SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 80700 CE | ||||||||||
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Delta: 0.57
Vega: 28.79
Theta: -97.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 630 | 196.50 | 17.72 | 4,07,652 | 2,069 | 6,393 | |||
| 2 Dec | 80248.08 | 433.5 | 171.75 | 17.81 | 1,44,711 | 3,783 | 4,324 | |||
| 29 Nov | 79802.79 | 261.75 | 39.95 | 12.56 | 5,110 | 150 | 541 | |||
| 28 Nov | 79043.74 | 221.8 | -294.55 | 15.65 | 2,772 | 237 | 391 | |||
| 27 Nov | 80234.08 | 516.35 | 54.95 | 12.74 | 722 | 121 | 154 | |||
| 26 Nov | 80004.06 | 461.4 | -18.60 | 12.69 | 338 | -30 | 33 | |||
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| 25 Nov | 80109.85 | 480 | 11.49 | 394 | 63 | 63 | ||||
For Sensex - strike price 80700 expiring on 06DEC2024
Delta for 80700 CE is 0.57
Historical price for 80700 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 630, which was 196.50 higher than the previous day. The implied volatity was 17.72, the open interest changed by 2069 which increased total open position to 6393
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 433.5, which was 171.75 higher than the previous day. The implied volatity was 17.81, the open interest changed by 3783 which increased total open position to 4324
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 261.75, which was 39.95 higher than the previous day. The implied volatity was 12.56, the open interest changed by 150 which increased total open position to 541
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 221.8, which was -294.55 lower than the previous day. The implied volatity was 15.65, the open interest changed by 237 which increased total open position to 391
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 516.35, which was 54.95 higher than the previous day. The implied volatity was 12.74, the open interest changed by 121 which increased total open position to 154
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 461.4, which was -18.60 lower than the previous day. The implied volatity was 12.69, the open interest changed by -30 which decreased total open position to 33
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 480, which was lower than the previous day. The implied volatity was 11.49, the open interest changed by 63 which increased total open position to 63
| SENSEX 06DEC2024 80700 PE | |||||||
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Delta: -0.44
Vega: 28.90
Theta: -91.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 512 | -263.00 | 20.98 | 3,53,593 | 5,385 | 6,117 |
| 2 Dec | 80248.08 | 775 | -215.00 | 17.13 | 3,037 | 693 | 732 |
| 29 Nov | 79802.79 | 990 | -574.65 | 12.18 | 83 | 0 | 39 |
| 28 Nov | 79043.74 | 1564.65 | 840.40 | 11.10 | 290 | -113 | 39 |
| 27 Nov | 80234.08 | 724.25 | 724.25 | 11.54 | 261 | 152 | 152 |
| 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 80700 expiring on 06DEC2024
Delta for 80700 PE is -0.44
Historical price for 80700 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 512, which was -263.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by 5385 which increased total open position to 6117
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 775, which was -215.00 lower than the previous day. The implied volatity was 17.13, the open interest changed by 693 which increased total open position to 732
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 990, which was -574.65 lower than the previous day. The implied volatity was 12.18, the open interest changed by 0 which decreased total open position to 39
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 1564.65, which was 840.40 higher than the previous day. The implied volatity was 11.10, the open interest changed by -113 which decreased total open position to 39
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 724.25, which was 724.25 higher than the previous day. The implied volatity was 11.54, the open interest changed by 152 which increased total open position to 152
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
