SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 81100 CE | ||||||||||
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Delta: 0.44
Vega: 28.92
Theta: -91.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 410.25 | 134.25 | 17.04 | 2,08,143 | 1,033 | 4,455 | |||
| 2 Dec | 80248.08 | 276 | 120.25 | 17.22 | 1,11,233 | 2,553 | 3,422 | |||
| 29 Nov | 79802.79 | 155.75 | 10.10 | 12.33 | 5,693 | 552 | 869 | |||
| 28 Nov | 79043.74 | 145.65 | -199.00 | 15.49 | 1,929 | 203 | 317 | |||
| 27 Nov | 80234.08 | 344.65 | 35.40 | 12.32 | 432 | 38 | 114 | |||
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| 26 Nov | 80004.06 | 309.25 | -138.90 | 12.35 | 325 | 24 | 76 | |||
| 25 Nov | 80109.85 | 448.15 | 13.71 | 254 | 52 | 52 | ||||
For Sensex - strike price 81100 expiring on 06DEC2024
Delta for 81100 CE is 0.44
Historical price for 81100 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 410.25, which was 134.25 higher than the previous day. The implied volatity was 17.04, the open interest changed by 1033 which increased total open position to 4455
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 276, which was 120.25 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2553 which increased total open position to 3422
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 155.75, which was 10.10 higher than the previous day. The implied volatity was 12.33, the open interest changed by 552 which increased total open position to 869
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 145.65, which was -199.00 lower than the previous day. The implied volatity was 15.49, the open interest changed by 203 which increased total open position to 317
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 344.65, which was 35.40 higher than the previous day. The implied volatity was 12.32, the open interest changed by 38 which increased total open position to 114
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 309.25, which was -138.90 lower than the previous day. The implied volatity was 12.35, the open interest changed by 24 which increased total open position to 76
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 448.15, which was lower than the previous day. The implied volatity was 13.71, the open interest changed by 52 which increased total open position to 52
| SENSEX 06DEC2024 81100 PE | |||||||
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Delta: -0.55
Vega: 29.03
Theta: -88.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 707.65 | -324.40 | 20.83 | 31,366 | 1,353 | 1,438 |
| 2 Dec | 80248.08 | 1032.05 | 49.80 | 16.97 | 380 | 81 | 85 |
| 29 Nov | 79802.79 | 982.25 | 0.00 | 0.00 | 0 | 0 | 4 |
| 28 Nov | 79043.74 | 982.25 | 0.00 | 0.00 | 0 | 0 | 4 |
| 27 Nov | 80234.08 | 982.25 | -1050.70 | 11.70 | 21 | 3 | 4 |
| 26 Nov | 80004.06 | 2032.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 25 Nov | 80109.85 | 2032.95 | 29.30 | 1 | 1 | 1 | |
For Sensex - strike price 81100 expiring on 06DEC2024
Delta for 81100 PE is -0.55
Historical price for 81100 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 707.65, which was -324.40 lower than the previous day. The implied volatity was 20.83, the open interest changed by 1353 which increased total open position to 1438
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1032.05, which was 49.80 higher than the previous day. The implied volatity was 16.97, the open interest changed by 81 which increased total open position to 85
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 982.25, 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 4
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 982.25, 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 4
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 982.25, which was -1050.70 lower than the previous day. The implied volatity was 11.70, the open interest changed by 3 which increased total open position to 4
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 2032.95, 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 1
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 2032.95, which was lower than the previous day. The implied volatity was 29.30, the open interest changed by 1 which increased total open position to 1
