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[--[65.84.65.76]--]
SENSEX
Sensex

78199.11 234.12 (0.30%)

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Historical option data for SENSEX

07 Jan 2025 04:11 PM IST
SENSEX 07JAN2025 79500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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