SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 10.27
Theta: -16.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 43 | -63.40 | 21.66 | 3,472 | 197 | 727 | |||
| 19 Dec | 79218.05 | 106.4 | -114.20 | 18.93 | 1,673 | 138 | 530 | |||
| 18 Dec | 80182.20 | 220.6 | -105.15 | 16.91 | 1,010 | 53 | 392 | |||
| 17 Dec | 80684.45 | 325.75 | -345.95 | 15.73 | 791 | 160 | 339 | |||
| 16 Dec | 81748.57 | 671.7 | 270.65 | 14.37 | 436 | 87 | 179 | |||
| 13 Dec | 82133.12 | 401.05 | -143.65 | 5.02 | 211 | 59 | 92 | |||
| 12 Dec | 81289.96 | 544.7 | -93.90 | 12.70 | 161 | 27 | 33 | |||
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| 11 Dec | 81526.14 | 638.6 | -62.90 | 12.15 | 42 | -25 | 6 | |||
| 10 Dec | 81510.05 | 701.5 | -65.30 | 12.66 | 18 | 1 | 31 | |||
| 9 Dec | 81508.46 | 766.8 | -135.40 | 13.09 | 20 | 7 | 30 | |||
| 6 Dec | 81709.12 | 902.2 | -38.40 | 12.28 | 39 | 18 | 23 | |||
| 5 Dec | 81765.86 | 940.6 | 246.65 | 11.99 | 68 | 4 | 5 | |||
| 4 Dec | 80956.33 | 693.95 | 95.20 | 12.96 | 17 | 0 | 1 | |||
| 3 Dec | 80845.75 | 598.75 | 133.45 | 11.90 | 4 | 0 | 1 | |||
| 2 Dec | 80248.08 | 465.3 | 161.10 | 12.37 | 4 | -1 | 1 | |||
| 29 Nov | 79802.79 | 304.2 | -131.75 | 10.80 | 2 | 2 | 2 | |||
| 28 Nov | 79043.74 | 435.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 435.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 435.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 435.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 435.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 435.95 | 435.95 | 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 82300 expiring on 27DEC2024
Delta for 82300 CE is 0.05
Historical price for 82300 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 43, which was -63.40 lower than the previous day. The implied volatity was 21.66, the open interest changed by 197 which increased total open position to 727
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 106.4, which was -114.20 lower than the previous day. The implied volatity was 18.93, the open interest changed by 138 which increased total open position to 530
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 220.6, which was -105.15 lower than the previous day. The implied volatity was 16.91, the open interest changed by 53 which increased total open position to 392
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 325.75, which was -345.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by 160 which increased total open position to 339
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 671.7, which was 270.65 higher than the previous day. The implied volatity was 14.37, the open interest changed by 87 which increased total open position to 179
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 401.05, which was -143.65 lower than the previous day. The implied volatity was 5.02, the open interest changed by 59 which increased total open position to 92
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 544.7, which was -93.90 lower than the previous day. The implied volatity was 12.70, the open interest changed by 27 which increased total open position to 33
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 638.6, which was -62.90 lower than the previous day. The implied volatity was 12.15, the open interest changed by -25 which decreased total open position to 6
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 701.5, which was -65.30 lower than the previous day. The implied volatity was 12.66, the open interest changed by 1 which increased total open position to 31
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 766.8, which was -135.40 lower than the previous day. The implied volatity was 13.09, the open interest changed by 7 which increased total open position to 30
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 902.2, which was -38.40 lower than the previous day. The implied volatity was 12.28, the open interest changed by 18 which increased total open position to 23
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 940.6, which was 246.65 higher than the previous day. The implied volatity was 11.99, the open interest changed by 4 which increased total open position to 5
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 693.95, which was 95.20 higher than the previous day. The implied volatity was 12.96, the open interest changed by 0 which decreased total open position to 1
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 598.75, which was 133.45 higher than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 1
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 465.3, which was 161.10 higher than the previous day. The implied volatity was 12.37, the open interest changed by -1 which decreased total open position to 1
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 304.2, which was -131.75 lower than the previous day. The implied volatity was 10.80, the open interest changed by 2 which increased total open position to 2
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 435.95, 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 435.95, 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 435.95, 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 435.95, 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 435.95, 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 435.95, which was 435.95 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 82300 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 | 1481.25 | 0.00 | 0.00 | 0 | 0 | 125 |
| 19 Dec | 79218.05 | 1481.25 | 0.00 | 0.00 | 0 | 0 | 125 |
| 18 Dec | 80182.20 | 1481.25 | 0.00 | 0.00 | 0 | 0 | 125 |
| 17 Dec | 80684.45 | 1481.25 | 486.75 | 9.52 | 17 | -1 | 125 |
| 16 Dec | 81748.57 | 994.5 | 135.90 | 14.70 | 255 | 76 | 126 |
| 13 Dec | 82133.12 | 858.6 | -328.90 | 14.52 | 42 | -2 | 50 |
| 12 Dec | 81289.96 | 1187.5 | 65.95 | 12.23 | 22 | 19 | 52 |
| 11 Dec | 81526.14 | 1121.55 | 39.40 | 13.18 | 26 | 18 | 33 |
| 10 Dec | 81510.05 | 1082.15 | 0.00 | 0.00 | 0 | 0 | 15 |
| 9 Dec | 81508.46 | 1082.15 | 0.00 | 0.00 | 0 | 0 | 15 |
| 6 Dec | 81709.12 | 1082.15 | -936.45 | 13.06 | 18 | 14 | 15 |
| 5 Dec | 81765.86 | 2018.6 | -3405.35 | 24.96 | 1 | 1 | 1 |
| 4 Dec | 80956.33 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 5423.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 5423.95 | 5423.95 | 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 82300 expiring on 27DEC2024
Delta for 82300 PE is 0.00
Historical price for 82300 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1481.25, 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 125
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1481.25, 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 125
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1481.25, 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 125
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1481.25, which was 486.75 higher than the previous day. The implied volatity was 9.52, the open interest changed by -1 which decreased total open position to 125
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 994.5, which was 135.90 higher than the previous day. The implied volatity was 14.70, the open interest changed by 76 which increased total open position to 126
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 858.6, which was -328.90 lower than the previous day. The implied volatity was 14.52, the open interest changed by -2 which decreased total open position to 50
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1187.5, which was 65.95 higher than the previous day. The implied volatity was 12.23, the open interest changed by 19 which increased total open position to 52
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1121.55, which was 39.40 higher than the previous day. The implied volatity was 13.18, the open interest changed by 18 which increased total open position to 33
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1082.15, 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 15
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1082.15, 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 15
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1082.15, which was -936.45 lower than the previous day. The implied volatity was 13.06, the open interest changed by 14 which increased total open position to 15
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 2018.6, which was -3405.35 lower than the previous day. The implied volatity was 24.96, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, 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 5423.95, which was 5423.95 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
