SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 80000 CE | ||||||||||
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Delta: 0.76
Vega: 22.95
Theta: -86.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 1105.45 | 281.45 | 18.23 | 58,484 | -4,011 | 10,948 | |||
| 2 Dec | 80248.08 | 824 | 264.00 | 19.22 | 4,72,801 | 9,716 | 14,959 | |||
| 29 Nov | 79802.79 | 560 | 145.25 | 13.20 | 66,266 | 1,375 | 5,243 | |||
| 28 Nov | 79043.74 | 414.75 | -491.35 | 15.79 | 23,076 | 2,929 | 3,868 | |||
| 27 Nov | 80234.08 | 906.1 | 106.10 | 13.34 | 5,696 | 317 | 939 | |||
| 26 Nov | 80004.06 | 800 | -184.75 | 12.95 | 3,836 | 109 | 622 | |||
| 25 Nov | 80109.85 | 984.75 | 984.75 | 14.41 | 1,799 | 513 | 513 | |||
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 80000 expiring on 06DEC2024
Delta for 80000 CE is 0.76
Historical price for 80000 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1105.45, which was 281.45 higher than the previous day. The implied volatity was 18.23, the open interest changed by -4011 which decreased total open position to 10948
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 824, which was 264.00 higher than the previous day. The implied volatity was 19.22, the open interest changed by 9716 which increased total open position to 14959
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 560, which was 145.25 higher than the previous day. The implied volatity was 13.20, the open interest changed by 1375 which increased total open position to 5243
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 414.75, which was -491.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 2929 which increased total open position to 3868
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 906.1, which was 106.10 higher than the previous day. The implied volatity was 13.34, the open interest changed by 317 which increased total open position to 939
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 800, which was -184.75 lower than the previous day. The implied volatity was 12.95, the open interest changed by 109 which increased total open position to 622
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 984.75, which was 984.75 higher than the previous day. The implied volatity was 14.41, the open interest changed by 513 which increased total open position to 513
On 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 19 Nov SENSEX was trading at 77578.38. 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 18 Nov SENSEX was trading at 77339.01. 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 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 24.82
Theta: -86.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 291.75 | -148.65 | 22.31 | 3,88,571 | 4,450 | 28,130 |
| 2 Dec | 80248.08 | 440.4 | -139.60 | 17.75 | 2,99,716 | 19,864 | 23,680 |
| 29 Nov | 79802.79 | 580 | -439.30 | 12.65 | 30,978 | 2,276 | 3,816 |
| 28 Nov | 79043.74 | 1019.3 | 588.70 | 11.54 | 11,927 | -22 | 1,540 |
| 27 Nov | 80234.08 | 430.6 | -197.05 | 12.42 | 6,467 | 1,010 | 1,562 |
| 26 Nov | 80004.06 | 627.65 | 12.85 | 13.91 | 2,788 | 96 | 552 |
| 25 Nov | 80109.85 | 614.8 | 614.80 | 14.05 | 2,437 | 456 | 456 |
| 22 Nov | 79117.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 80000 expiring on 06DEC2024
Delta for 80000 PE is -0.28
Historical price for 80000 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 291.75, which was -148.65 lower than the previous day. The implied volatity was 22.31, the open interest changed by 4450 which increased total open position to 28130
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 440.4, which was -139.60 lower than the previous day. The implied volatity was 17.75, the open interest changed by 19864 which increased total open position to 23680
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 580, which was -439.30 lower than the previous day. The implied volatity was 12.65, the open interest changed by 2276 which increased total open position to 3816
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1019.3, which was 588.70 higher than the previous day. The implied volatity was 11.54, the open interest changed by -22 which decreased total open position to 1540
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 430.6, which was -197.05 lower than the previous day. The implied volatity was 12.42, the open interest changed by 1010 which increased total open position to 1562
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 627.65, which was 12.85 higher than the previous day. The implied volatity was 13.91, the open interest changed by 96 which increased total open position to 552
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 614.8, which was 614.80 higher than the previous day. The implied volatity was 14.05, the open interest changed by 456 which increased total open position to 456
On 22 Nov SENSEX was trading at 79117.11. 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 21 Nov SENSEX was trading at 77155.79. 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 19 Nov SENSEX was trading at 77578.38. 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 18 Nov SENSEX was trading at 77339.01. 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
