SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 83800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 4.83
Theta: -8.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 16.75 | -17.75 | 23.73 | 169 | 12 | 90 | |||
| 19 Dec | 79218.05 | 34.5 | -78.20 | 20.24 | 347 | -9 | 78 | |||
| 18 Dec | 80182.20 | 112.7 | 8.30 | 20.11 | 470 | -104 | 87 | |||
| 17 Dec | 80684.45 | 104.4 | 32.80 | 16.48 | 579 | 158 | 191 | |||
| 16 Dec | 81748.57 | 71.6 | 0.00 | 0.00 | 0 | 0 | 33 | |||
| 13 Dec | 82133.12 | 71.6 | -69.25 | 7.19 | 407 | -242 | 33 | |||
| 12 Dec | 81289.96 | 140.85 | -61.15 | 11.95 | 431 | 214 | 275 | |||
| 11 Dec | 81526.14 | 202 | -13.00 | 12.04 | 27 | 1 | 61 | |||
| 10 Dec | 81510.05 | 215 | -59.75 | 11.93 | 11 | 7 | 60 | |||
| 9 Dec | 81508.46 | 274.75 | -50.60 | 12.69 | 65 | 17 | 53 | |||
| 6 Dec | 81709.12 | 325.35 | -18.90 | 11.57 | 77 | 34 | 36 | |||
| 5 Dec | 81765.86 | 344.25 | 139.10 | 11.29 | 71 | -8 | 2 | |||
| 4 Dec | 80956.33 | 205.15 | 23.90 | 11.48 | 49 | -13 | 10 | |||
| 3 Dec | 80845.75 | 181.25 | -73.70 | 11.05 | 23 | 23 | 23 | |||
| 2 Dec | 80248.08 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 25 Nov | 80109.85 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 254.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 254.95 | 254.95 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 77339.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Oct | 84266.29 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 84299.78 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 83800 expiring on 27DEC2024
Delta for 83800 CE is 0.02
Historical price for 83800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 16.75, which was -17.75 lower than the previous day. The implied volatity was 23.73, the open interest changed by 12 which increased total open position to 90
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 34.5, which was -78.20 lower than the previous day. The implied volatity was 20.24, the open interest changed by -9 which decreased total open position to 78
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 112.7, which was 8.30 higher than the previous day. The implied volatity was 20.11, the open interest changed by -104 which decreased total open position to 87
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 104.4, which was 32.80 higher than the previous day. The implied volatity was 16.48, the open interest changed by 158 which increased total open position to 191
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 71.6, 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 33
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 71.6, which was -69.25 lower than the previous day. The implied volatity was 7.19, the open interest changed by -242 which decreased total open position to 33
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 140.85, which was -61.15 lower than the previous day. The implied volatity was 11.95, the open interest changed by 214 which increased total open position to 275
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 202, which was -13.00 lower than the previous day. The implied volatity was 12.04, the open interest changed by 1 which increased total open position to 61
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 215, which was -59.75 lower than the previous day. The implied volatity was 11.93, the open interest changed by 7 which increased total open position to 60
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 274.75, which was -50.60 lower than the previous day. The implied volatity was 12.69, the open interest changed by 17 which increased total open position to 53
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 325.35, which was -18.90 lower than the previous day. The implied volatity was 11.57, the open interest changed by 34 which increased total open position to 36
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 344.25, which was 139.10 higher than the previous day. The implied volatity was 11.29, the open interest changed by -8 which decreased total open position to 2
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 205.15, which was 23.90 higher than the previous day. The implied volatity was 11.48, the open interest changed by -13 which decreased total open position to 10
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 181.25, which was -73.70 lower than the previous day. The implied volatity was 11.05, the open interest changed by 23 which increased total open position to 23
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 254.95, 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 254.95, 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 254.95, 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 254.95, 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 254.95, 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 254.95, 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 254.95, 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 254.95, which was 254.95 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 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 1 Oct SENSEX was trading at 84266.29. 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 which decreased total open position to
On 30 Sept SENSEX was trading at 84299.78. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SENSEX 27DEC2024 83800 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 | 0.00 | 0 | 0 | 0 |
| 1 Oct | 84266.29 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 84299.78 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 83800 expiring on 27DEC2024
Delta for 83800 PE is 0.00
Historical price for 83800 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 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 1 Oct SENSEX was trading at 84266.29. 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 which decreased total open position to
On 30 Sept SENSEX was trading at 84299.78. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
