SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 83900 CE | ||||||||||
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Delta: 0.02
Vega: 5.52
Theta: -10.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 21 | -10.85 | 24.91 | 632 | 162 | 264 | |||
| 19 Dec | 79218.05 | 31.85 | -33.35 | 20.32 | 205 | -45 | 102 | |||
| 18 Dec | 80182.20 | 65.2 | -30.55 | 17.99 | 602 | -123 | 147 | |||
| 17 Dec | 80684.45 | 95.75 | -90.90 | 16.51 | 898 | -29 | 270 | |||
| 16 Dec | 81748.57 | 186.65 | -3.90 | 14.03 | 317 | 275 | 299 | |||
| 13 Dec | 82133.12 | 190.55 | 67.20 | 10.56 | 110 | -59 | 24 | |||
| 12 Dec | 81289.96 | 123.35 | -45.20 | 11.83 | 49 | 30 | 83 | |||
| 11 Dec | 81526.14 | 168.55 | -28.45 | 11.65 | 19 | -2 | 53 | |||
| 10 Dec | 81510.05 | 197 | -48.00 | 11.92 | 6 | 1 | 55 | |||
| 9 Dec | 81508.46 | 245 | -57.15 | 12.49 | 62 | 48 | 54 | |||
| 6 Dec | 81709.12 | 302.15 | -31.95 | 11.57 | 38 | -5 | 6 | |||
| 5 Dec | 81765.86 | 334.1 | 145.95 | 11.51 | 48 | -14 | 11 | |||
| 4 Dec | 80956.33 | 188.15 | 23.85 | 11.45 | 64 | -6 | 25 | |||
| 3 Dec | 80845.75 | 164.3 | 164.30 | 10.99 | 31 | 31 | 31 | |||
| 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 | |||
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| 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 83900 expiring on 27DEC2024
Delta for 83900 CE is 0.02
Historical price for 83900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 21, which was -10.85 lower than the previous day. The implied volatity was 24.91, the open interest changed by 162 which increased total open position to 264
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 31.85, which was -33.35 lower than the previous day. The implied volatity was 20.32, the open interest changed by -45 which decreased total open position to 102
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 65.2, which was -30.55 lower than the previous day. The implied volatity was 17.99, the open interest changed by -123 which decreased total open position to 147
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 95.75, which was -90.90 lower than the previous day. The implied volatity was 16.51, the open interest changed by -29 which decreased total open position to 270
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 186.65, which was -3.90 lower than the previous day. The implied volatity was 14.03, the open interest changed by 275 which increased total open position to 299
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 190.55, which was 67.20 higher than the previous day. The implied volatity was 10.56, the open interest changed by -59 which decreased total open position to 24
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 123.35, which was -45.20 lower than the previous day. The implied volatity was 11.83, the open interest changed by 30 which increased total open position to 83
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 168.55, which was -28.45 lower than the previous day. The implied volatity was 11.65, the open interest changed by -2 which decreased total open position to 53
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 197, which was -48.00 lower than the previous day. The implied volatity was 11.92, the open interest changed by 1 which increased total open position to 55
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 245, which was -57.15 lower than the previous day. The implied volatity was 12.49, the open interest changed by 48 which increased total open position to 54
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 302.15, which was -31.95 lower than the previous day. The implied volatity was 11.57, the open interest changed by -5 which decreased total open position to 6
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 334.1, which was 145.95 higher than the previous day. The implied volatity was 11.51, the open interest changed by -14 which decreased total open position to 11
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 188.15, which was 23.85 higher than the previous day. The implied volatity was 11.45, the open interest changed by -6 which decreased total open position to 25
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 164.3, which was 164.30 higher than the previous day. The implied volatity was 10.99, the open interest changed by 31 which increased total open position to 31
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
| SENSEX 27DEC2024 83900 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 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 6958.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 6958.95 | 6958.95 | 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 83900 expiring on 27DEC2024
Delta for 83900 PE is 0.00
Historical price for 83900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 6958.95, 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 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 6958.95, 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 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 6958.95, 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 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 6958.95, 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 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 6958.95, 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 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 6958.95, 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 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 6958.95, 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 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 6958.95, 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 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 6958.95, 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 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 6958.95, 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 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 6958.95, 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 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 6958.95, 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 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 6958.95, 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 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 6958.95, 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 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 6958.95, 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 6958.95, 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 6958.95, 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 6958.95, 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 6958.95, 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 6958.95, 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 6958.95, 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 6958.95, which was 6958.95 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
