SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 84200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.44
Theta: -10.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 21.5 | -10.20 | 26.06 | 288 | 137 | 222 | |||
| 19 Dec | 79218.05 | 31.7 | -40.20 | 21.37 | 69 | 16 | 85 | |||
| 18 Dec | 80182.20 | 71.9 | -24.40 | 19.56 | 292 | -82 | 69 | |||
| 17 Dec | 80684.45 | 96.3 | -50.15 | 17.72 | 1,075 | -115 | 151 | |||
| 16 Dec | 81748.57 | 146.45 | 10.30 | 14.19 | 357 | 216 | 266 | |||
| 13 Dec | 82133.12 | 136.15 | 45.50 | 10.50 | 81 | 41 | 50 | |||
| 12 Dec | 81289.96 | 90.65 | -81.85 | 11.82 | 74 | -38 | 9 | |||
| 11 Dec | 81526.14 | 172.5 | 5.30 | 12.85 | 70 | 1 | 47 | |||
| 10 Dec | 81510.05 | 167.2 | -14.45 | 12.31 | 11 | 1 | 46 | |||
| 9 Dec | 81508.46 | 181.65 | -76.90 | 12.23 | 55 | 44 | 45 | |||
| 6 Dec | 81709.12 | 258.55 | -20.40 | 11.89 | 16 | 1 | 1 | |||
| 5 Dec | 81765.86 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 28 Nov | 79043.74 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 278.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 278.95 | 278.95 | 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 84200 expiring on 27DEC2024
Delta for 84200 CE is 0.02
Historical price for 84200 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 21.5, which was -10.20 lower than the previous day. The implied volatity was 26.06, the open interest changed by 137 which increased total open position to 222
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 31.7, which was -40.20 lower than the previous day. The implied volatity was 21.37, the open interest changed by 16 which increased total open position to 85
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 71.9, which was -24.40 lower than the previous day. The implied volatity was 19.56, the open interest changed by -82 which decreased total open position to 69
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 96.3, which was -50.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by -115 which decreased total open position to 151
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 146.45, which was 10.30 higher than the previous day. The implied volatity was 14.19, the open interest changed by 216 which increased total open position to 266
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 136.15, which was 45.50 higher than the previous day. The implied volatity was 10.50, the open interest changed by 41 which increased total open position to 50
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 90.65, which was -81.85 lower than the previous day. The implied volatity was 11.82, the open interest changed by -38 which decreased total open position to 9
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 172.5, which was 5.30 higher than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 47
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 167.2, which was -14.45 lower than the previous day. The implied volatity was 12.31, the open interest changed by 1 which increased total open position to 46
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 181.65, which was -76.90 lower than the previous day. The implied volatity was 12.23, the open interest changed by 44 which increased total open position to 45
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 258.55, which was -20.40 lower than the previous day. The implied volatity was 11.89, the open interest changed by 1 which increased total open position to 1
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, 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 278.95, which was 278.95 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 84200 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 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 6997.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 6997.95 | 6997.95 | 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 84200 expiring on 27DEC2024
Delta for 84200 PE is 0.00
Historical price for 84200 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, 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 6997.95, which was 6997.95 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
