SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 10.42
Theta: -17.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 45.1 | -62.80 | 22.27 | 3,907 | 257 | 730 | |||
| 19 Dec | 79218.05 | 107.9 | -82.00 | 19.47 | 1,386 | 49 | 473 | |||
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| 18 Dec | 80182.20 | 189.9 | -122.65 | 16.51 | 829 | 98 | 424 | |||
| 17 Dec | 80684.45 | 312.55 | -319.05 | 16.00 | 896 | 140 | 326 | |||
| 16 Dec | 81748.57 | 631.6 | -139.75 | 14.41 | 401 | 105 | 186 | |||
| 13 Dec | 82133.12 | 771.35 | 274.70 | 11.65 | 318 | 35 | 81 | |||
| 12 Dec | 81289.96 | 496.65 | -98.40 | 12.51 | 186 | 28 | 46 | |||
| 11 Dec | 81526.14 | 595.05 | -60.40 | 12.10 | 51 | -8 | 18 | |||
| 10 Dec | 81510.05 | 655.45 | -66.75 | 12.59 | 29 | -4 | 26 | |||
| 9 Dec | 81508.46 | 722.2 | -122.75 | 13.06 | 27 | 0 | 30 | |||
| 6 Dec | 81709.12 | 844.95 | -4.75 | 12.14 | 64 | 19 | 30 | |||
| 5 Dec | 81765.86 | 849.7 | 281.20 | 11.45 | 65 | 9 | 11 | |||
| 4 Dec | 80956.33 | 568.5 | 5.85 | 11.79 | 20 | 2 | 2 | |||
| 3 Dec | 80845.75 | 562.65 | 562.65 | 11.87 | 4 | 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 | |||
| 3 Oct | 82497.10 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 82400 expiring on 27DEC2024
Delta for 82400 CE is 0.05
Historical price for 82400 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 45.1, which was -62.80 lower than the previous day. The implied volatity was 22.27, the open interest changed by 257 which increased total open position to 730
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 107.9, which was -82.00 lower than the previous day. The implied volatity was 19.47, the open interest changed by 49 which increased total open position to 473
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 189.9, which was -122.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 98 which increased total open position to 424
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 312.55, which was -319.05 lower than the previous day. The implied volatity was 16.00, the open interest changed by 140 which increased total open position to 326
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 631.6, which was -139.75 lower than the previous day. The implied volatity was 14.41, the open interest changed by 105 which increased total open position to 186
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 771.35, which was 274.70 higher than the previous day. The implied volatity was 11.65, the open interest changed by 35 which increased total open position to 81
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 496.65, which was -98.40 lower than the previous day. The implied volatity was 12.51, the open interest changed by 28 which increased total open position to 46
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 595.05, which was -60.40 lower than the previous day. The implied volatity was 12.10, the open interest changed by -8 which decreased total open position to 18
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 655.45, which was -66.75 lower than the previous day. The implied volatity was 12.59, the open interest changed by -4 which decreased total open position to 26
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 722.2, which was -122.75 lower than the previous day. The implied volatity was 13.06, the open interest changed by 0 which decreased total open position to 30
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 844.95, which was -4.75 lower than the previous day. The implied volatity was 12.14, the open interest changed by 19 which increased total open position to 30
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 849.7, which was 281.20 higher than the previous day. The implied volatity was 11.45, the open interest changed by 9 which increased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 568.5, which was 5.85 higher than the previous day. The implied volatity was 11.79, the open interest changed by 2 which increased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 562.65, which was 562.65 higher than the previous day. The implied volatity was 11.87, 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 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 82400 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 | 1661.8 | 0.00 | 0.00 | 0 | 0 | 141 |
| 19 Dec | 79218.05 | 1661.8 | 0.00 | 0.00 | 0 | 0 | 141 |
| 18 Dec | 80182.20 | 1661.8 | 0.00 | 0.00 | 0 | 0 | 141 |
| 17 Dec | 80684.45 | 1661.8 | 586.65 | 12.44 | 43 | -31 | 141 |
| 16 Dec | 81748.57 | 1075.15 | 158.75 | 15.13 | 412 | 122 | 172 |
| 13 Dec | 82133.12 | 916.4 | -245.00 | 14.66 | 45 | 24 | 50 |
| 12 Dec | 81289.96 | 1161.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 1161.4 | -145.75 | 12.90 | 40 | 14 | 26 |
| 10 Dec | 81510.05 | 1307.15 | 115.25 | 14.69 | 28 | -3 | 12 |
| 9 Dec | 81508.46 | 1191.9 | 0.00 | 0.00 | 0 | 0 | 15 |
| 6 Dec | 81709.12 | 1191.9 | -1658.15 | 13.79 | 15 | 15 | 15 |
| 5 Dec | 81765.86 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2850.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2850.05 | 2850.05 | 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 82400 expiring on 27DEC2024
Delta for 82400 PE is 0.00
Historical price for 82400 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1661.8, 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 141
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 1661.8, 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 141
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 1661.8, 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 141
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1661.8, which was 586.65 higher than the previous day. The implied volatity was 12.44, the open interest changed by -31 which decreased total open position to 141
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1075.15, which was 158.75 higher than the previous day. The implied volatity was 15.13, the open interest changed by 122 which increased total open position to 172
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 916.4, which was -245.00 lower than the previous day. The implied volatity was 14.66, the open interest changed by 24 which increased total open position to 50
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1161.4, 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 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1161.4, which was -145.75 lower than the previous day. The implied volatity was 12.90, the open interest changed by 14 which increased total open position to 26
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1307.15, which was 115.25 higher than the previous day. The implied volatity was 14.69, the open interest changed by -3 which decreased total open position to 12
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1191.9, 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 1191.9, which was -1658.15 lower than the previous day. The implied volatity was 13.79, the open interest changed by 15 which increased total open position to 15
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, 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 2850.05, which was 2850.05 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
