -364.95 lower than the previous day. The implied volatity was 15.76, the open interest changed by 135 which increased total open position to 332
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 717.85, which was 407.80 higher than the previous day. The implied volatity was 14.40, the open interest changed by 54 which increased total open position to 197
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 310.05, which was -265.05 lower than the previous day. The implied volatity was 2.43, the open interest changed by 100 which increased total open position to 143
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 575.1, which was -108.50 lower than the previous day. The implied volatity was 12.59, the open interest changed by 25 which increased total open position to 43
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 683.6, which was -78.70 lower than the previous day. The implied volatity was 12.19, the open interest changed by -17 which decreased total open position to 18
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 762.3, which was -50.75 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 35
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 813.05, which was -99.40 lower than the previous day. The implied volatity was 13.13, the open interest changed by 18 which increased total open position to 35
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 912.45, which was -38.80 lower than the previous day. The implied volatity was 11.79, the open interest changed by 10 which increased total open position to 17
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 951.25, which was 266.30 higher than the previous day. The implied volatity was 11.51, the open interest changed by 7 which increased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 684.95, which was 42.05 higher than the previous day. The implied volatity was 12.37, 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 642.9, which was 167.95 higher than the previous day. The implied volatity was 12.01, 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 474.95, 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 474.95, 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 474.95, 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 474.95, 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 474.95, 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 474.95, 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 474.95, 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 474.95, which was 474.95 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 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 82200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2911 | 0.00 | 0.00 | 0 | 0 | 187 |
| 19 Dec | 79218.05 | 2911 | 864.50 | 18.58 | 70 | -46 | 187 |
| 18 Dec | 80182.20 | 2046.5 | 518.40 | 16.67 | 15 | 5 | 233 |
| 17 Dec | 80684.45 | 1528.1 | 589.45 | 13.07 | 75 | 29 | 228 |
| 16 Dec | 81748.57 | 938.65 | 173.90 | 14.69 | 409 | 78 | 199 |
| 13 Dec | 82133.12 | 764.75 | -395.95 | 13.79 | 118 | 76 | 121 |
| 12 Dec | 81289.96 | 1160.7 | 197.10 | 12.79 | 26 | 14 | 45 |
| 11 Dec | 81526.14 | 963.6 | -370.65 | 11.68 | 18 | 14 | 31 |
| 10 Dec | 81510.05 | 1334.25 | 103.20 | 16.70 | 9 | 2 | 17 |
| 9 Dec | 81508.46 | 1231.05 | 136.70 | 14.95 | 4 | -3 | 15 |
| 6 Dec | 81709.12 | 1094.35 | -863.50 | 13.87 | 18 | 17 | 18 |
| 5 Dec | 81765.86 | 1957.85 | -3688.10 | 24.83 | 1 | 1 | 1 |
| 4 Dec | 80956.33 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 5645.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 5645.95 | 5645.95 | 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 |
| 3 Oct | 82497.10 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 82200 expiring on 27DEC2024
Delta for 82200 PE is 0.00
Historical price for 82200 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2911, 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 187
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 2911, which was 864.50 higher than the previous day. The implied volatity was 18.58, the open interest changed by -46 which decreased total open position to 187
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 2046.5, which was 518.40 higher than the previous day. The implied volatity was 16.67, the open interest changed by 5 which increased total open position to 233
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1528.1, which was 589.45 higher than the previous day. The implied volatity was 13.07, the open interest changed by 29 which increased total open position to 228
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 938.65, which was 173.90 higher than the previous day. The implied volatity was 14.69, the open interest changed by 78 which increased total open position to 199
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 764.75, which was -395.95 lower than the previous day. The implied volatity was 13.79, the open interest changed by 76 which increased total open position to 121
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1160.7, which was 197.10 higher than the previous day. The implied volatity was 12.79, the open interest changed by 14 which increased total open position to 45
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 963.6, which was -370.65 lower than the previous day. The implied volatity was 11.68, the open interest changed by 14 which increased total open position to 31
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1334.25, which was 103.20 higher than the previous day. The implied volatity was 16.70, the open interest changed by 2 which increased total open position to 17
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1231.05, which was 136.70 higher than the previous day. The implied volatity was 14.95, the open interest changed by -3 which decreased total open position to 15
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1094.35, which was -863.50 lower than the previous day. The implied volatity was 13.87, the open interest changed by 17 which increased total open position to 18
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 1957.85, which was -3688.10 lower than the previous day. The implied volatity was 24.83, the open interest changed by 1 which increased total open position to 1
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 5645.95, 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, 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 5645.95, which was 5645.95 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 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
