SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 82700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 900 | -117.85 | 5,930 | 4,210 | 4,490 | ||||
| 19 Sept | 83184.80 | 1017.85 | 132.30 | 180 | 100 | 280 | ||||
| 18 Sept | 82948.23 | 885.55 | -44.45 | 50 | 20 | 180 | ||||
| 17 Sept | 83079.66 | 930 | -36.40 | 70 | -10 | 160 | ||||
| 16 Sept | 82988.78 | 966.4 | -13.60 | 340 | 90 | 170 | ||||
| 13 Sept | 82890.94 | 980 | 299.55 | 110 | 70 | 80 | ||||
| 12 Sept | 82962.71 | 680.45 | 680.45 | 20 | 0 | 10 | ||||
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| 11 Sept | 81523.16 | 0 | 0.00 | 0 | 0 | 10 | ||||
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 4 Sept | 82352.64 | 0 | -1450.00 | 0 | 10 | 10 | ||||
| 3 Sept | 82555.44 | 1450 | 1450.00 | 20 | 10 | 10 | ||||
| 2 Sept | 82559.84 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 30 Aug | 82365.77 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 29 Aug | 82134.61 | 0 | -1226.60 | 0 | 10 | 10 | ||||
| 28 Aug | 81785.56 | 1226.6 | 10 | 10 | 10 | |||||
For Sensex - strike price 82700 expiring on 27SEP2024
Delta for 82700 CE is -
Historical price for 82700 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 900, which was -117.85 lower than the previous day. The implied volatity was -, the open interest changed by 4210 which increased total open position to 4490
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 1017.85, which was 132.30 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 280
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 885.55, which was -44.45 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 180
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 930, which was -36.40 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 160
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 966.4, which was -13.60 lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 170
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 980, which was 299.55 higher than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 80
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 680.45, which was 680.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
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 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 0, which was -1450.00 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 1450, which was 1450.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
On 29 Aug SENSEX was trading at 82134.61. The strike last trading price was 0, which was -1226.60 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 28 Aug SENSEX was trading at 81785.56. The strike last trading price was 1226.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| SENSEX 82700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 133 | -169.00 | 18,980 | 3,000 | 4,640 |
| 19 Sept | 83184.80 | 302 | -332.45 | 9,680 | 1,410 | 1,640 |
| 18 Sept | 82948.23 | 634.45 | 137.35 | 1,340 | 200 | 230 |
| 17 Sept | 83079.66 | 497.1 | 0.00 | 0 | 0 | 30 |
| 16 Sept | 82988.78 | 497.1 | -148.65 | 10 | 10 | 30 |
| 13 Sept | 82890.94 | 645.75 | 645.75 | 20 | 20 | 20 |
| 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 82700 expiring on 27SEP2024
Delta for 82700 PE is -
Historical price for 82700 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 133, which was -169.00 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4640
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 302, which was -332.45 lower than the previous day. The implied volatity was -, the open interest changed by 1410 which increased total open position to 1640
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 634.45, which was 137.35 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 230
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 497.1, 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 30
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 497.1, which was -148.65 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 30
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 645.75, which was 645.75 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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