SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 85100 CE | ||||||||||
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Delta: 0.02
Vega: 4.77
Theta: -10.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 20 | -1.20 | 28.88 | 4 | 4 | 36 | |||
| 19 Dec | 79218.05 | 21.2 | -29.20 | 22.98 | 5 | 1 | 32 | |||
| 18 Dec | 80182.20 | 50.4 | 0.00 | 0.00 | 0 | 0 | 31 | |||
| 17 Dec | 80684.45 | 50.4 | -107.25 | 18.37 | 18 | 9 | 31 | |||
| 16 Dec | 81748.57 | 157.65 | 0.00 | 0.00 | 0 | 0 | 22 | |||
| 13 Dec | 82133.12 | 157.65 | 0.00 | 0.00 | 0 | 0 | 22 | |||
| 12 Dec | 81289.96 | 157.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 157.65 | 0.00 | 0.00 | 0 | 0 | 22 | |||
| 10 Dec | 81510.05 | 157.65 | 0.00 | 0.00 | 0 | 0 | 22 | |||
| 9 Dec | 81508.46 | 157.65 | 7.50 | 14.59 | 3 | 3 | 22 | |||
| 6 Dec | 81709.12 | 150.15 | 46.15 | 12.50 | 20 | 12 | 19 | |||
| 5 Dec | 81765.86 | 104 | 14.00 | 10.78 | 13 | 3 | 7 | |||
| 4 Dec | 80956.33 | 90 | -37.95 | 12.27 | 6 | 4 | 4 | |||
| 3 Dec | 80845.75 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 27 Nov | 80234.08 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 79117.11 | 127.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 127.95 | 127.95 | 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 | 0 | 0 | ||||
For Sensex - strike price 85100 expiring on 27DEC2024
Delta for 85100 CE is 0.02
Historical price for 85100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 20, which was -1.20 lower than the previous day. The implied volatity was 28.88, the open interest changed by 4 which increased total open position to 36
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 21.2, which was -29.20 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 32
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 50.4, 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 31
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 50.4, which was -107.25 lower than the previous day. The implied volatity was 18.37, the open interest changed by 9 which increased total open position to 31
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 157.65, 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 22
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 157.65, 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 22
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 157.65, 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 157.65, 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 22
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 157.65, 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 22
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 157.65, which was 7.50 higher than the previous day. The implied volatity was 14.59, the open interest changed by 3 which increased total open position to 22
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 150.15, which was 46.15 higher than the previous day. The implied volatity was 12.50, the open interest changed by 12 which increased total open position to 19
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 104, which was 14.00 higher than the previous day. The implied volatity was 10.78, the open interest changed by 3 which increased total open position to 7
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 90, which was -37.95 lower than the previous day. The implied volatity was 12.27, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, 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 127.95, which was 127.95 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 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 85100 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 85100 expiring on 27DEC2024
Delta for 85100 PE is 0.00
Historical price for 85100 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
