SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 76500 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 | |||
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| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 80248.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 76500 expiring on 06DEC2024
Delta for 76500 CE is 0.00
Historical price for 76500 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 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.42
Theta: -11.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 9.2 | -10.25 | 27.90 | 1,03,152 | 6,050 | 17,692 |
| 2 Dec | 80248.08 | 19.45 | -10.55 | 24.06 | 1,08,563 | 9,145 | 11,642 |
| 29 Nov | 79802.79 | 30 | -27.45 | 18.04 | 14,403 | 2,387 | 2,497 |
| 28 Nov | 79043.74 | 57.45 | 57.45 | 16.02 | 173 | 110 | 110 |
| 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 76500 expiring on 06DEC2024
Delta for 76500 PE is -0.01
Historical price for 76500 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 9.2, which was -10.25 lower than the previous day. The implied volatity was 27.90, the open interest changed by 6050 which increased total open position to 17692
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 19.45, which was -10.55 lower than the previous day. The implied volatity was 24.06, the open interest changed by 9145 which increased total open position to 11642
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 30, which was -27.45 lower than the previous day. The implied volatity was 18.04, the open interest changed by 2387 which increased total open position to 2497
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 57.45, which was 57.45 higher than the previous day. The implied volatity was 16.02, the open interest changed by 110 which increased total open position to 110
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
