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Related Pages for SENSEX
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SENSEX
Sensex
83079.66 90.88 (0.11%)

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Historical option data for SENSEX

17 Sep 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume
SENSEX 82700 CE
Date Close Ltp Change Volume Change OI OI
17 Sept 83079.66 636.2 52.90 51,600 -80 5,410
16 Sept 82988.78 583.3 38.30 60,980 1,280 5,490
13 Sept 82890.94 545 -4.25 34,770 1,570 4,210
12 Sept 82962.71 549.25 374.65 7,570 1,860 2,640
11 Sept 81523.16 174.6 -120.55 1,080 760 780
10 Sept 81921.29 295.15 295.15 220 20 20
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 0 0

For Sensex - strike price 82700 expiring on 20SEP2024

Delta for 82700 CE is -

Historical price for 82700 CE is as follows

On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 636.2, which was 52.90 higher than the previous day. The implied volatity was -, the open interest changed by -80 which decreased total open position to 5410


On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 583.3, which was 38.30 higher than the previous day. The implied volatity was -, the open interest changed by 1280 which increased total open position to 5490


On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 545, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 1570 which increased total open position to 4210


On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 549.25, which was 374.65 higher than the previous day. The implied volatity was -, the open interest changed by 1860 which increased total open position to 2640


On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 174.6, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 760 which increased total open position to 780


On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 295.15, which was 295.15 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20


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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


SENSEX 82700 PE
Date Close Ltp Change Volume Change OI OI
17 Sept 83079.66 264.5 -10.50 2,65,640 2,920 23,950
16 Sept 82988.78 275 -149.05 2,63,620 6,160 21,030
13 Sept 82890.94 424.05 -99.35 66,930 11,820 14,870
12 Sept 82962.71 523.4 523.40 3,400 3,050 3,050
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 0 0

For Sensex - strike price 82700 expiring on 20SEP2024

Delta for 82700 PE is -

Historical price for 82700 PE is as follows

On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 264.5, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by 2920 which increased total open position to 23950


On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 275, which was -149.05 lower than the previous day. The implied volatity was -, the open interest changed by 6160 which increased total open position to 21030


On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 424.05, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 11820 which increased total open position to 14870


On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 523.4, which was 523.40 higher than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 3050


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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0