SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 89700 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 | 4.05 | 0.00 | 0.00 | 16 | 0 | 27 | |||
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| 19 Dec | 79218.05 | 4.05 | -1.30 | 30.56 | 16 | 7 | 27 | |||
| 18 Dec | 80182.20 | 5.35 | 0.25 | 26.94 | 1 | 0 | 20 | |||
| 17 Dec | 80684.45 | 5.1 | 2.45 | 24.07 | 1 | 1 | 20 | |||
| 16 Dec | 81748.57 | 2.65 | -2.40 | 18.92 | 42 | -33 | 19 | |||
| 13 Dec | 82133.12 | 5.05 | -23.70 | 16.96 | 104 | -2 | 52 | |||
| 11 Dec | 81526.14 | 28.75 | 0.00 | 0.00 | 1 | 0 | 54 | |||
| 10 Dec | 81510.05 | 28.75 | 1.35 | 20.66 | 1 | 1 | 54 | |||
| 9 Dec | 81508.46 | 27.4 | 19.89 | 53 | 53 | 53 | ||||
For Sensex - strike price 89700 expiring on 27DEC2024
Delta for 89700 CE is 0.00
Historical price for 89700 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 4.05, 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 27
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 4.05, which was -1.30 lower than the previous day. The implied volatity was 30.56, the open interest changed by 7 which increased total open position to 27
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 5.35, which was 0.25 higher than the previous day. The implied volatity was 26.94, the open interest changed by 0 which decreased total open position to 20
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 5.1, which was 2.45 higher than the previous day. The implied volatity was 24.07, the open interest changed by 1 which increased total open position to 20
On 16 Dec SENSEX was trading at 81748.57. The strike last trading price was 2.65, which was -2.40 lower than the previous day. The implied volatity was 18.92, the open interest changed by -33 which decreased total open position to 19
On 13 Dec SENSEX was trading at 82133.12. The strike last trading price was 5.05, which was -23.70 lower than the previous day. The implied volatity was 16.96, the open interest changed by -2 which decreased total open position to 52
On 11 Dec SENSEX was trading at 81526.14. The strike last trading price was 28.75, 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 54
On 10 Dec SENSEX was trading at 81510.05. The strike last trading price was 28.75, which was 1.35 higher than the previous day. The implied volatity was 20.66, the open interest changed by 1 which increased total open position to 54
On 9 Dec SENSEX was trading at 81508.46. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was 19.89, the open interest changed by 53 which increased total open position to 53
| SENSEX 27DEC2024 89700 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 |
| 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 | 0 | 0 | |
For Sensex - strike price 89700 expiring on 27DEC2024
Delta for 89700 PE is 0.00
Historical price for 89700 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
