SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 80300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 26.18
Theta: -94.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 891 | 250.85 | 18.21 | 1,94,406 | -3,028 | 4,924 | |||
| 2 Dec | 80248.08 | 640.15 | 229.15 | 18.58 | 2,19,194 | 6,618 | 7,952 | |||
| 29 Nov | 79802.79 | 411 | 85.40 | 12.82 | 6,979 | 486 | 1,334 | |||
| 28 Nov | 79043.74 | 325.6 | -404.40 | 15.84 | 5,267 | 382 | 848 | |||
| 27 Nov | 80234.08 | 730 | 76.20 | 13.19 | 1,564 | 359 | 466 | |||
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| 26 Nov | 80004.06 | 653.8 | -1996.05 | 13.08 | 397 | 105 | 107 | |||
| 25 Nov | 80109.85 | 2649.85 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 22 Nov | 79117.11 | 2649.85 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 21 Nov | 77155.79 | 2649.85 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 19 Nov | 77578.38 | 2649.85 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 18 Nov | 77339.01 | 2649.85 | 0.00 | 0 | 0 | 2 | ||||
For Sensex - strike price 80300 expiring on 06DEC2024
Delta for 80300 CE is 0.68
Historical price for 80300 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 891, which was 250.85 higher than the previous day. The implied volatity was 18.21, the open interest changed by -3028 which decreased total open position to 4924
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 640.15, which was 229.15 higher than the previous day. The implied volatity was 18.58, the open interest changed by 6618 which increased total open position to 7952
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 411, which was 85.40 higher than the previous day. The implied volatity was 12.82, the open interest changed by 486 which increased total open position to 1334
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 325.6, which was -404.40 lower than the previous day. The implied volatity was 15.84, the open interest changed by 382 which increased total open position to 848
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 730, which was 76.20 higher than the previous day. The implied volatity was 13.19, the open interest changed by 359 which increased total open position to 466
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 653.8, which was -1996.05 lower than the previous day. The implied volatity was 13.08, the open interest changed by 105 which increased total open position to 107
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 2649.85, 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 2
On 22 Nov SENSEX was trading at 79117.11. The strike last trading price was 2649.85, 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 2
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2649.85, 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 2
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2649.85, 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 2
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2649.85, 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 2
| SENSEX 06DEC2024 80300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 26.95
Theta: -88.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 364 | -203.00 | 21.39 | 3,10,042 | 4,966 | 9,975 |
| 2 Dec | 80248.08 | 567 | -171.80 | 17.46 | 92,167 | 4,705 | 5,009 |
| 29 Nov | 79802.79 | 738.8 | -510.25 | 12.46 | 1,242 | -19 | 304 |
| 28 Nov | 79043.74 | 1249.05 | 728.05 | 11.65 | 2,384 | -468 | 323 |
| 27 Nov | 80234.08 | 521 | -247.35 | 11.64 | 2,116 | 671 | 791 |
| 26 Nov | 80004.06 | 768.35 | 56.75 | 13.81 | 319 | 11 | 120 |
| 25 Nov | 80109.85 | 711.6 | 711.60 | 13.29 | 866 | 109 | 109 |
| 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 80300 expiring on 06DEC2024
Delta for 80300 PE is -0.34
Historical price for 80300 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 364, which was -203.00 lower than the previous day. The implied volatity was 21.39, the open interest changed by 4966 which increased total open position to 9975
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 567, which was -171.80 lower than the previous day. The implied volatity was 17.46, the open interest changed by 4705 which increased total open position to 5009
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 738.8, which was -510.25 lower than the previous day. The implied volatity was 12.46, the open interest changed by -19 which decreased total open position to 304
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1249.05, which was 728.05 higher than the previous day. The implied volatity was 11.65, the open interest changed by -468 which decreased total open position to 323
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 521, which was -247.35 lower than the previous day. The implied volatity was 11.64, the open interest changed by 671 which increased total open position to 791
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 768.35, which was 56.75 higher than the previous day. The implied volatity was 13.81, the open interest changed by 11 which increased total open position to 120
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 711.6, which was 711.60 higher than the previous day. The implied volatity was 13.29, the open interest changed by 109 which increased total open position to 109
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
