SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 88100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 20.25 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 19 Dec | 79218.05 | 20.25 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 18 Dec | 80182.20 | 20.25 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 17 Dec | 80684.45 | 20.25 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 16 Dec | 81748.57 | 20.25 | 0.00 | 0.00 | 3 | 0 | 45 | |||
| 13 Dec | 82133.12 | 20.25 | 8.45 | 16.50 | 3 | 0 | 45 | |||
| 12 Dec | 81289.96 | 11.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 81526.14 | 11.8 | 0.00 | 0.00 | 0 | 0 | 45 | |||
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| 10 Dec | 81510.05 | 11.8 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 9 Dec | 81508.46 | 11.8 | 0.00 | 0.00 | 0 | 0 | 45 | |||
| 6 Dec | 81709.12 | 11.8 | 0.00 | 0.00 | 49 | 0 | 45 | |||
| 5 Dec | 81765.86 | 11.8 | -21.15 | 12.55 | 49 | -1 | 45 | |||
| 4 Dec | 80956.33 | 32.95 | 0.00 | 0.00 | 0 | 0 | 46 | |||
| 3 Dec | 80845.75 | 32.95 | 1.55 | 15.85 | 1 | 1 | 46 | |||
| 2 Dec | 80248.08 | 31.4 | 16.58 | 45 | 45 | 45 | ||||
For Sensex - strike price 88100 expiring on 27DEC2024
Delta for 88100 CE is 0.00
Historical price for 88100 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 20.25, 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 45
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 20.25, 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 45
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 20.25, 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 45
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 20.25, 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 45
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 20.25, 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 45
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 20.25, which was 8.45 higher than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 45
On 12 Dec SENSEX was trading at 81289.96. The strike last trading price was 11.8, 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 11.8, 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 45
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 11.8, 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 45
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 11.8, 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 45
On 6 Dec SENSEX was trading at 81709.12. The strike last trading price was 11.8, 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 45
On 5 Dec SENSEX was trading at 81765.86. The strike last trading price was 11.8, which was -21.15 lower than the previous day. The implied volatity was 12.55, the open interest changed by -1 which decreased total open position to 45
On 4 Dec SENSEX was trading at 80956.33. The strike last trading price was 32.95, 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 46
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 32.95, which was 1.55 higher than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 46
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 31.4, which was lower than the previous day. The implied volatity was 16.58, the open interest changed by 45 which increased total open position to 45
| SENSEX 27DEC2024 88100 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 | 0 | 0 | |
For Sensex - strike price 88100 expiring on 27DEC2024
Delta for 88100 PE is 0.00
Historical price for 88100 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
