SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 10.75
Theta: -18.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 48.8 | -47.25 | 23.04 | 30,241 | 1,624 | 3,991 | |||
| 19 Dec | 79218.05 | 96.05 | -107.20 | 19.33 | 8,512 | 1,146 | 2,367 | |||
| 18 Dec | 80182.20 | 203.25 | -83.75 | 17.44 | 2,959 | -61 | 1,221 | |||
| 17 Dec | 80684.45 | 287 | -302.95 | 15.94 | 3,715 | 503 | 1,282 | |||
| 16 Dec | 81748.57 | 589.95 | -163.55 | 14.39 | 2,183 | 375 | 779 | |||
| 13 Dec | 82133.12 | 753.5 | 278.50 | 12.14 | 4,512 | -110 | 404 | |||
| 12 Dec | 81289.96 | 475 | -111.40 | 12.71 | 985 | 341 | 514 | |||
| 11 Dec | 81526.14 | 586.4 | -46.50 | 12.56 | 168 | -11 | 173 | |||
| 10 Dec | 81510.05 | 632.9 | -73.20 | 12.84 | 75 | -15 | 184 | |||
| 9 Dec | 81508.46 | 706.1 | -93.45 | 13.40 | 151 | 20 | 199 | |||
| 6 Dec | 81709.12 | 799.55 | -55.45 | 12.13 | 247 | 99 | 179 | |||
| 5 Dec | 81765.86 | 855 | 255.00 | 12.09 | 182 | 45 | 80 | |||
| 4 Dec | 80956.33 | 600 | 86.55 | 12.66 | 91 | -6 | 35 | |||
| 3 Dec | 80845.75 | 513.45 | 123.40 | 11.65 | 32 | 8 | 41 | |||
| 2 Dec | 80248.08 | 390.05 | 99.05 | 12.05 | 34 | 25 | 33 | |||
| 29 Nov | 79802.79 | 291 | -2.15 | 11.24 | 44 | 8 | 8 | |||
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| 28 Nov | 79043.74 | 293.15 | 293.15 | 13.41 | 4 | 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 82500 expiring on 27DEC2024
Delta for 82500 CE is 0.05
Historical price for 82500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 48.8, which was -47.25 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1624 which increased total open position to 3991
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 96.05, which was -107.20 lower than the previous day. The implied volatity was 19.33, the open interest changed by 1146 which increased total open position to 2367
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 203.25, which was -83.75 lower than the previous day. The implied volatity was 17.44, the open interest changed by -61 which decreased total open position to 1221
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 287, which was -302.95 lower than the previous day. The implied volatity was 15.94, the open interest changed by 503 which increased total open position to 1282
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 589.95, which was -163.55 lower than the previous day. The implied volatity was 14.39, the open interest changed by 375 which increased total open position to 779
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 753.5, which was 278.50 higher than the previous day. The implied volatity was 12.14, the open interest changed by -110 which decreased total open position to 404
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 475, which was -111.40 lower than the previous day. The implied volatity was 12.71, the open interest changed by 341 which increased total open position to 514
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 586.4, which was -46.50 lower than the previous day. The implied volatity was 12.56, the open interest changed by -11 which decreased total open position to 173
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 632.9, which was -73.20 lower than the previous day. The implied volatity was 12.84, the open interest changed by -15 which decreased total open position to 184
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 706.1, which was -93.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by 20 which increased total open position to 199
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 799.55, which was -55.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 99 which increased total open position to 179
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 855, which was 255.00 higher than the previous day. The implied volatity was 12.09, the open interest changed by 45 which increased total open position to 80
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 600, which was 86.55 higher than the previous day. The implied volatity was 12.66, the open interest changed by -6 which decreased total open position to 35
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 513.45, which was 123.40 higher than the previous day. The implied volatity was 11.65, the open interest changed by 8 which increased total open position to 41
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 390.05, which was 99.05 higher than the previous day. The implied volatity was 12.05, the open interest changed by 25 which increased total open position to 33
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 291, which was -2.15 lower than the previous day. The implied volatity was 11.24, the open interest changed by 8 which increased total open position to 8
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 293.15, which was 293.15 higher than the previous day. The implied volatity was 13.41, 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 82500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 4181.95 | 1009.95 | - | 193 | -129 | 90 |
| 19 Dec | 79218.05 | 3172 | 923.75 | 17.92 | 50 | -44 | 219 |
| 18 Dec | 80182.20 | 2248.25 | 513.65 | 15.13 | 95 | -72 | 263 |
| 17 Dec | 80684.45 | 1734.6 | 606.90 | 12.16 | 109 | -6 | 335 |
| 16 Dec | 81748.57 | 1127.7 | 187.45 | 15.02 | 804 | 322 | 341 |
| 13 Dec | 82133.12 | 940.25 | -262.00 | 14.25 | 16 | 6 | 19 |
| 12 Dec | 81289.96 | 1202.25 | 22.25 | 10.28 | 27 | 10 | 13 |
| 11 Dec | 81526.14 | 1180 | -270.00 | 12.26 | 30 | 0 | 3 |
| 10 Dec | 81510.05 | 1450 | 185.00 | 15.91 | 24 | 0 | 3 |
| 9 Dec | 81508.46 | 1265 | -12.00 | 13.02 | 29 | 0 | 3 |
| 6 Dec | 81709.12 | 1277 | 1277.00 | 14.18 | 5 | 3 | 3 |
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 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 82500 expiring on 27DEC2024
Delta for 82500 PE is -
Historical price for 82500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 4181.95, which was 1009.95 higher than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 90
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 3172, which was 923.75 higher than the previous day. The implied volatity was 17.92, the open interest changed by -44 which decreased total open position to 219
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 2248.25, which was 513.65 higher than the previous day. The implied volatity was 15.13, the open interest changed by -72 which decreased total open position to 263
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1734.6, which was 606.90 higher than the previous day. The implied volatity was 12.16, the open interest changed by -6 which decreased total open position to 335
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 1127.7, which was 187.45 higher than the previous day. The implied volatity was 15.02, the open interest changed by 322 which increased total open position to 341
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 940.25, which was -262.00 lower than the previous day. The implied volatity was 14.25, the open interest changed by 6 which increased total open position to 19
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1202.25, which was 22.25 higher than the previous day. The implied volatity was 10.28, the open interest changed by 10 which increased total open position to 13
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 1180, which was -270.00 lower than the previous day. The implied volatity was 12.26, the open interest changed by 0 which decreased total open position to 3
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1450, which was 185.00 higher than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 3
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 1265, which was -12.00 lower than the previous day. The implied volatity was 13.02, the open interest changed by 0 which decreased total open position to 3
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 1277, which was 1277.00 higher than the previous day. The implied volatity was 14.18, the open interest changed by 3 which increased total open position to 3
On 5 Dec SENSEX was trading at 81765.86. 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 4 Dec SENSEX was trading at 80956.33. 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 Dec SENSEX was trading at 80845.75. 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 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
