SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 85900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.44
Theta: -7.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 13.6 | 1.30 | 29.94 | 56 | 20 | 363 | |||
| 19 Dec | 79218.05 | 12.3 | -10.90 | 23.68 | 70 | -4 | 343 | |||
| 18 Dec | 80182.20 | 23.2 | 0.00 | 0.00 | 13 | 0 | 347 | |||
| 17 Dec | 80684.45 | 23.2 | -10.80 | 18.37 | 13 | 1 | 347 | |||
| 16 Dec | 81748.57 | 34 | 11.50 | 15.16 | 101 | -5 | 346 | |||
| 13 Dec | 82133.12 | 22.5 | -17.50 | 11.25 | 226 | 31 | 351 | |||
| 12 Dec | 81289.96 | 40 | -12.30 | 14.44 | 198 | 0 | 320 | |||
| 11 Dec | 81526.14 | 52.3 | -14.70 | 13.99 | 11 | 0 | 320 | |||
| 10 Dec | 81510.05 | 67 | -23.00 | 14.28 | 10 | 4 | 320 | |||
| 9 Dec | 81508.46 | 90 | -6.05 | 14.78 | 40 | 2 | 316 | |||
| 6 Dec | 81709.12 | 96.05 | 5.10 | 13.16 | 337 | 314 | 314 | |||
| 5 Dec | 81765.86 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 80956.33 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 80845.75 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 79802.79 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 79043.74 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 80004.06 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 80109.85 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 22 Nov | 79117.11 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 77155.79 | 90.95 | 90.95 | 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 85900 expiring on 27DEC2024
Delta for 85900 CE is 0.01
Historical price for 85900 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 13.6, which was 1.30 higher than the previous day. The implied volatity was 29.94, the open interest changed by 20 which increased total open position to 363
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 12.3, which was -10.90 lower than the previous day. The implied volatity was 23.68, the open interest changed by -4 which decreased total open position to 343
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 23.2, 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 347
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 23.2, which was -10.80 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1 which increased total open position to 347
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 34, which was 11.50 higher than the previous day. The implied volatity was 15.16, the open interest changed by -5 which decreased total open position to 346
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 22.5, which was -17.50 lower than the previous day. The implied volatity was 11.25, the open interest changed by 31 which increased total open position to 351
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 40, which was -12.30 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 320
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 52.3, which was -14.70 lower than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 320
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 67, which was -23.00 lower than the previous day. The implied volatity was 14.28, the open interest changed by 4 which increased total open position to 320
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 90, which was -6.05 lower than the previous day. The implied volatity was 14.78, the open interest changed by 2 which increased total open position to 316
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 96.05, which was 5.10 higher than the previous day. The implied volatity was 13.16, the open interest changed by 314 which increased total open position to 314
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, 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 90.95, which was 90.95 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 85900 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 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 8064.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 8064.95 | 8064.95 | 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 85900 expiring on 27DEC2024
Delta for 85900 PE is 0.00
Historical price for 85900 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, 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 8064.95, which was 8064.95 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
