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Related Pages for SENSEX
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SENSEX
Sensex
80845.75 597.67 (0.74%)

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Historical option data for SENSEX

03 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 06DEC2024 81900 CE
Delta: 0.21
Vega: 20.85
Theta: -60.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 80845.75 136 49.45 16.16 1,33,288 517 4,122
2 Dec 80248.08 86.55 39.75 16.15 1,31,908 2,882 3,605
29 Nov 79802.79 46.8 -7.80 12.15 3,729 471 723
28 Nov 79043.74 54.6 -74.90 15.15 1,267 99 252
27 Nov 80234.08 129.5 -22.45 11.76 483 -42 153
26 Nov 80004.06 151.95 -49.05 12.88 226 194 195
25 Nov 80109.85 201 12.97 4 1 1

For Sensex - strike price 81900 expiring on 06DEC2024

Delta for 81900 CE is 0.21

Historical price for 81900 CE is as follows

On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 136, which was 49.45 higher than the previous day. The implied volatity was 16.16, the open interest changed by 517 which increased total open position to 4122


On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 86.55, which was 39.75 higher than the previous day. The implied volatity was 16.15, the open interest changed by 2882 which increased total open position to 3605


On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 46.8, which was -7.80 lower than the previous day. The implied volatity was 12.15, the open interest changed by 471 which increased total open position to 723


On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 54.6, which was -74.90 lower than the previous day. The implied volatity was 15.15, the open interest changed by 99 which increased total open position to 252


On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 129.5, which was -22.45 lower than the previous day. The implied volatity was 11.76, the open interest changed by -42 which decreased total open position to 153


On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 151.95, which was -49.05 lower than the previous day. The implied volatity was 12.88, the open interest changed by 194 which increased total open position to 195


On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 201, which was lower than the previous day. The implied volatity was 12.97, the open interest changed by 1 which increased total open position to 1


SENSEX 06DEC2024 81900 PE
Delta: -0.73
Vega: 24.05
Theta: -68.27
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 80845.75 1235.7 1235.70 21.14 563 482 482
2 Dec 80248.08 0 0.00 0.00 0 0 0
29 Nov 79802.79 0 0.00 0.00 0 0 0
28 Nov 79043.74 0 0.00 0.00 0 0 0
27 Nov 80234.08 0 0.00 0.00 0 0 0
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 81900 expiring on 06DEC2024

Delta for 81900 PE is -0.73

Historical price for 81900 PE is as follows

On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1235.7, which was 1235.70 higher than the previous day. The implied volatity was 21.14, the open interest changed by 482 which increased total open position to 482


On 2 Dec SENSEX was trading at 80248.08. 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 29 Nov SENSEX was trading at 79802.79. 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 28 Nov SENSEX was trading at 79043.74. 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 27 Nov SENSEX was trading at 80234.08. 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 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