SENSEX
Sensex
Historical option data for SENSEX
20 Sep 2024 04:11 PM IST
| SENSEX 84000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 20 Sept | 84544.31 | 719.05 | 412.55 | 14,59,450 | 1,06,200 | 1,15,850 | ||||
| 19 Sept | 83184.80 | 306.5 | 25.10 | 42,010 | 3,810 | 9,650 | ||||
| 18 Sept | 82948.23 | 281.4 | -19.20 | 12,920 | 2,430 | 5,840 | ||||
| 17 Sept | 83079.66 | 300.6 | 6.50 | 6,640 | 3,040 | 3,410 | ||||
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| 16 Sept | 82988.78 | 294.1 | -15.90 | 930 | 230 | 370 | ||||
| 13 Sept | 82890.94 | 310 | -40.00 | 90 | 70 | 140 | ||||
| 12 Sept | 82962.71 | 350 | -93.15 | 60 | 60 | 70 | ||||
| 11 Sept | 81523.16 | 443.15 | 0.00 | 0 | 0 | 10 | ||||
| 10 Sept | 81921.29 | 443.15 | 443.15 | 10 | 10 | 10 | ||||
| 9 Sept | 81559.54 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 6 Sept | 81183.93 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 5 Sept | 82201.16 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 4 Sept | 82352.64 | 0 | 0.00 | 0 | 10 | 10 | ||||
| 3 Sept | 82555.44 | 0 | -356.80 | 0 | 10 | 10 | ||||
| 2 Sept | 82559.84 | 356.8 | 356.80 | 10 | 10 | 10 | ||||
| 30 Aug | 82365.77 | 0 | 0 | 0 | 0 | |||||
For Sensex - strike price 84000 expiring on 27SEP2024
Delta for 84000 CE is -
Historical price for 84000 CE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 719.05, which was 412.55 higher than the previous day. The implied volatity was -, the open interest changed by 106200 which increased total open position to 115850
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 306.5, which was 25.10 higher than the previous day. The implied volatity was -, the open interest changed by 3810 which increased total open position to 9650
On 18 Sept SENSEX was trading at 82948.23. The strike last trading price was 281.4, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 2430 which increased total open position to 5840
On 17 Sept SENSEX was trading at 83079.66. The strike last trading price was 300.6, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 3040 which increased total open position to 3410
On 16 Sept SENSEX was trading at 82988.78. The strike last trading price was 294.1, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by 230 which increased total open position to 370
On 13 Sept SENSEX was trading at 82890.94. The strike last trading price was 310, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 140
On 12 Sept SENSEX was trading at 82962.71. The strike last trading price was 350, which was -93.15 lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 70
On 11 Sept SENSEX was trading at 81523.16. The strike last trading price was 443.15, 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 10
On 10 Sept SENSEX was trading at 81921.29. The strike last trading price was 443.15, which was 443.15 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
On 3 Sept SENSEX was trading at 82555.44. The strike last trading price was 0, which was -356.80 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 2 Sept SENSEX was trading at 82559.84. The strike last trading price was 356.8, which was 356.80 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 84000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 20 Sept | 84544.31 | 395 | -421.30 | 10,97,810 | 1,38,600 | 1,39,030 |
| 19 Sept | 83184.80 | 816.3 | 816.30 | 3,840 | 430 | 430 |
| 18 Sept | 82948.23 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Sept | 83079.66 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Sept | 82988.78 | 0 | 0.00 | 0 | 0 | 0 |
| 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 84000 expiring on 27SEP2024
Delta for 84000 PE is -
Historical price for 84000 PE is as follows
On 20 Sept SENSEX was trading at 84544.31. The strike last trading price was 395, which was -421.30 lower than the previous day. The implied volatity was -, the open interest changed by 138600 which increased total open position to 139030
On 19 Sept SENSEX was trading at 83184.80. The strike last trading price was 816.3, which was 816.30 higher than the previous day. The implied volatity was -, the open interest changed by 430 which increased total open position to 430
On 18 Sept SENSEX was trading at 82948.23. 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 17 Sept SENSEX was trading at 83079.66. 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 16 Sept SENSEX was trading at 82988.78. 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 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