SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 80600 CE | ||||||||||
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Delta: 0.60
Vega: 28.33
Theta: -96.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 688 | 201.00 | 17.74 | 2,73,811 | 6,909 | 12,197 | |||
| 2 Dec | 80248.08 | 487 | 197.00 | 18.18 | 1,66,849 | 4,071 | 5,288 | |||
| 29 Nov | 79802.79 | 290 | 44.30 | 12.50 | 10,051 | 789 | 1,217 | |||
| 28 Nov | 79043.74 | 245.7 | -322.60 | 15.71 | 2,350 | 290 | 428 | |||
| 27 Nov | 80234.08 | 568.3 | 71.60 | 12.89 | 695 | 63 | 138 | |||
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| 26 Nov | 80004.06 | 496.7 | -170.80 | 12.61 | 358 | 15 | 75 | |||
| 25 Nov | 80109.85 | 667.5 | 14.13 | 303 | 60 | 60 | ||||
For Sensex - strike price 80600 expiring on 06DEC2024
Delta for 80600 CE is 0.60
Historical price for 80600 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 688, which was 201.00 higher than the previous day. The implied volatity was 17.74, the open interest changed by 6909 which increased total open position to 12197
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 487, which was 197.00 higher than the previous day. The implied volatity was 18.18, the open interest changed by 4071 which increased total open position to 5288
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 290, which was 44.30 higher than the previous day. The implied volatity was 12.50, the open interest changed by 789 which increased total open position to 1217
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 245.7, which was -322.60 lower than the previous day. The implied volatity was 15.71, the open interest changed by 290 which increased total open position to 428
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 568.3, which was 71.60 higher than the previous day. The implied volatity was 12.89, the open interest changed by 63 which increased total open position to 138
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 496.7, which was -170.80 lower than the previous day. The implied volatity was 12.61, the open interest changed by 15 which increased total open position to 75
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 667.5, which was lower than the previous day. The implied volatity was 14.13, the open interest changed by 60 which increased total open position to 60
| SENSEX 06DEC2024 80600 PE | |||||||
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Delta: -0.42
Vega: 28.57
Theta: -90.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 470 | -238.00 | 21.03 | 2,37,026 | 11,521 | 12,361 |
| 2 Dec | 80248.08 | 708 | -231.40 | 16.88 | 8,731 | 798 | 840 |
| 29 Nov | 79802.79 | 939.4 | -447.15 | 12.66 | 169 | -14 | 42 |
| 28 Nov | 79043.74 | 1386.55 | 702.45 | 5.97 | 500 | -94 | 56 |
| 27 Nov | 80234.08 | 684.1 | 684.10 | 11.86 | 245 | 150 | 150 |
| 26 Nov | 80004.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 80109.85 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 80600 expiring on 06DEC2024
Delta for 80600 PE is -0.42
Historical price for 80600 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 470, which was -238.00 lower than the previous day. The implied volatity was 21.03, the open interest changed by 11521 which increased total open position to 12361
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 708, which was -231.40 lower than the previous day. The implied volatity was 16.88, the open interest changed by 798 which increased total open position to 840
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 939.4, which was -447.15 lower than the previous day. The implied volatity was 12.66, the open interest changed by -14 which decreased total open position to 42
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1386.55, which was 702.45 higher than the previous day. The implied volatity was 5.97, the open interest changed by -94 which decreased total open position to 56
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 684.1, which was 684.10 higher than the previous day. The implied volatity was 11.86, the open interest changed by 150 which increased total open position to 150
On 26 Nov SENSEX was trading at 80004.06. 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 25 Nov SENSEX was trading at 80109.85. 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
