SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 8.56
Theta: -14.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 35 | -39.95 | 22.82 | 1,424 | 284 | 455 | |||
| 19 Dec | 79218.05 | 74.95 | -82.10 | 19.47 | 496 | -36 | 171 | |||
| 18 Dec | 80182.20 | 157.05 | -66.20 | 17.41 | 515 | 8 | 207 | |||
| 17 Dec | 80684.45 | 223.25 | 33.45 | 15.88 | 502 | 104 | 199 | |||
| 16 Dec | 81748.57 | 189.8 | 0.00 | 0.00 | 0 | 0 | 95 | |||
| 13 Dec | 82133.12 | 189.8 | -168.80 | 5.23 | 142 | -16 | 95 | |||
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| 12 Dec | 81289.96 | 358.6 | -95.95 | 12.29 | 244 | 89 | 111 | |||
| 11 Dec | 81526.14 | 454.55 | 5.50 | 12.16 | 95 | -9 | 22 | |||
| 10 Dec | 81510.05 | 449.05 | -106.20 | 11.68 | 33 | 1 | 31 | |||
| 9 Dec | 81508.46 | 555.25 | -123.00 | 12.83 | 27 | 15 | 30 | |||
| 6 Dec | 81709.12 | 678.25 | -42.75 | 12.17 | 30 | 0 | 15 | |||
| 5 Dec | 81765.86 | 721 | 371.10 | 12.02 | 63 | 15 | 15 | |||
| 4 Dec | 80956.33 | 349.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 349.9 | 37.10 | 10.57 | 15 | -15 | 0 | |||
| 2 Dec | 80248.08 | 312.8 | 69.30 | 11.91 | 8 | 8 | 15 | |||
| 29 Nov | 79802.79 | 243.5 | -145.45 | 11.37 | 7 | 7 | 7 | |||
| 28 Nov | 79043.74 | 388.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 388.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 388.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 388.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 388.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 388.95 | 388.95 | 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 82800 expiring on 27DEC2024
Delta for 82800 CE is 0.04
Historical price for 82800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 35, which was -39.95 lower than the previous day. The implied volatity was 22.82, the open interest changed by 284 which increased total open position to 455
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 74.95, which was -82.10 lower than the previous day. The implied volatity was 19.47, the open interest changed by -36 which decreased total open position to 171
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 157.05, which was -66.20 lower than the previous day. The implied volatity was 17.41, the open interest changed by 8 which increased total open position to 207
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 223.25, which was 33.45 higher than the previous day. The implied volatity was 15.88, the open interest changed by 104 which increased total open position to 199
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 189.8, 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 95
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 189.8, which was -168.80 lower than the previous day. The implied volatity was 5.23, the open interest changed by -16 which decreased total open position to 95
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 358.6, which was -95.95 lower than the previous day. The implied volatity was 12.29, the open interest changed by 89 which increased total open position to 111
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 454.55, which was 5.50 higher than the previous day. The implied volatity was 12.16, the open interest changed by -9 which decreased total open position to 22
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 449.05, which was -106.20 lower than the previous day. The implied volatity was 11.68, the open interest changed by 1 which increased total open position to 31
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 555.25, which was -123.00 lower than the previous day. The implied volatity was 12.83, the open interest changed by 15 which increased total open position to 30
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 678.25, which was -42.75 lower than the previous day. The implied volatity was 12.17, the open interest changed by 0 which decreased total open position to 15
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 721, which was 371.10 higher than the previous day. The implied volatity was 12.02, the open interest changed by 15 which increased total open position to 15
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 349.9, 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 349.9, which was 37.10 higher than the previous day. The implied volatity was 10.57, 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 312.8, which was 69.30 higher than the previous day. The implied volatity was 11.91, the open interest changed by 8 which increased total open position to 15
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 243.5, which was -145.45 lower than the previous day. The implied volatity was 11.37, the open interest changed by 7 which increased total open position to 7
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 388.95, 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 388.95, 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 388.95, 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 388.95, 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 388.95, 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 388.95, which was 388.95 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 82800 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 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 82800 expiring on 27DEC2024
Delta for 82800 PE is 0.00
Historical price for 82800 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. 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 Dec SENSEX was trading at 79218.05. 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 Dec SENSEX was trading at 80182.20. 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 17 Dec SENSEX was trading at 80684.45. 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 16 Dec SENSEX was trading at 81748.57. 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 13 Dec SENSEX was trading at 82133.12. 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 12 Dec SENSEX was trading at 81289.96. 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 11 Dec SENSEX was trading at 81526.14. 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 10 Dec SENSEX was trading at 81510.05. 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 9 Dec SENSEX was trading at 81508.46. 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 6 Dec SENSEX was trading at 81709.12. 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 5 Dec SENSEX was trading at 81765.86. 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 4 Dec SENSEX was trading at 80956.33. 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 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 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
