SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 82900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 8.59
Theta: -15.09
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 35.9 | -31.10 | 23.31 | 2,238 | 508 | 712 | |||
| 19 Dec | 79218.05 | 67 | -85.10 | 19.39 | 69 | -25 | 204 | |||
| 18 Dec | 80182.20 | 152.1 | -57.05 | 17.71 | 523 | 0 | 229 | |||
| 17 Dec | 80684.45 | 209.15 | -225.85 | 15.99 | 507 | 50 | 229 | |||
| 16 Dec | 81748.57 | 435 | -145.00 | 14.18 | 294 | 119 | 179 | |||
| 13 Dec | 82133.12 | 580 | 251.60 | 12.19 | 327 | -5 | 60 | |||
| 12 Dec | 81289.96 | 328.4 | -85.80 | 12.23 | 101 | 24 | 65 | |||
| 11 Dec | 81526.14 | 414.2 | -21.80 | 12.01 | 98 | 7 | 41 | |||
| 10 Dec | 81510.05 | 436 | -66.65 | 11.97 | 15 | -1 | 34 | |||
| 9 Dec | 81508.46 | 502.65 | -119.25 | 12.55 | 407 | 17 | 35 | |||
| 6 Dec | 81709.12 | 621.9 | 78.95 | 11.93 | 31 | 1 | 18 | |||
|
|
||||||||||
| 5 Dec | 81765.86 | 542.95 | 163.95 | 10.23 | 13 | 3 | 17 | |||
| 4 Dec | 80956.33 | 379 | 0.00 | 0.00 | 0 | 0 | 14 | |||
| 3 Dec | 80845.75 | 379 | 89.85 | 11.37 | 34 | -1 | 14 | |||
| 2 Dec | 80248.08 | 289.15 | 64.05 | 11.86 | 30 | 0 | 15 | |||
| 29 Nov | 79802.79 | 225.1 | -192.85 | 11.34 | 15 | 15 | 15 | |||
| 28 Nov | 79043.74 | 417.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 417.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 417.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 417.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 417.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 417.95 | 417.95 | 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 82900 expiring on 27DEC2024
Delta for 82900 CE is 0.04
Historical price for 82900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 35.9, which was -31.10 lower than the previous day. The implied volatity was 23.31, the open interest changed by 508 which increased total open position to 712
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 67, which was -85.10 lower than the previous day. The implied volatity was 19.39, the open interest changed by -25 which decreased total open position to 204
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 152.1, which was -57.05 lower than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 229
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 209.15, which was -225.85 lower than the previous day. The implied volatity was 15.99, the open interest changed by 50 which increased total open position to 229
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 435, which was -145.00 lower than the previous day. The implied volatity was 14.18, the open interest changed by 119 which increased total open position to 179
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 580, which was 251.60 higher than the previous day. The implied volatity was 12.19, the open interest changed by -5 which decreased total open position to 60
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 328.4, which was -85.80 lower than the previous day. The implied volatity was 12.23, the open interest changed by 24 which increased total open position to 65
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 414.2, which was -21.80 lower than the previous day. The implied volatity was 12.01, the open interest changed by 7 which increased total open position to 41
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 436, which was -66.65 lower than the previous day. The implied volatity was 11.97, the open interest changed by -1 which decreased total open position to 34
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 502.65, which was -119.25 lower than the previous day. The implied volatity was 12.55, the open interest changed by 17 which increased total open position to 35
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 621.9, which was 78.95 higher than the previous day. The implied volatity was 11.93, the open interest changed by 1 which increased total open position to 18
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 542.95, which was 163.95 higher than the previous day. The implied volatity was 10.23, the open interest changed by 3 which increased total open position to 17
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 379, 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 14
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 379, which was 89.85 higher than the previous day. The implied volatity was 11.37, the open interest changed by -1 which decreased total open position to 14
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 289.15, which was 64.05 higher than the previous day. The implied volatity was 11.86, the open interest changed by 0 which decreased total open position to 15
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 225.1, which was -192.85 lower than the previous day. The implied volatity was 11.34, the open interest changed by 15 which increased total open position to 15
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 417.95, 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 417.95, 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 417.95, 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 417.95, 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 417.95, 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 417.95, which was 417.95 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 82900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 2008 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 2008 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 2008 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 2008 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 2008 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 2008 | 148.00 | 27.58 | 3 | -3 | 0 |
| 12 Dec | 81289.96 | 1860 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 1860 | 0.00 | 0.00 | 0 | 0 | 3 |
| 10 Dec | 81510.05 | 1860 | -1935.05 | 18.36 | 3 | 3 | 3 |
| 9 Dec | 81508.46 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 3795.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 3795.05 | 3795.05 | 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 82900 expiring on 27DEC2024
Delta for 82900 PE is 0.00
Historical price for 82900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2008, 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 2008, 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 2008, 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 2008, 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 2008, 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 2008, which was 148.00 higher than the previous day. The implied volatity was 27.58, the open interest changed by -3 which decreased total open position to 0
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 1860, 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 1860, 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 3
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 1860, which was -1935.05 lower than the previous day. The implied volatity was 18.36, the open interest changed by 3 which increased total open position to 3
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, 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 3795.05, which was 3795.05 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
