SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 86000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 3.09
Theta: -6.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 78041.59 | 11.75 | -0.20 | 29.69 | 16,852 | 8,143 | 9,146 | |||
| 19 Dec | 79218.05 | 11.95 | -10.95 | 23.89 | 1,764 | 181 | 1,003 | |||
| 18 Dec | 80182.20 | 22.9 | -5.00 | 21.40 | 1,677 | 628 | 822 | |||
| 17 Dec | 80684.45 | 27.9 | 1.70 | 19.24 | 84 | 44 | 194 | |||
| 16 Dec | 81748.57 | 26.2 | -4.60 | 14.76 | 172 | 65 | 150 | |||
| 13 Dec | 82133.12 | 30.8 | -9.20 | 12.17 | 104 | 22 | 85 | |||
| 12 Dec | 81289.96 | 40 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 10 Dec | 81510.05 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 9 Dec | 81508.46 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 6 Dec | 81709.12 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 5 Dec | 81765.86 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 4 Dec | 80956.33 | 40 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 3 Dec | 80845.75 | 40 | 9.55 | 12.18 | 34 | -3 | 63 | |||
| 2 Dec | 80248.08 | 30.45 | 30.45 | 12.57 | 76 | 66 | 66 | |||
| 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 | |||
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| 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 86000 expiring on 27DEC2024
Delta for 86000 CE is 0.01
Historical price for 86000 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 11.75, which was -0.20 lower than the previous day. The implied volatity was 29.69, the open interest changed by 8143 which increased total open position to 9146
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 11.95, which was -10.95 lower than the previous day. The implied volatity was 23.89, the open interest changed by 181 which increased total open position to 1003
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 22.9, which was -5.00 lower than the previous day. The implied volatity was 21.40, the open interest changed by 628 which increased total open position to 822
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 27.9, which was 1.70 higher than the previous day. The implied volatity was 19.24, the open interest changed by 44 which increased total open position to 194
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 26.2, which was -4.60 lower than the previous day. The implied volatity was 14.76, the open interest changed by 65 which increased total open position to 150
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 30.8, which was -9.20 lower than the previous day. The implied volatity was 12.17, the open interest changed by 22 which increased total open position to 85
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 40, 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 40, 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 63
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 40, 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 63
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 40, 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 63
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 40, 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 63
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 40, 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 63
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 40, 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 63
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 40, which was 9.55 higher than the previous day. The implied volatity was 12.18, the open interest changed by -3 which decreased total open position to 63
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 30.45, which was 30.45 higher than the previous day. The implied volatity was 12.57, the open interest changed by 66 which increased total open position to 66
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 86000 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 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 81748.57 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 82133.12 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 81289.96 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 81526.14 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 81510.05 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 81508.46 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 81709.12 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 81765.86 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 80956.33 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 80845.75 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 80248.08 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 79802.79 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 79043.74 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 80234.08 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 80004.06 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 79117.11 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 2493 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 2493 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 86000 expiring on 27DEC2024
Delta for 86000 PE is 0.00
Historical price for 86000 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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 2493, 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
