SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 85000 CE | ||||||||||
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Delta: 0.01
Vega: 3.71
Theta: -7.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 13.5 | -4.50 | 27.01 | 11,846 | 2,986 | 4,978 | |||
| 19 Dec | 79218.05 | 18 | -20.80 | 22.10 | 2,669 | 769 | 1,992 | |||
| 18 Dec | 80182.20 | 38.8 | -5.05 | 19.99 | 1,628 | -25 | 1,223 | |||
| 17 Dec | 80684.45 | 43.85 | -23.40 | 17.54 | 2,536 | 74 | 1,248 | |||
| 16 Dec | 81748.57 | 67.25 | -2.70 | 14.27 | 3,461 | 838 | 1,174 | |||
| 13 Dec | 82133.12 | 69.95 | 24.60 | 11.26 | 690 | 33 | 336 | |||
| 12 Dec | 81289.96 | 45.35 | -23.85 | 12.31 | 303 | 213 | 303 | |||
| 11 Dec | 81526.14 | 69.2 | -15.90 | 12.26 | 38 | -11 | 90 | |||
| 10 Dec | 81510.05 | 85.1 | -20.55 | 12.49 | 102 | -31 | 101 | |||
| 9 Dec | 81508.46 | 105.65 | -26.90 | 12.76 | 250 | 21 | 132 | |||
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| 6 Dec | 81709.12 | 132.55 | -0.70 | 11.76 | 220 | 46 | 111 | |||
| 5 Dec | 81765.86 | 133.25 | 53.05 | 11.27 | 144 | 63 | 65 | |||
| 4 Dec | 80956.33 | 80.2 | 80.20 | 11.69 | 4 | 2 | 2 | |||
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 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 | 0 | 0 | ||||
For Sensex - strike price 85000 expiring on 27DEC2024
Delta for 85000 CE is 0.01
Historical price for 85000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 13.5, which was -4.50 lower than the previous day. The implied volatity was 27.01, the open interest changed by 2986 which increased total open position to 4978
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 18, which was -20.80 lower than the previous day. The implied volatity was 22.10, the open interest changed by 769 which increased total open position to 1992
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 38.8, which was -5.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by -25 which decreased total open position to 1223
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 43.85, which was -23.40 lower than the previous day. The implied volatity was 17.54, the open interest changed by 74 which increased total open position to 1248
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 67.25, which was -2.70 lower than the previous day. The implied volatity was 14.27, the open interest changed by 838 which increased total open position to 1174
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 69.95, which was 24.60 higher than the previous day. The implied volatity was 11.26, the open interest changed by 33 which increased total open position to 336
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 45.35, which was -23.85 lower than the previous day. The implied volatity was 12.31, the open interest changed by 213 which increased total open position to 303
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 69.2, which was -15.90 lower than the previous day. The implied volatity was 12.26, the open interest changed by -11 which decreased total open position to 90
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 85.1, which was -20.55 lower than the previous day. The implied volatity was 12.49, the open interest changed by -31 which decreased total open position to 101
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 105.65, which was -26.90 lower than the previous day. The implied volatity was 12.76, the open interest changed by 21 which increased total open position to 132
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 132.55, which was -0.70 lower than the previous day. The implied volatity was 11.76, the open interest changed by 46 which increased total open position to 111
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 133.25, which was 53.05 higher than the previous day. The implied volatity was 11.27, the open interest changed by 63 which increased total open position to 65
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 80.2, which was 80.20 higher than the previous day. The implied volatity was 11.69, the open interest changed by 2 which increased total open position to 2
On 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 27 Nov SENSEX was trading at 80234.08. 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 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 27DEC2024 85000 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 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 0 | 0.00 | 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 | 0 | 0 | |
For Sensex - strike price 85000 expiring on 27DEC2024
Delta for 85000 PE is 0.00
Historical price for 85000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. 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 19 Dec SENSEX was trading at 79218.05. 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 Dec SENSEX was trading at 80182.20. 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 17 Dec SENSEX was trading at 80684.45. 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 16 Dec SENSEX was trading at 81748.57. 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 13 Dec SENSEX was trading at 82133.12. 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 12 Dec SENSEX was trading at 81289.96. 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 11 Dec SENSEX was trading at 81526.14. 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 10 Dec SENSEX was trading at 81510.05. 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 9 Dec SENSEX was trading at 81508.46. 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 6 Dec SENSEX was trading at 81709.12. 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 5 Dec SENSEX was trading at 81765.86. 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 4 Dec SENSEX was trading at 80956.33. 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 3 Dec SENSEX was trading at 80845.75. 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 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 27 Nov SENSEX was trading at 80234.08. 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 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
