SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 78900 CE | ||||||||||
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Delta: 0.97
Vega: 5.19
Theta: -33.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 2024.05 | 359.05 | 15.01 | 85 | 9 | 258 | |||
| 2 Dec | 80248.08 | 1665 | 382.50 | 22.17 | 666 | 59 | 249 | |||
| 29 Nov | 79802.79 | 1282.5 | 319.20 | 14.11 | 734 | 94 | 190 | |||
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| 28 Nov | 79043.74 | 963.3 | 963.30 | 17.07 | 141 | 96 | 96 | |||
| 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 78900 expiring on 06DEC2024
Delta for 78900 CE is 0.97
Historical price for 78900 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2024.05, which was 359.05 higher than the previous day. The implied volatity was 15.01, the open interest changed by 9 which increased total open position to 258
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1665, which was 382.50 higher than the previous day. The implied volatity was 22.17, the open interest changed by 59 which increased total open position to 249
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 1282.5, which was 319.20 higher than the previous day. The implied volatity was 14.11, the open interest changed by 94 which increased total open position to 190
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 963.3, which was 963.30 higher than the previous day. The implied volatity was 17.07, the open interest changed by 96 which increased total open position to 96
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 78900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 14.97
Theta: -57.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 110 | -70.00 | 24.27 | 89,646 | 1,439 | 5,039 |
| 2 Dec | 80248.08 | 180 | -37.75 | 20.04 | 86,953 | 2,900 | 3,600 |
| 29 Nov | 79802.79 | 217.75 | -247.50 | 13.80 | 5,583 | 387 | 700 |
| 28 Nov | 79043.74 | 465.25 | 291.40 | 13.11 | 2,332 | 105 | 313 |
| 27 Nov | 80234.08 | 173.85 | -119.45 | 13.71 | 396 | 142 | 208 |
| 26 Nov | 80004.06 | 293.3 | 293.30 | 14.94 | 197 | 66 | 66 |
| 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 78900 expiring on 06DEC2024
Delta for 78900 PE is -0.12
Historical price for 78900 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 110, which was -70.00 lower than the previous day. The implied volatity was 24.27, the open interest changed by 1439 which increased total open position to 5039
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 180, which was -37.75 lower than the previous day. The implied volatity was 20.04, the open interest changed by 2900 which increased total open position to 3600
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 217.75, which was -247.50 lower than the previous day. The implied volatity was 13.80, the open interest changed by 387 which increased total open position to 700
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 465.25, which was 291.40 higher than the previous day. The implied volatity was 13.11, the open interest changed by 105 which increased total open position to 313
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 173.85, which was -119.45 lower than the previous day. The implied volatity was 13.71, the open interest changed by 142 which increased total open position to 208
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 293.3, which was 293.30 higher than the previous day. The implied volatity was 14.94, the open interest changed by 66 which increased total open position to 66
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
