SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 9.49
Theta: -16.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 40.85 | -32.50 | 23.07 | 2,134 | 202 | 462 | |||
| 19 Dec | 79218.05 | 73.35 | -99.35 | 18.94 | 1,092 | 33 | 260 | |||
| 18 Dec | 80182.20 | 172.7 | -64.30 | 17.46 | 444 | -41 | 227 | |||
| 17 Dec | 80684.45 | 237 | 52.70 | 15.74 | 724 | 163 | 268 | |||
| 16 Dec | 81748.57 | 184.3 | 0.00 | 0.00 | 0 | 0 | 105 | |||
| 13 Dec | 82133.12 | 184.3 | -205.85 | 4.55 | 72 | 46 | 105 | |||
| 12 Dec | 81289.96 | 390.15 | -108.05 | 12.34 | 148 | 42 | 59 | |||
| 11 Dec | 81526.14 | 498.2 | -53.75 | 12.32 | 69 | -14 | 17 | |||
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| 10 Dec | 81510.05 | 551.95 | -62.05 | 12.73 | 3 | 0 | 31 | |||
| 9 Dec | 81508.46 | 614 | -98.50 | 13.17 | 16 | 16 | 31 | |||
| 6 Dec | 81709.12 | 712.5 | 9.30 | 12.09 | 34 | 4 | 15 | |||
| 5 Dec | 81765.86 | 703.2 | 221.20 | 11.27 | 11 | 11 | 11 | |||
| 4 Dec | 80956.33 | 482 | 51.70 | 11.93 | 12 | 0 | 0 | |||
| 3 Dec | 80845.75 | 430.3 | 77.20 | 11.34 | 20 | -19 | 0 | |||
| 2 Dec | 80248.08 | 353.1 | 89.25 | 12.20 | 23 | -11 | 19 | |||
| 29 Nov | 79802.79 | 263.85 | -159.10 | 11.42 | 31 | 30 | 30 | |||
| 28 Nov | 79043.74 | 422.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 422.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 422.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 422.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 422.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 422.95 | 422.95 | 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 82700 expiring on 27DEC2024
Delta for 82700 CE is 0.04
Historical price for 82700 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 40.85, which was -32.50 lower than the previous day. The implied volatity was 23.07, the open interest changed by 202 which increased total open position to 462
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 73.35, which was -99.35 lower than the previous day. The implied volatity was 18.94, the open interest changed by 33 which increased total open position to 260
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 172.7, which was -64.30 lower than the previous day. The implied volatity was 17.46, the open interest changed by -41 which decreased total open position to 227
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 237, which was 52.70 higher than the previous day. The implied volatity was 15.74, the open interest changed by 163 which increased total open position to 268
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 184.3, 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 105
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 184.3, which was -205.85 lower than the previous day. The implied volatity was 4.55, the open interest changed by 46 which increased total open position to 105
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 390.15, which was -108.05 lower than the previous day. The implied volatity was 12.34, the open interest changed by 42 which increased total open position to 59
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 498.2, which was -53.75 lower than the previous day. The implied volatity was 12.32, the open interest changed by -14 which decreased total open position to 17
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 551.95, which was -62.05 lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 31
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 614, which was -98.50 lower than the previous day. The implied volatity was 13.17, the open interest changed by 16 which increased total open position to 31
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 712.5, which was 9.30 higher than the previous day. The implied volatity was 12.09, the open interest changed by 4 which increased total open position to 15
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 703.2, which was 221.20 higher than the previous day. The implied volatity was 11.27, the open interest changed by 11 which increased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 482, which was 51.70 higher than the previous day. The implied volatity was 11.93, 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 430.3, which was 77.20 higher than the previous day. The implied volatity was 11.34, the open interest changed by -19 which decreased total open position to 0
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 353.1, which was 89.25 higher than the previous day. The implied volatity was 12.20, the open interest changed by -11 which decreased total open position to 19
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 263.85, which was -159.10 lower than the previous day. The implied volatity was 11.42, the open interest changed by 30 which increased total open position to 30
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 422.95, 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 422.95, 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 422.95, 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 422.95, 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 422.95, 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 422.95, which was 422.95 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
| SENSEX 27DEC2024 82700 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 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 6498.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 6498.95 | 6498.95 | 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 82700 expiring on 27DEC2024
Delta for 82700 PE is 0.00
Historical price for 82700 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, 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 6498.95, which was 6498.95 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
