SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 76000 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 | |||
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | 0 | 0 | ||||
For Sensex - strike price 76000 expiring on 06DEC2024
Delta for 76000 CE is 0.00
Historical price for 76000 CE is as follows
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 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 06DEC2024 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.72
Theta: -8.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 6.25 | -5.45 | 29.22 | 1,23,558 | 8,661 | 27,682 |
| 2 Dec | 80248.08 | 11.7 | -4.30 | 24.78 | 1,29,490 | 13,877 | 19,021 |
| 29 Nov | 79802.79 | 16 | -17.30 | 18.20 | 17,790 | 4,058 | 5,144 |
| 28 Nov | 79043.74 | 33.3 | 17.60 | 16.36 | 3,652 | 1,056 | 1,086 |
| 27 Nov | 80234.08 | 15.7 | 15.70 | 17.56 | 30 | 30 | 30 |
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 76000 expiring on 06DEC2024
Delta for 76000 PE is -0.01
Historical price for 76000 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 6.25, which was -5.45 lower than the previous day. The implied volatity was 29.22, the open interest changed by 8661 which increased total open position to 27682
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 11.7, which was -4.30 lower than the previous day. The implied volatity was 24.78, the open interest changed by 13877 which increased total open position to 19021
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 16, which was -17.30 lower than the previous day. The implied volatity was 18.20, the open interest changed by 4058 which increased total open position to 5144
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 33.3, which was 17.60 higher than the previous day. The implied volatity was 16.36, the open interest changed by 1056 which increased total open position to 1086
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 15.7, which was 15.70 higher than the previous day. The implied volatity was 17.56, the open interest changed by 30 which increased total open position to 30
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
