SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 82500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 1891.1 | 673.50 | 7,450 | 2,360 | 4,910 | ||||
| 19 Sept | 83184.80 | 1217.6 | 387.60 | 3,150 | 2,370 | 2,550 | ||||
| 18 Sept | 82948.23 | 830 | 0.00 | 0 | 0 | 180 | ||||
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| 17 Sept | 83079.66 | 830 | 0.00 | 0 | 0 | 180 | ||||
| 16 Sept | 82988.78 | 830 | 0.00 | 0 | 0 | 180 | ||||
| 13 Sept | 82890.94 | 830 | 281.00 | 40 | 10 | 180 | ||||
| 12 Sept | 82962.71 | 549 | 36.40 | 30 | 20 | 170 | ||||
| 11 Sept | 81523.16 | 512.6 | 512.60 | 30 | 30 | 150 | ||||
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 120 | 120 | ||||
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 120 | 120 | ||||
| 6 Sept | 81183.93 | 0 | -1100.00 | 0 | 120 | 120 | ||||
| 5 Sept | 82201.16 | 1100 | 1100.00 | 120 | 120 | 120 | ||||
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 3 Sept | 82555.44 | 0 | -1136.80 | 0 | 20 | 20 | ||||
| 2 Sept | 82559.84 | 1136.8 | 1136.80 | 20 | 20 | 20 | ||||
| 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 82500 expiring on 27SEP2024
Delta for 82500 CE is -
Historical price for 82500 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 1891.1, which was 673.50 higher than the previous day. The implied volatity was -, the open interest changed by 2360 which increased total open position to 4910
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 1217.6, which was 387.60 higher than the previous day. The implied volatity was -, the open interest changed by 2370 which increased total open position to 2550
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 830, 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 180
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 830, 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 180
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 830, 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 180
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 830, which was 281.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 180
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 549, which was 36.40 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 170
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 512.6, which was 512.60 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 150
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 120 which increased total open position to 120
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 120 which increased total open position to 120
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 0, which was -1100.00 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 1100, which was 1100.00 higher than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
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 20 which increased total open position to 20
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 0, which was -1136.80 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 1136.8, which was 1136.80 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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
| SENSEX 82500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 93.05 | -163.30 | 1,35,430 | 20,050 | 28,690 |
| 19 Sept | 83184.80 | 256.35 | -296.45 | 28,550 | 5,820 | 8,640 |
| 18 Sept | 82948.23 | 552.8 | 138.85 | 12,210 | 1,740 | 2,820 |
| 17 Sept | 83079.66 | 413.95 | -18.75 | 2,590 | 430 | 1,080 |
| 16 Sept | 82988.78 | 432.7 | -154.30 | 1,490 | 350 | 650 |
| 13 Sept | 82890.94 | 587 | 587.00 | 360 | 300 | 300 |
| 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 82500 expiring on 27SEP2024
Delta for 82500 PE is -
Historical price for 82500 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 93.05, which was -163.30 lower than the previous day. The implied volatity was -, the open interest changed by 20050 which increased total open position to 28690
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 256.35, which was -296.45 lower than the previous day. The implied volatity was -, the open interest changed by 5820 which increased total open position to 8640
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 552.8, which was 138.85 higher than the previous day. The implied volatity was -, the open interest changed by 1740 which increased total open position to 2820
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 413.95, which was -18.75 lower than the previous day. The implied volatity was -, the open interest changed by 430 which increased total open position to 1080
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 432.7, which was -154.30 lower than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 650
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 587, which was 587.00 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
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