SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 83500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 1001 | 447.25 | 4,94,680 | 820 | 20,340 | ||||
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| 19 Sept | 83184.80 | 553.75 | 95.60 | 87,490 | 15,750 | 19,520 | ||||
| 18 Sept | 82948.23 | 458.15 | -46.90 | 9,580 | 310 | 3,770 | ||||
| 17 Sept | 83079.66 | 505.05 | 17.00 | 2,780 | 110 | 3,460 | ||||
| 16 Sept | 82988.78 | 488.05 | 38.05 | 5,520 | 3,050 | 3,350 | ||||
| 13 Sept | 82890.94 | 450 | 450.00 | 290 | 280 | 300 | ||||
| 12 Sept | 82962.71 | 0 | 0.00 | 0 | 0 | 20 | ||||
| 11 Sept | 81523.16 | 0 | 0.00 | 0 | 0 | 20 | ||||
| 10 Sept | 81921.29 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 20 | 20 | ||||
| 3 Sept | 82555.44 | 0 | -536.80 | 0 | 20 | 20 | ||||
| 2 Sept | 82559.84 | 536.8 | 536.80 | 20 | 20 | 20 | ||||
| 30 Aug | 82365.77 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 83500 expiring on 27SEP2024
Delta for 83500 CE is -
Historical price for 83500 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 1001, which was 447.25 higher than the previous day. The implied volatity was -, the open interest changed by 820 which increased total open position to 20340
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 553.75, which was 95.60 higher than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 19520
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 458.15, which was -46.90 lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 3770
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 505.05, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 3460
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 488.05, which was 38.05 higher than the previous day. The implied volatity was -, the open interest changed by 3050 which increased total open position to 3350
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 450, which was 450.00 higher than the previous day. The implied volatity was -, the open interest changed by 280 which increased total open position to 300
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 20
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 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
On 3 Sept SENSEX was trading at 82555.44. 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 20 which increased total open position to 20
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 536.8, which was 536.80 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 83500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 260 | -310.95 | 6,15,100 | 31,740 | 42,440 |
| 19 Sept | 83184.80 | 570.95 | -430.05 | 87,310 | 10,180 | 10,700 |
| 18 Sept | 82948.23 | 1001 | 173.75 | 2,680 | -360 | 520 |
| 17 Sept | 83079.66 | 827.25 | -17.90 | 1,830 | 380 | 880 |
| 16 Sept | 82988.78 | 845.15 | 845.15 | 770 | 500 | 500 |
| 13 Sept | 82890.94 | 0 | 0.00 | 0 | 0 | 0 |
| 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 | 0.00 | 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 83500 expiring on 27SEP2024
Delta for 83500 PE is -
Historical price for 83500 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 260, which was -310.95 lower than the previous day. The implied volatity was -, the open interest changed by 31740 which increased total open position to 42440
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 570.95, which was -430.05 lower than the previous day. The implied volatity was -, the open interest changed by 10180 which increased total open position to 10700
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 1001, which was 173.75 higher than the previous day. The implied volatity was -, the open interest changed by -360 which decreased total open position to 520
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 827.25, which was -17.90 lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 880
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 845.15, which was 845.15 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 13 Sept SENSEX was trading at 82890.94. 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 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 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