SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 83100 CE | ||||||||||
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Delta: 0.03
Vega: 8.02
Theta: -14.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 33.3 | -6.85 | 23.78 | 1,020 | 197 | 377 | |||
| 19 Dec | 79218.05 | 40.15 | -112.20 | 18.17 | 283 | -28 | 180 | |||
| 18 Dec | 80182.20 | 152.35 | -30.00 | 18.65 | 403 | 8 | 208 | |||
| 17 Dec | 80684.45 | 182.35 | -188.80 | 16.17 | 608 | -11 | 200 | |||
| 16 Dec | 81748.57 | 371.15 | 225.15 | 14.12 | 459 | 120 | 211 | |||
| 13 Dec | 82133.12 | 146 | -129.50 | 6.01 | 101 | 40 | 91 | |||
| 12 Dec | 81289.96 | 275.5 | -74.90 | 12.15 | 71 | 16 | 51 | |||
| 11 Dec | 81526.14 | 350.4 | -50.75 | 11.91 | 706 | -10 | 35 | |||
| 10 Dec | 81510.05 | 401.15 | -49.35 | 12.37 | 19 | 0 | 45 | |||
| 9 Dec | 81508.46 | 450.5 | -136.20 | 12.71 | 41 | 27 | 45 | |||
| 6 Dec | 81709.12 | 586.7 | -157.65 | 12.42 | 42 | 6 | 18 | |||
| 5 Dec | 81765.86 | 744.35 | 401.15 | 13.82 | 25 | 9 | 12 | |||
| 4 Dec | 80956.33 | 343.2 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 3 Dec | 80845.75 | 343.2 | -65.75 | 11.57 | 4 | 3 | 3 | |||
| 2 Dec | 80248.08 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 29 Nov | 79802.79 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 408.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 408.95 | 408.95 | 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 | 0 | 0 | ||||
For Sensex - strike price 83100 expiring on 27DEC2024
Delta for 83100 CE is 0.03
Historical price for 83100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 33.3, which was -6.85 lower than the previous day. The implied volatity was 23.78, the open interest changed by 197 which increased total open position to 377
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 40.15, which was -112.20 lower than the previous day. The implied volatity was 18.17, the open interest changed by -28 which decreased total open position to 180
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 152.35, which was -30.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 8 which increased total open position to 208
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 182.35, which was -188.80 lower than the previous day. The implied volatity was 16.17, the open interest changed by -11 which decreased total open position to 200
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 371.15, which was 225.15 higher than the previous day. The implied volatity was 14.12, the open interest changed by 120 which increased total open position to 211
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 146, which was -129.50 lower than the previous day. The implied volatity was 6.01, the open interest changed by 40 which increased total open position to 91
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 275.5, which was -74.90 lower than the previous day. The implied volatity was 12.15, the open interest changed by 16 which increased total open position to 51
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 350.4, which was -50.75 lower than the previous day. The implied volatity was 11.91, the open interest changed by -10 which decreased total open position to 35
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 401.15, which was -49.35 lower than the previous day. The implied volatity was 12.37, the open interest changed by 0 which decreased total open position to 45
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 450.5, which was -136.20 lower than the previous day. The implied volatity was 12.71, the open interest changed by 27 which increased total open position to 45
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 586.7, which was -157.65 lower than the previous day. The implied volatity was 12.42, the open interest changed by 6 which increased total open position to 18
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 744.35, which was 401.15 higher than the previous day. The implied volatity was 13.82, the open interest changed by 9 which increased total open position to 12
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 343.2, 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 343.2, which was -65.75 lower than the previous day. The implied volatity was 11.57, the open interest changed by 3 which increased total open position to 3
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 408.95, 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 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 408.95, 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 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 408.95, 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 408.95, 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 408.95, 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 408.95, 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 408.95, 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 408.95, which was 408.95 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 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 83100 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 | 0 | 0 | |
For Sensex - strike price 83100 expiring on 27DEC2024
Delta for 83100 PE is 0.00
Historical price for 83100 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
