SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 78300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 2598.4 | 360.85 | - | 9 | 0 | 13 | |||
| 2 Dec | 80248.08 | 2237.55 | 2237.55 | 26.20 | 18 | 13 | 13 | |||
| 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 | 0 | 0 | ||||
For Sensex - strike price 78300 expiring on 06DEC2024
Delta for 78300 CE is -
Historical price for 78300 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2598.4, which was 360.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 2237.55, which was 2237.55 higher than the previous day. The implied volatity was 26.20, the open interest changed by 13 which increased total open position to 13
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 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 78300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 9.95
Theta: -39.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 58 | -50.00 | 24.88 | 73,116 | 1,963 | 4,394 |
| 2 Dec | 80248.08 | 108 | -14.10 | 21.23 | 61,747 | 1,783 | 2,431 |
| 29 Nov | 79802.79 | 122.1 | -162.65 | 14.52 | 4,195 | 381 | 648 |
| 28 Nov | 79043.74 | 284.75 | 284.75 | 13.82 | 696 | 267 | 267 |
| 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 | 0 | 0 | |
For Sensex - strike price 78300 expiring on 06DEC2024
Delta for 78300 PE is -0.07
Historical price for 78300 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 58, which was -50.00 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1963 which increased total open position to 4394
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 108, which was -14.10 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1783 which increased total open position to 2431
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 122.1, which was -162.65 lower than the previous day. The implied volatity was 14.52, the open interest changed by 381 which increased total open position to 648
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 284.75, which was 284.75 higher than the previous day. The implied volatity was 13.82, the open interest changed by 267 which increased total open position to 267
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
