SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 83000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 1456.35 | 586.65 | 1,23,800 | -1,770 | 15,550 | ||||
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| 19 Sept | 83184.80 | 869.7 | 169.70 | 44,880 | 7,980 | 17,320 | ||||
| 18 Sept | 82948.23 | 700 | -59.35 | 19,700 | 2,640 | 9,340 | ||||
| 17 Sept | 83079.66 | 759.35 | 10.00 | 7,460 | 2,600 | 6,700 | ||||
| 16 Sept | 82988.78 | 749.35 | 97.50 | 8,620 | 3,060 | 4,100 | ||||
| 13 Sept | 82890.94 | 651.85 | 282.05 | 1,650 | 900 | 1,040 | ||||
| 12 Sept | 82962.71 | 369.8 | 28.35 | 140 | 60 | 140 | ||||
| 11 Sept | 81523.16 | 341.45 | -108.55 | 70 | 0 | 80 | ||||
| 10 Sept | 81921.29 | 450 | 0.00 | 10 | 80 | 80 | ||||
| 9 Sept | 81559.54 | 450 | -240.10 | 30 | 80 | 80 | ||||
| 6 Sept | 81183.93 | 690.1 | 690.10 | 70 | 80 | 80 | ||||
| 5 Sept | 82201.16 | 0 | -536.80 | 0 | 30 | 30 | ||||
| 4 Sept | 82352.64 | 536.8 | -300.00 | 10 | 30 | 30 | ||||
| 3 Sept | 82555.44 | 836.8 | 36.80 | 10 | 20 | 20 | ||||
| 2 Sept | 82559.84 | 800 | 800.00 | 10 | 10 | 10 | ||||
| 30 Aug | 82365.77 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 83000 expiring on 27SEP2024
Delta for 83000 CE is -
Historical price for 83000 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 1456.35, which was 586.65 higher than the previous day. The implied volatity was -, the open interest changed by -1770 which decreased total open position to 15550
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 869.7, which was 169.70 higher than the previous day. The implied volatity was -, the open interest changed by 7980 which increased total open position to 17320
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 700, which was -59.35 lower than the previous day. The implied volatity was -, the open interest changed by 2640 which increased total open position to 9340
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 759.35, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 2600 which increased total open position to 6700
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 749.35, which was 97.50 higher than the previous day. The implied volatity was -, the open interest changed by 3060 which increased total open position to 4100
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 651.85, which was 282.05 higher than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1040
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 369.8, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 140
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 341.45, which was -108.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 450, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 9 Sept SENSEX was trading at 81559.54. The strike last trading price was 450, which was -240.10 lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 6 Sept SENSEX was trading at 81183.93. The strike last trading price was 690.1, which was 690.10 higher than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
On 5 Sept SENSEX was trading at 82201.16. The strike last trading price was 0, which was -536.80 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 4 Sept SENSEX was trading at 82352.64. The strike last trading price was 536.8, which was -300.00 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 836.8, which was 36.80 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 800, which was 800.00 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 83000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 173 | -209.05 | 4,20,310 | 32,690 | 52,070 |
| 19 Sept | 83184.80 | 382.05 | -367.85 | 78,420 | 10,730 | 19,380 |
| 18 Sept | 82948.23 | 749.9 | 166.65 | 20,700 | 1,220 | 8,650 |
| 17 Sept | 83079.66 | 583.25 | -26.55 | 10,150 | 1,560 | 7,430 |
| 16 Sept | 82988.78 | 609.8 | -188.20 | 18,140 | 3,640 | 5,870 |
| 13 Sept | 82890.94 | 798 | -102.00 | 3,240 | 1,280 | 2,230 |
| 12 Sept | 82962.71 | 900 | 900.00 | 1,070 | 950 | 950 |
| 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 | 0 | 0 | |
For Sensex - strike price 83000 expiring on 27SEP2024
Delta for 83000 PE is -
Historical price for 83000 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 173, which was -209.05 lower than the previous day. The implied volatity was -, the open interest changed by 32690 which increased total open position to 52070
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 382.05, which was -367.85 lower than the previous day. The implied volatity was -, the open interest changed by 10730 which increased total open position to 19380
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 749.9, which was 166.65 higher than the previous day. The implied volatity was -, the open interest changed by 1220 which increased total open position to 8650
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 583.25, which was -26.55 lower than the previous day. The implied volatity was -, the open interest changed by 1560 which increased total open position to 7430
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 609.8, which was -188.20 lower than the previous day. The implied volatity was -, the open interest changed by 3640 which increased total open position to 5870
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 798, which was -102.00 lower than the previous day. The implied volatity was -, the open interest changed by 1280 which increased total open position to 2230
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 900, which was 900.00 higher than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950
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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0