SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 84300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 4.44
Theta: -8.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 16 | -66.90 | 25.29 | 10 | 10 | 117 | |||
| 19 Dec | 79218.05 | 82.9 | 0.00 | 0.00 | 0 | 0 | 107 | |||
| 18 Dec | 80182.20 | 82.9 | 17.75 | 20.60 | 200 | -33 | 107 | |||
| 17 Dec | 80684.45 | 65.15 | -66.60 | 16.50 | 1,097 | -161 | 140 | |||
| 16 Dec | 81748.57 | 131.75 | 11.95 | 14.14 | 418 | 290 | 301 | |||
| 13 Dec | 82133.12 | 119.8 | 38.25 | 10.44 | 83 | -21 | 11 | |||
| 12 Dec | 81289.96 | 81.55 | -30.05 | 11.82 | 107 | -10 | 32 | |||
| 11 Dec | 81526.14 | 111.6 | -46.20 | 11.55 | 86 | 5 | 42 | |||
| 10 Dec | 81510.05 | 157.8 | -38.05 | 12.43 | 46 | -16 | 37 | |||
| 9 Dec | 81508.46 | 195.85 | -31.55 | 12.90 | 122 | 38 | 53 | |||
| 6 Dec | 81709.12 | 227.4 | -1.60 | 11.65 | 22 | 10 | 15 | |||
| 5 Dec | 81765.86 | 229 | 5.45 | 11.14 | 5 | 1 | 5 | |||
| 4 Dec | 80956.33 | 223.55 | 10.60 | 13.39 | 4 | 4 | 4 | |||
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| 3 Dec | 80845.75 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 212.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 212.95 | 212.95 | 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 84300 expiring on 27DEC2024
Delta for 84300 CE is 0.02
Historical price for 84300 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 16, which was -66.90 lower than the previous day. The implied volatity was 25.29, the open interest changed by 10 which increased total open position to 117
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 82.9, 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 107
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 82.9, which was 17.75 higher than the previous day. The implied volatity was 20.60, the open interest changed by -33 which decreased total open position to 107
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 65.15, which was -66.60 lower than the previous day. The implied volatity was 16.50, the open interest changed by -161 which decreased total open position to 140
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 131.75, which was 11.95 higher than the previous day. The implied volatity was 14.14, the open interest changed by 290 which increased total open position to 301
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 119.8, which was 38.25 higher than the previous day. The implied volatity was 10.44, the open interest changed by -21 which decreased total open position to 11
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 81.55, which was -30.05 lower than the previous day. The implied volatity was 11.82, the open interest changed by -10 which decreased total open position to 32
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 111.6, which was -46.20 lower than the previous day. The implied volatity was 11.55, the open interest changed by 5 which increased total open position to 42
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 157.8, which was -38.05 lower than the previous day. The implied volatity was 12.43, the open interest changed by -16 which decreased total open position to 37
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 195.85, which was -31.55 lower than the previous day. The implied volatity was 12.90, the open interest changed by 38 which increased total open position to 53
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 227.4, which was -1.60 lower than the previous day. The implied volatity was 11.65, the open interest changed by 10 which increased total open position to 15
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 229, which was 5.45 higher than the previous day. The implied volatity was 11.14, the open interest changed by 1 which increased total open position to 5
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 223.55, which was 10.60 higher than the previous day. The implied volatity was 13.39, the open interest changed by 4 which increased total open position to 4
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 212.95, 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 212.95, 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 212.95, 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 212.95, 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 212.95, 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 212.95, 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 212.95, 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 212.95, 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 212.95, which was 212.95 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 84300 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 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 5598.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 5598.05 | 5598.05 | 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 84300 expiring on 27DEC2024
Delta for 84300 PE is 0.00
Historical price for 84300 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, 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 5598.05, which was 5598.05 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
