SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 82400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 1968.75 | 1081.50 | 100 | 30 | 70 | ||||
| 19 Sept | 83184.80 | 887.25 | 0.00 | 0 | 0 | 40 | ||||
| 18 Sept | 82948.23 | 887.25 | 0.00 | 0 | 0 | 40 | ||||
| 17 Sept | 83079.66 | 887.25 | 331.25 | 30 | -20 | 40 | ||||
| 16 Sept | 82988.78 | 556 | 0.00 | 0 | 0 | 60 | ||||
| 13 Sept | 82890.94 | 556 | 0.00 | 0 | 0 | 60 | ||||
| 12 Sept | 82962.71 | 556 | -50.60 | 50 | 10 | 60 | ||||
| 11 Sept | 81523.16 | 606.6 | 606.60 | 60 | 20 | 50 | ||||
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 30 | 30 | ||||
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 30 | 30 | ||||
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 30 | 30 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 30 | 30 | ||||
| 4 Sept | 82352.64 | 0 | -1550.00 | 0 | 30 | 30 | ||||
| 3 Sept | 82555.44 | 1550 | 1550.00 | 20 | 30 | 30 | ||||
| 2 Sept | 82559.84 | 0 | -1193.60 | 0 | 30 | 30 | ||||
| 30 Aug | 82365.77 | 1193.6 | 1193.60 | 80 | 30 | 30 | ||||
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| 29 Aug | 82134.61 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 28 Aug | 81785.56 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 82400 expiring on 27SEP2024
Delta for 82400 CE is -
Historical price for 82400 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 1968.75, which was 1081.50 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 70
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 887.25, 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 40
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 887.25, 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 40
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 887.25, which was 331.25 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 40
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 556, 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 60
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 556, 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 60
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 556, which was -50.60 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 60
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 606.6, which was 606.60 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 50
On 10 Sept SENSEX was trading at 81921.29. 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 30 which increased total open position to 30
On 9 Sept SENSEX was trading at 81559.54. 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 30 which increased total open position to 30
On 6 Sept SENSEX was trading at 81183.93. 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 30 which increased total open position to 30
On 5 Sept SENSEX was trading at 82201.16. 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 30 which increased total open position to 30
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 0, which was -1550.00 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 1550, which was 1550.00 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 0, which was -1193.60 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 30 Aug SENSEX was trading at 82365.77. The strike last trading price was 1193.6, which was 1193.60 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 82400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 130 | -108.95 | 7,400 | 1,170 | 1,830 |
| 19 Sept | 83184.80 | 238.95 | -276.05 | 3,620 | 460 | 660 |
| 18 Sept | 82948.23 | 515 | 141.95 | 3,440 | -220 | 200 |
| 17 Sept | 83079.66 | 373.05 | 373.05 | 420 | 420 | 420 |
| 16 Sept | 82988.78 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Sept | 82890.94 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Sept | 82962.71 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Sept | 81523.16 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 | |
For Sensex - strike price 82400 expiring on 27SEP2024
Delta for 82400 PE is -
Historical price for 82400 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 130, which was -108.95 lower than the previous day. The implied volatity was -, the open interest changed by 1170 which increased total open position to 1830
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 238.95, which was -276.05 lower than the previous day. The implied volatity was -, the open interest changed by 460 which increased total open position to 660
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 515, which was 141.95 higher than the previous day. The implied volatity was -, the open interest changed by -220 which decreased total open position to 200
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 373.05, which was 373.05 higher than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 420
On 16 Sept SENSEX was trading at 82988.78. 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 13 Sept SENSEX was trading at 82890.94. 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 12 Sept SENSEX was trading at 82962.71. 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 11 Sept SENSEX was trading at 81523.16. 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 10 Sept SENSEX was trading at 81921.29. 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 9 Sept SENSEX was trading at 81559.54. 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 6 Sept SENSEX was trading at 81183.93. 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 5 Sept SENSEX was trading at 82201.16. 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 4 Sept SENSEX was trading at 82352.64. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0