SENSEX
Sensex
Historical option data for SENSEX
07 Jan 2025 04:11 PM IST
SENSEX 07JAN2025 79500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 78199.11 | 0.05 | -43.85 | - | 27,11,419 | -10,216 | 46,294 | |||
6 Jan | 77964.99 | 43.9 | -217.10 | 26.98 | 15,84,211 | 36,614 | 56,142 | |||
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3 Jan | 79223.11 | 261 | -552.00 | 10.51 | 1,06,216 | 17,436 | 19,528 | |||
2 Jan | 79943.71 | 813 | 464.80 | 13.12 | 13,519 | 1,262 | 2,092 | |||
1 Jan | 78507.41 | 348.2 | 17.24 | 2,893 | 128 | 830 |
For Sensex - strike price 79500 expiring on 07JAN2025
Delta for 79500 CE is -
Historical price for 79500 CE is as follows
On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 0.05, which was -43.85 lower than the previous day. The implied volatity was -, the open interest changed by -10216 which decreased total open position to 46294
On 6 Jan SENSEX was trading at 77964.99. The strike last trading price was 43.9, which was -217.10 lower than the previous day. The implied volatity was 26.98, the open interest changed by 36614 which increased total open position to 56142
On 3 Jan SENSEX was trading at 79223.11. The strike last trading price was 261, which was -552.00 lower than the previous day. The implied volatity was 10.51, the open interest changed by 17436 which increased total open position to 19528
On 2 Jan SENSEX was trading at 79943.71. The strike last trading price was 813, which was 464.80 higher than the previous day. The implied volatity was 13.12, the open interest changed by 1262 which increased total open position to 2092
On 1 Jan SENSEX was trading at 78507.41. The strike last trading price was 348.2, which was lower than the previous day. The implied volatity was 17.24, the open interest changed by 128 which increased total open position to 830
SENSEX 07JAN2025 79500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 78199.11 | 1303.65 | -185.40 | - | 6,528 | -2,928 | 2,172 |
6 Jan | 77964.99 | 1489.05 | 924.05 | - | 2,14,027 | -9,191 | 4,143 |
3 Jan | 79223.11 | 565 | 230.05 | 14.02 | 90,659 | 10,472 | 13,334 |
2 Jan | 79943.71 | 334.95 | 334.95 | 15.30 | 10,608 | 2,862 | 2,862 |
1 Jan | 78507.41 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 79500 expiring on 07JAN2025
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 1303.65, which was -185.40 lower than the previous day. The implied volatity was -, the open interest changed by -2928 which decreased total open position to 2172
On 6 Jan SENSEX was trading at 77964.99. The strike last trading price was 1489.05, which was 924.05 higher than the previous day. The implied volatity was -, the open interest changed by -9191 which decreased total open position to 4143
On 3 Jan SENSEX was trading at 79223.11. The strike last trading price was 565, which was 230.05 higher than the previous day. The implied volatity was 14.02, the open interest changed by 10472 which increased total open position to 13334
On 2 Jan SENSEX was trading at 79943.71. The strike last trading price was 334.95, which was 334.95 higher than the previous day. The implied volatity was 15.30, the open interest changed by 2862 which increased total open position to 2862
On 1 Jan SENSEX was trading at 78507.41. 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