SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 83300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 17 Sept | 83079.66 | 290.05 | -19.95 | 4,76,650 | 16,630 | 31,430 | ||||
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| 16 Sept | 82988.78 | 310 | 48.45 | 2,82,630 | 10,310 | 14,800 | ||||
| 13 Sept | 82890.94 | 261.55 | -23.45 | 25,680 | 2,630 | 4,490 | ||||
| 12 Sept | 82962.71 | 285 | 206.00 | 5,850 | 1,270 | 1,860 | ||||
| 11 Sept | 81523.16 | 79 | 79.00 | 700 | 590 | 590 | ||||
| 10 Sept | 81921.29 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 83300 expiring on 20SEP2024
Delta for 83300 CE is -
Historical price for 83300 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 290.05, which was -19.95 lower than the previous day. The implied volatity was -, the open interest changed by 16630 which increased total open position to 31430
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 310, which was 48.45 higher than the previous day. The implied volatity was -, the open interest changed by 10310 which increased total open position to 14800
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 261.55, which was -23.45 lower than the previous day. The implied volatity was -, the open interest changed by 2630 which increased total open position to 4490
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 285, which was 206.00 higher than the previous day. The implied volatity was -, the open interest changed by 1270 which increased total open position to 1860
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 79, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by 590 which increased total open position to 590
On 10 Sept SENSEX was trading at 81921.29. 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 83300 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 518.45 | -23.30 | 1,13,270 | 3,480 | 7,810 |
| 16 Sept | 82988.78 | 541.75 | -196.85 | 64,970 | 4,090 | 4,330 |
| 13 Sept | 82890.94 | 738.6 | 738.60 | 390 | 240 | 240 |
| 12 Sept | 82962.71 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Sept | 81523.16 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Sept | 81921.29 | 0 | 0 | 0 | 0 | |
For Sensex - strike price 83300 expiring on 20SEP2024
Delta for 83300 PE is -
Historical price for 83300 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 518.45, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 3480 which increased total open position to 7810
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 541.75, which was -196.85 lower than the previous day. The implied volatity was -, the open interest changed by 4090 which increased total open position to 4330
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 738.6, which was 738.60 higher than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 240
On 12 Sept SENSEX was trading at 82962.71. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0