SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 10.18
Theta: -17.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 45.25 | -48.30 | 23.11 | 3,232 | 139 | 522 | |||
| 19 Dec | 79218.05 | 93.55 | -64.65 | 19.65 | 1,455 | 57 | 383 | |||
| 18 Dec | 80182.20 | 158.2 | -101.10 | 16.48 | 908 | 40 | 326 | |||
| 17 Dec | 80684.45 | 259.3 | -285.60 | 15.79 | 724 | 105 | 286 | |||
| 16 Dec | 81748.57 | 544.9 | -74.60 | 14.28 | 464 | 105 | 181 | |||
| 13 Dec | 82133.12 | 619.5 | 216.90 | 10.78 | 323 | 57 | 76 | |||
| 12 Dec | 81289.96 | 402.6 | -114.80 | 12.04 | 93 | 1 | 19 | |||
| 11 Dec | 81526.14 | 517.4 | -106.25 | 12.07 | 67 | -14 | 18 | |||
| 10 Dec | 81510.05 | 623.65 | -76.50 | 13.26 | 17 | -14 | 32 | |||
| 9 Dec | 81508.46 | 700.15 | -63.30 | 13.87 | 16 | 16 | 46 | |||
| 6 Dec | 81709.12 | 763.45 | -46.50 | 12.22 | 52 | 16 | 30 | |||
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| 5 Dec | 81765.86 | 809.95 | 353.20 | 12.08 | 18 | 14 | 14 | |||
| 4 Dec | 80956.33 | 456.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 456.75 | 205.85 | 11.30 | 16 | -15 | 0 | |||
| 2 Dec | 80248.08 | 250.9 | -36.00 | 10.24 | 4 | 0 | 15 | |||
| 29 Nov | 79802.79 | 286.9 | 286.90 | 11.48 | 15 | 15 | 15 | |||
| 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 82600 expiring on 27DEC2024
Delta for 82600 CE is 0.04
Historical price for 82600 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 45.25, which was -48.30 lower than the previous day. The implied volatity was 23.11, the open interest changed by 139 which increased total open position to 522
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 93.55, which was -64.65 lower than the previous day. The implied volatity was 19.65, the open interest changed by 57 which increased total open position to 383
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 158.2, which was -101.10 lower than the previous day. The implied volatity was 16.48, the open interest changed by 40 which increased total open position to 326
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 259.3, which was -285.60 lower than the previous day. The implied volatity was 15.79, the open interest changed by 105 which increased total open position to 286
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 544.9, which was -74.60 lower than the previous day. The implied volatity was 14.28, the open interest changed by 105 which increased total open position to 181
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 619.5, which was 216.90 higher than the previous day. The implied volatity was 10.78, the open interest changed by 57 which increased total open position to 76
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 402.6, which was -114.80 lower than the previous day. The implied volatity was 12.04, the open interest changed by 1 which increased total open position to 19
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 517.4, which was -106.25 lower than the previous day. The implied volatity was 12.07, the open interest changed by -14 which decreased total open position to 18
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 623.65, which was -76.50 lower than the previous day. The implied volatity was 13.26, the open interest changed by -14 which decreased total open position to 32
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 700.15, which was -63.30 lower than the previous day. The implied volatity was 13.87, the open interest changed by 16 which increased total open position to 46
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 763.45, which was -46.50 lower than the previous day. The implied volatity was 12.22, the open interest changed by 16 which increased total open position to 30
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 809.95, which was 353.20 higher than the previous day. The implied volatity was 12.08, the open interest changed by 14 which increased total open position to 14
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 456.75, 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 456.75, which was 205.85 higher than the previous day. The implied volatity was 11.30, the open interest changed by -15 which decreased total open position to 0
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 250.9, which was -36.00 lower than the previous day. The implied volatity was 10.24, the open interest changed by 0 which decreased total open position to 15
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 286.9, which was 286.90 higher than the previous day. The implied volatity was 11.48, the open interest changed by 15 which increased total open position to 15
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 82600 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 | 1650 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 1650 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 1650 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 1650 | -1657.05 | - | 9 | 0 | 0 |
| 16 Dec | 81748.57 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 3307.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 3307.05 | 3307.05 | 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 82600 expiring on 27DEC2024
Delta for 82600 PE is 0.00
Historical price for 82600 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 1650, 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 Dec SENSEX was trading at 79218.05. The strike last trading price was 1650, 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 Dec SENSEX was trading at 80182.20. The strike last trading price was 1650, 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 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 1650, which was -1657.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 3307.05, 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 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 3307.05, 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 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 3307.05, 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 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 3307.05, 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 3307.05, 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 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 3307.05, 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 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 3307.05, 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 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, 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 3307.05, which was 3307.05 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
