SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 80100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 23.70
Theta: -85.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 1012.25 | 261.50 | 17.42 | 21,726 | -1,215 | 2,704 | |||
| 2 Dec | 80248.08 | 750.75 | 242.40 | 18.71 | 2,10,409 | 3,074 | 3,919 | |||
| 29 Nov | 79802.79 | 508.35 | 118.55 | 13.09 | 6,627 | 211 | 845 | |||
| 28 Nov | 79043.74 | 389.8 | -466.45 | 15.97 | 3,167 | 501 | 634 | |||
| 27 Nov | 80234.08 | 856.25 | 100.50 | 13.52 | 1,926 | -31 | 133 | |||
| 26 Nov | 80004.06 | 755.75 | -177.10 | 13.12 | 720 | 12 | 164 | |||
| 25 Nov | 80109.85 | 932.85 | 932.85 | 14.47 | 492 | 152 | 152 | |||
| 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 80100 expiring on 06DEC2024
Delta for 80100 CE is 0.74
Historical price for 80100 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1012.25, which was 261.50 higher than the previous day. The implied volatity was 17.42, the open interest changed by -1215 which decreased total open position to 2704
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 750.75, which was 242.40 higher than the previous day. The implied volatity was 18.71, the open interest changed by 3074 which increased total open position to 3919
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 508.35, which was 118.55 higher than the previous day. The implied volatity was 13.09, the open interest changed by 211 which increased total open position to 845
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 389.8, which was -466.45 lower than the previous day. The implied volatity was 15.97, the open interest changed by 501 which increased total open position to 634
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 856.25, which was 100.50 higher than the previous day. The implied volatity was 13.52, the open interest changed by -31 which decreased total open position to 133
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 755.75, which was -177.10 lower than the previous day. The implied volatity was 13.12, the open interest changed by 12 which increased total open position to 164
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 932.85, which was 932.85 higher than the previous day. The implied volatity was 14.47, the open interest changed by 152 which increased total open position to 152
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 80100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 25.48
Theta: -85.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 306 | -175.50 | 21.69 | 1,41,133 | -69 | 5,255 |
| 2 Dec | 80248.08 | 481.5 | -140.60 | 17.70 | 91,235 | 4,910 | 5,324 |
| 29 Nov | 79802.79 | 622.1 | -455.35 | 12.41 | 1,951 | 187 | 414 |
| 28 Nov | 79043.74 | 1077.45 | 591.20 | 11.15 | 1,370 | -81 | 227 |
| 27 Nov | 80234.08 | 486.25 | -211.50 | 12.73 | 904 | 82 | 308 |
| 26 Nov | 80004.06 | 697.75 | 28.70 | 14.36 | 885 | 138 | 226 |
| 25 Nov | 80109.85 | 669.05 | 669.05 | 14.23 | 313 | 88 | 88 |
| 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 80100 expiring on 06DEC2024
Delta for 80100 PE is -0.30
Historical price for 80100 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 306, which was -175.50 lower than the previous day. The implied volatity was 21.69, the open interest changed by -69 which decreased total open position to 5255
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 481.5, which was -140.60 lower than the previous day. The implied volatity was 17.70, the open interest changed by 4910 which increased total open position to 5324
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 622.1, which was -455.35 lower than the previous day. The implied volatity was 12.41, the open interest changed by 187 which increased total open position to 414
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1077.45, which was 591.20 higher than the previous day. The implied volatity was 11.15, the open interest changed by -81 which decreased total open position to 227
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 486.25, which was -211.50 lower than the previous day. The implied volatity was 12.73, the open interest changed by 82 which increased total open position to 308
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 697.75, which was 28.70 higher than the previous day. The implied volatity was 14.36, the open interest changed by 138 which increased total open position to 226
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 669.05, which was 669.05 higher than the previous day. The implied volatity was 14.23, the open interest changed by 88 which increased total open position to 88
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
