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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 82800 CE
Date Close Ltp Change Volume Change OI OI
17 Sept 83079.66 568.55 16.80 1,80,940 2,350 8,680
16 Sept 82988.78 551.75 81.75 1,91,850 -2,060 6,330
13 Sept 82890.94 470 -53.85 1,01,500 5,810 8,390
12 Sept 82962.71 523.85 367.40 7,930 1,920 2,580
11 Sept 81523.16 156.45 -93.15 1,340 610 660
10 Sept 81921.29 249.6 249.60 320 50 50
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 82800 expiring on 20SEP2024

Delta for 82800 CE is -

Historical price for 82800 CE is as follows

On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 568.55, which was 16.80 higher than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 8680


On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 551.75, which was 81.75 higher than the previous day. The implied volatity was -, the open interest changed by -2060 which decreased total open position to 6330


On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 470, which was -53.85 lower than the previous day. The implied volatity was -, the open interest changed by 5810 which increased total open position to 8390


On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 523.85, which was 367.40 higher than the previous day. The implied volatity was -, the open interest changed by 1920 which increased total open position to 2580


On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 156.45, which was -93.15 lower than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 660


On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 249.6, which was 249.60 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50


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 82800 PE
Date Close Ltp Change Volume Change OI OI
17 Sept 83079.66 292 -24.50 4,24,480 11,920 37,960
16 Sept 82988.78 316.5 -163.50 4,47,610 14,640 26,040
13 Sept 82890.94 480 -80.05 1,18,340 8,560 11,400
12 Sept 82962.71 560.05 560.05 5,130 2,840 2,840
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 82800 expiring on 20SEP2024

Delta for 82800 PE is -

Historical price for 82800 PE is as follows

On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 292, which was -24.50 lower than the previous day. The implied volatity was -, the open interest changed by 11920 which increased total open position to 37960


On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 316.5, which was -163.50 lower than the previous day. The implied volatity was -, the open interest changed by 14640 which increased total open position to 26040


On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 480, which was -80.05 lower than the previous day. The implied volatity was -, the open interest changed by 8560 which increased total open position to 11400


On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 560.05, which was 560.05 higher than the previous day. The implied volatity was -, the open interest changed by 2840 which increased total open position to 2840


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