SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 83000 CE | ||||||||||
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Delta: 0.03
Vega: 7.63
Theta: -13.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 30 | -25.00 | 22.97 | 39,588 | 3,056 | 7,864 | |||
| 19 Dec | 79218.05 | 55 | -90.00 | 18.97 | 11,024 | 2,181 | 4,808 | |||
| 18 Dec | 80182.20 | 145 | -54.95 | 17.91 | 5,601 | 806 | 2,627 | |||
| 17 Dec | 80684.45 | 199.95 | -197.50 | 16.22 | 5,089 | -108 | 1,821 | |||
| 16 Dec | 81748.57 | 397.45 | -81.40 | 14.06 | 2,728 | 872 | 1,929 | |||
| 13 Dec | 82133.12 | 478.85 | 168.75 | 11.19 | 4,067 | 541 | 1,057 | |||
| 12 Dec | 81289.96 | 310.1 | -95.15 | 12.36 | 450 | 96 | 516 | |||
| 11 Dec | 81526.14 | 405.25 | -42.10 | 12.36 | 151 | 27 | 420 | |||
| 10 Dec | 81510.05 | 447.35 | -67.70 | 12.64 | 88 | 16 | 393 | |||
| 9 Dec | 81508.46 | 515.05 | -75.35 | 13.23 | 697 | 315 | 377 | |||
| 6 Dec | 81709.12 | 590.4 | -42.15 | 11.99 | 91 | -12 | 62 | |||
| 5 Dec | 81765.86 | 632.55 | 202.40 | 11.88 | 107 | 31 | 74 | |||
| 4 Dec | 80956.33 | 430.15 | 71.60 | 12.40 | 36 | 7 | 43 | |||
| 3 Dec | 80845.75 | 358.55 | 84.55 | 11.44 | 142 | -43 | 36 | |||
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| 2 Dec | 80248.08 | 274 | 61.00 | 11.93 | 158 | 13 | 79 | |||
| 29 Nov | 79802.79 | 213 | -1.00 | 11.41 | 149 | 35 | 66 | |||
| 28 Nov | 79043.74 | 214 | 214.00 | 13.36 | 127 | 31 | 31 | |||
| 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 | 0 | 0 | ||||
For Sensex - strike price 83000 expiring on 27DEC2024
Delta for 83000 CE is 0.03
Historical price for 83000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 30, which was -25.00 lower than the previous day. The implied volatity was 22.97, the open interest changed by 3056 which increased total open position to 7864
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 55, which was -90.00 lower than the previous day. The implied volatity was 18.97, the open interest changed by 2181 which increased total open position to 4808
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 145, which was -54.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by 806 which increased total open position to 2627
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 199.95, which was -197.50 lower than the previous day. The implied volatity was 16.22, the open interest changed by -108 which decreased total open position to 1821
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 397.45, which was -81.40 lower than the previous day. The implied volatity was 14.06, the open interest changed by 872 which increased total open position to 1929
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 478.85, which was 168.75 higher than the previous day. The implied volatity was 11.19, the open interest changed by 541 which increased total open position to 1057
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 310.1, which was -95.15 lower than the previous day. The implied volatity was 12.36, the open interest changed by 96 which increased total open position to 516
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 405.25, which was -42.10 lower than the previous day. The implied volatity was 12.36, the open interest changed by 27 which increased total open position to 420
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 447.35, which was -67.70 lower than the previous day. The implied volatity was 12.64, the open interest changed by 16 which increased total open position to 393
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 515.05, which was -75.35 lower than the previous day. The implied volatity was 13.23, the open interest changed by 315 which increased total open position to 377
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 590.4, which was -42.15 lower than the previous day. The implied volatity was 11.99, the open interest changed by -12 which decreased total open position to 62
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 632.55, which was 202.40 higher than the previous day. The implied volatity was 11.88, the open interest changed by 31 which increased total open position to 74
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 430.15, which was 71.60 higher than the previous day. The implied volatity was 12.40, the open interest changed by 7 which increased total open position to 43
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 358.55, which was 84.55 higher than the previous day. The implied volatity was 11.44, the open interest changed by -43 which decreased total open position to 36
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 274, which was 61.00 higher than the previous day. The implied volatity was 11.93, the open interest changed by 13 which increased total open position to 79
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 213, which was -1.00 lower than the previous day. The implied volatity was 11.41, the open interest changed by 35 which increased total open position to 66
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 214, which was 214.00 higher than the previous day. The implied volatity was 13.36, the open interest changed by 31 which increased total open position to 31
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 27DEC2024 83000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 3480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 3480 | 1421.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 2059 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 2059 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 83000 expiring on 27DEC2024
Delta for 83000 PE is 0.00
Historical price for 83000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, 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 3480, which was 1421.00 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 2059, 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 2059, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
