SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 84500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 4.67
Theta: -9.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 17.8 | 2.60 | 26.37 | 7,495 | 1,110 | 2,084 | |||
| 19 Dec | 79218.05 | 15.2 | -34.85 | 19.97 | 1,263 | 45 | 974 | |||
| 18 Dec | 80182.20 | 50.05 | -4.00 | 19.19 | 1,746 | 187 | 929 | |||
| 17 Dec | 80684.45 | 54.05 | -49.85 | 16.55 | 4,334 | -963 | 742 | |||
| 16 Dec | 81748.57 | 103.9 | 3.90 | 13.98 | 3,494 | 1,303 | 1,705 | |||
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| 13 Dec | 82133.12 | 100 | 29.95 | 10.60 | 611 | 130 | 402 | |||
| 12 Dec | 81289.96 | 70.05 | -19.90 | 12.00 | 720 | -230 | 272 | |||
| 11 Dec | 81526.14 | 89.95 | -49.75 | 11.51 | 1,327 | 243 | 502 | |||
| 10 Dec | 81510.05 | 139.7 | -25.45 | 12.63 | 346 | -88 | 259 | |||
| 9 Dec | 81508.46 | 165.15 | -18.85 | 12.85 | 476 | 248 | 347 | |||
| 6 Dec | 81709.12 | 184 | 105.95 | 11.44 | 231 | 99 | 99 | |||
| 5 Dec | 81765.86 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 78.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 78.05 | 78.05 | 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 84500 expiring on 27DEC2024
Delta for 84500 CE is 0.02
Historical price for 84500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 17.8, which was 2.60 higher than the previous day. The implied volatity was 26.37, the open interest changed by 1110 which increased total open position to 2084
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 15.2, which was -34.85 lower than the previous day. The implied volatity was 19.97, the open interest changed by 45 which increased total open position to 974
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 50.05, which was -4.00 lower than the previous day. The implied volatity was 19.19, the open interest changed by 187 which increased total open position to 929
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 54.05, which was -49.85 lower than the previous day. The implied volatity was 16.55, the open interest changed by -963 which decreased total open position to 742
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 103.9, which was 3.90 higher than the previous day. The implied volatity was 13.98, the open interest changed by 1303 which increased total open position to 1705
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 100, which was 29.95 higher than the previous day. The implied volatity was 10.60, the open interest changed by 130 which increased total open position to 402
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 70.05, which was -19.90 lower than the previous day. The implied volatity was 12.00, the open interest changed by -230 which decreased total open position to 272
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 89.95, which was -49.75 lower than the previous day. The implied volatity was 11.51, the open interest changed by 243 which increased total open position to 502
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 139.7, which was -25.45 lower than the previous day. The implied volatity was 12.63, the open interest changed by -88 which decreased total open position to 259
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 165.15, which was -18.85 lower than the previous day. The implied volatity was 12.85, the open interest changed by 248 which increased total open position to 347
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 184, which was 105.95 higher than the previous day. The implied volatity was 11.44, the open interest changed by 99 which increased total open position to 99
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, 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 78.05, which was 78.05 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
| SENSEX 27DEC2024 84500 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 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 4151.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 4151.05 | 2378.05 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 1773 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 1773 | 1773.00 | 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 84500 expiring on 27DEC2024
Delta for 84500 PE is 0.00
Historical price for 84500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, 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 4151.05, which was 2378.05 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 1773, 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 1773, which was 1773.00 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 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
