SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 84000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.10
Theta: -9.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 18.85 | -7.65 | 24.85 | 14,712 | 2,988 | 4,558 | |||
| 19 Dec | 79218.05 | 26.5 | -56.70 | 20.03 | 5,729 | -125 | 1,570 | |||
| 18 Dec | 80182.20 | 83.2 | -3.90 | 19.43 | 4,604 | 158 | 1,695 | |||
| 17 Dec | 80684.45 | 87.1 | -80.35 | 16.50 | 6,830 | -131 | 1,537 | |||
| 16 Dec | 81748.57 | 167.45 | -18.10 | 13.94 | 3,785 | 1,127 | 1,668 | |||
| 13 Dec | 82133.12 | 185.55 | 68.75 | 10.88 | 1,637 | 202 | 541 | |||
| 12 Dec | 81289.96 | 116.8 | -46.80 | 11.98 | 579 | 160 | 339 | |||
| 11 Dec | 81526.14 | 163.6 | -44.55 | 11.90 | 336 | -144 | 179 | |||
| 10 Dec | 81510.05 | 208.15 | -77.30 | 12.54 | 219 | -10 | 323 | |||
| 9 Dec | 81508.46 | 285.45 | 4.80 | 13.66 | 429 | 226 | 333 | |||
| 6 Dec | 81709.12 | 280.65 | 33.65 | 11.57 | 255 | 75 | 107 | |||
| 5 Dec | 81765.86 | 247 | 77.70 | 10.44 | 341 | -11 | 32 | |||
| 4 Dec | 80956.33 | 169.3 | 18.05 | 11.36 | 93 | -20 | 43 | |||
| 3 Dec | 80845.75 | 151.25 | 151.25 | 10.99 | 78 | 63 | 63 | |||
| 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 | |||
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| 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 84000 expiring on 27DEC2024
Delta for 84000 CE is 0.02
Historical price for 84000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 18.85, which was -7.65 lower than the previous day. The implied volatity was 24.85, the open interest changed by 2988 which increased total open position to 4558
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 26.5, which was -56.70 lower than the previous day. The implied volatity was 20.03, the open interest changed by -125 which decreased total open position to 1570
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 83.2, which was -3.90 lower than the previous day. The implied volatity was 19.43, the open interest changed by 158 which increased total open position to 1695
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 87.1, which was -80.35 lower than the previous day. The implied volatity was 16.50, the open interest changed by -131 which decreased total open position to 1537
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 167.45, which was -18.10 lower than the previous day. The implied volatity was 13.94, the open interest changed by 1127 which increased total open position to 1668
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 185.55, which was 68.75 higher than the previous day. The implied volatity was 10.88, the open interest changed by 202 which increased total open position to 541
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 116.8, which was -46.80 lower than the previous day. The implied volatity was 11.98, the open interest changed by 160 which increased total open position to 339
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 163.6, which was -44.55 lower than the previous day. The implied volatity was 11.90, the open interest changed by -144 which decreased total open position to 179
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 208.15, which was -77.30 lower than the previous day. The implied volatity was 12.54, the open interest changed by -10 which decreased total open position to 323
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 285.45, which was 4.80 higher than the previous day. The implied volatity was 13.66, the open interest changed by 226 which increased total open position to 333
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 280.65, which was 33.65 higher than the previous day. The implied volatity was 11.57, the open interest changed by 75 which increased total open position to 107
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 247, which was 77.70 higher than the previous day. The implied volatity was 10.44, the open interest changed by -11 which decreased total open position to 32
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 169.3, which was 18.05 higher than the previous day. The implied volatity was 11.36, the open interest changed by -20 which decreased total open position to 43
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 151.25, which was 151.25 higher than the previous day. The implied volatity was 10.99, the open interest changed by 63 which increased total open position to 63
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 84000 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 84000 expiring on 27DEC2024
Delta for 84000 PE is 0.00
Historical price for 84000 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
