SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 84400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.09
Theta: -10.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 20 | -55.90 | 26.47 | 1,549 | 181 | 298 | |||
| 19 Dec | 79218.05 | 75.9 | 0.00 | 0.00 | 0 | 0 | 117 | |||
| 18 Dec | 80182.20 | 75.9 | 5.65 | 20.58 | 384 | -45 | 117 | |||
| 17 Dec | 80684.45 | 70.25 | 29.25 | 17.16 | 608 | 104 | 162 | |||
| 16 Dec | 81748.57 | 41 | 0.00 | 0.00 | 0 | 0 | 58 | |||
| 13 Dec | 82133.12 | 41 | -29.50 | 8.11 | 3 | -3 | 58 | |||
| 12 Dec | 81289.96 | 70.5 | -33.45 | 11.71 | 108 | 20 | 61 | |||
| 11 Dec | 81526.14 | 103.95 | -35.30 | 11.65 | 135 | -11 | 41 | |||
| 10 Dec | 81510.05 | 139.25 | -26.10 | 12.28 | 36 | 1 | 52 | |||
| 9 Dec | 81508.46 | 165.35 | -29.25 | 12.52 | 165 | -16 | 51 | |||
| 6 Dec | 81709.12 | 194.6 | -46.35 | 11.33 | 135 | 67 | 67 | |||
| 5 Dec | 81765.86 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 240.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 240.95 | 240.95 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 84400 expiring on 27DEC2024
Delta for 84400 CE is 0.02
Historical price for 84400 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 20, which was -55.90 lower than the previous day. The implied volatity was 26.47, the open interest changed by 181 which increased total open position to 298
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 75.9, 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 117
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 75.9, which was 5.65 higher than the previous day. The implied volatity was 20.58, the open interest changed by -45 which decreased total open position to 117
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 70.25, which was 29.25 higher than the previous day. The implied volatity was 17.16, the open interest changed by 104 which increased total open position to 162
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 41, 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 58
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 41, which was -29.50 lower than the previous day. The implied volatity was 8.11, the open interest changed by -3 which decreased total open position to 58
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 70.5, which was -33.45 lower than the previous day. The implied volatity was 11.71, the open interest changed by 20 which increased total open position to 61
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 103.95, which was -35.30 lower than the previous day. The implied volatity was 11.65, the open interest changed by -11 which decreased total open position to 41
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 139.25, which was -26.10 lower than the previous day. The implied volatity was 12.28, the open interest changed by 1 which increased total open position to 52
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 165.35, which was -29.25 lower than the previous day. The implied volatity was 12.52, the open interest changed by -16 which decreased total open position to 51
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 194.6, which was -46.35 lower than the previous day. The implied volatity was 11.33, the open interest changed by 67 which increased total open position to 67
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, 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 240.95, which was 240.95 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 84400 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 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 7838.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 7838.95 | 7838.95 | 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 84400 expiring on 27DEC2024
Delta for 84400 PE is 0.00
Historical price for 84400 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, 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 7838.95, which was 7838.95 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
