SENSEX
Sensex
Historical option data for SENSEX
17 Sep 2024 04:11 PM IST
| SENSEX 84000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
|
|
||||||||||
| 17 Sept | 83079.66 | 91.75 | -15.25 | 3,86,740 | 5,880 | 48,490 | ||||
| 16 Sept | 82988.78 | 107 | 7.10 | 3,24,820 | 14,720 | 42,610 | ||||
| 13 Sept | 82890.94 | 99.9 | -10.10 | 1,09,940 | 18,840 | 27,890 | ||||
| 12 Sept | 82962.71 | 110 | 65.10 | 23,340 | 8,730 | 9,050 | ||||
| 11 Sept | 81523.16 | 44.9 | -20.10 | 430 | 120 | 320 | ||||
| 10 Sept | 81921.29 | 65 | 200 | 200 | 200 | |||||
For Sensex - strike price 84000 expiring on 20SEP2024
Delta for 84000 CE is -
Historical price for 84000 CE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 91.75, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by 5880 which increased total open position to 48490
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 107, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by 14720 which increased total open position to 42610
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 99.9, which was -10.10 lower than the previous day. The implied volatity was -, the open interest changed by 18840 which increased total open position to 27890
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 110, which was 65.10 higher than the previous day. The implied volatity was -, the open interest changed by 8730 which increased total open position to 9050
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 44.9, which was -20.10 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 320
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 65, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
| SENSEX 84000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 17 Sept | 83079.66 | 1027 | -23.25 | 7,220 | 990 | 3,150 |
| 16 Sept | 82988.78 | 1050.25 | -213.15 | 7,840 | 1,640 | 2,160 |
| 13 Sept | 82890.94 | 1263.4 | 1263.40 | 900 | 520 | 520 |
| 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 84000 expiring on 20SEP2024
Delta for 84000 PE is -
Historical price for 84000 PE is as follows
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 1027, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 990 which increased total open position to 3150
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 1050.25, which was -213.15 lower than the previous day. The implied volatity was -, the open interest changed by 1640 which increased total open position to 2160
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 1263.4, which was 1263.40 higher than the previous day. The implied volatity was -, the open interest changed by 520 which increased total open position to 520
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