SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 83400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 17 Sept | 83079.66 | 250 | -21.50 | 2,64,240 | 4,760 | 15,350 | ||||
| 16 Sept | 82988.78 | 271.5 | 31.55 | 1,68,370 | 7,530 | 10,590 | ||||
| 13 Sept | 82890.94 | 239.95 | -13.60 | 18,560 | 1,400 | 3,060 | ||||
| 12 Sept | 82962.71 | 253.55 | 186.60 | 7,780 | 1,400 | 1,660 | ||||
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| 11 Sept | 81523.16 | 66.95 | 66.95 | 310 | 260 | 260 | ||||
| 10 Sept | 81921.29 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 83400 expiring on 20SEP2024
Delta for 83400 CE is -
Historical price for 83400 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 250, which was -21.50 lower than the previous day. The implied volatity was -, the open interest changed by 4760 which increased total open position to 15350
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 271.5, which was 31.55 higher than the previous day. The implied volatity was -, the open interest changed by 7530 which increased total open position to 10590
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 239.95, which was -13.60 lower than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 3060
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 253.55, which was 186.60 higher than the previous day. The implied volatity was -, the open interest changed by 1400 which increased total open position to 1660
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 66.95, which was 66.95 higher than the previous day. The implied volatity was -, the open interest changed by 260 which increased total open position to 260
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 83400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 584 | -21.85 | 1,02,160 | 3,100 | 5,520 |
| 16 Sept | 82988.78 | 605.85 | -194.15 | 21,910 | 2,320 | 2,420 |
| 13 Sept | 82890.94 | 800 | 800.00 | 190 | 100 | 100 |
| 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 83400 expiring on 20SEP2024
Delta for 83400 PE is -
Historical price for 83400 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 584, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by 3100 which increased total open position to 5520
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 605.85, which was -194.15 lower than the previous day. The implied volatity was -, the open interest changed by 2320 which increased total open position to 2420
On 13 Sept SENSEX was trading at 82890.94. 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 100 which increased total open position to 100
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