SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 82500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 17 Sept | 83079.66 | 778 | 16.90 | 48,840 | 20 | 25,020 | ||||
|
|
||||||||||
| 16 Sept | 82988.78 | 761.1 | 100.15 | 61,060 | -2,160 | 25,000 | ||||
| 13 Sept | 82890.94 | 660.95 | -58.35 | 1,13,090 | 12,390 | 27,160 | ||||
| 12 Sept | 82962.71 | 719.3 | 497.30 | 70,720 | 11,240 | 14,770 | ||||
| 11 Sept | 81523.16 | 222 | -138.00 | 9,140 | 1,720 | 3,530 | ||||
| 10 Sept | 81921.29 | 360 | 41.85 | 4,680 | 1,810 | 1,810 | ||||
| 9 Sept | 81559.54 | 318.15 | 318.15 | 550 | 70 | 70 | ||||
| 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 | 0 | 0 | |||||
For Sensex - strike price 82500 expiring on 20SEP2024
Delta for 82500 CE is -
Historical price for 82500 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 778, which was 16.90 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 25020
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 761.1, which was 100.15 higher than the previous day. The implied volatity was -, the open interest changed by -2160 which decreased total open position to 25000
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 660.95, which was -58.35 lower than the previous day. The implied volatity was -, the open interest changed by 12390 which increased total open position to 27160
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 719.3, which was 497.30 higher than the previous day. The implied volatity was -, the open interest changed by 11240 which increased total open position to 14770
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 222, which was -138.00 lower than the previous day. The implied volatity was -, the open interest changed by 1720 which increased total open position to 3530
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 360, which was 41.85 higher than the previous day. The implied volatity was -, the open interest changed by 1810 which increased total open position to 1810
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 318.15, which was 318.15 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 70
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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 82500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 201.75 | -11.30 | 3,63,760 | 5,090 | 45,600 |
| 16 Sept | 82988.78 | 213.05 | -132.30 | 3,23,230 | 880 | 40,510 |
| 13 Sept | 82890.94 | 345.35 | -74.65 | 2,27,060 | 23,160 | 39,630 |
| 12 Sept | 82962.71 | 420 | 420.00 | 42,310 | 16,470 | 16,470 |
| 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 |
| 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 | 0 | 0 | |
For Sensex - strike price 82500 expiring on 20SEP2024
Delta for 82500 PE is -
Historical price for 82500 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 201.75, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 5090 which increased total open position to 45600
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 213.05, which was -132.30 lower than the previous day. The implied volatity was -, the open interest changed by 880 which increased total open position to 40510
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 345.35, which was -74.65 lower than the previous day. The implied volatity was -, the open interest changed by 23160 which increased total open position to 39630
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 420, which was 420.00 higher than the previous day. The implied volatity was -, the open interest changed by 16470 which increased total open position to 16470
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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0