SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 82000 CE | ||||||||||
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Delta: 0.18
Vega: 19.30
Theta: -55.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 115.1 | 36.10 | 16.06 | 5,12,571 | 1,773 | 18,167 | |||
| 2 Dec | 80248.08 | 79 | 35.50 | 16.41 | 5,37,706 | 11,693 | 16,394 | |||
| 29 Nov | 79802.79 | 43.5 | 1.15 | 12.40 | 29,298 | 2,369 | 4,701 | |||
| 28 Nov | 79043.74 | 42.35 | -73.00 | 14.73 | 14,030 | 1,327 | 2,332 | |||
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| 27 Nov | 80234.08 | 115.35 | 2.75 | 11.80 | 3,766 | 540 | 1,005 | |||
| 26 Nov | 80004.06 | 112.6 | -85.40 | 12.10 | 747 | 439 | 465 | |||
| 25 Nov | 80109.85 | 198 | 13.39 | 46 | 26 | 26 | ||||
For Sensex - strike price 82000 expiring on 06DEC2024
Delta for 82000 CE is 0.18
Historical price for 82000 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 115.1, which was 36.10 higher than the previous day. The implied volatity was 16.06, the open interest changed by 1773 which increased total open position to 18167
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 79, which was 35.50 higher than the previous day. The implied volatity was 16.41, the open interest changed by 11693 which increased total open position to 16394
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 43.5, which was 1.15 higher than the previous day. The implied volatity was 12.40, the open interest changed by 2369 which increased total open position to 4701
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 42.35, which was -73.00 lower than the previous day. The implied volatity was 14.73, the open interest changed by 1327 which increased total open position to 2332
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 115.35, which was 2.75 higher than the previous day. The implied volatity was 11.80, the open interest changed by 540 which increased total open position to 1005
On 26 Nov SENSEX was trading at 80004.06. The strike last trading price was 112.6, which was -85.40 lower than the previous day. The implied volatity was 12.10, the open interest changed by 439 which increased total open position to 465
On 25 Nov SENSEX was trading at 80109.85. The strike last trading price was 198, which was lower than the previous day. The implied volatity was 13.39, the open interest changed by 26 which increased total open position to 26
| SENSEX 06DEC2024 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 22.92
Theta: -62.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 1304.55 | -453.15 | 20.87 | 2,251 | 253 | 693 |
| 2 Dec | 80248.08 | 1757.7 | -308.25 | 17.36 | 172 | 15 | 440 |
| 29 Nov | 79802.79 | 2065.95 | -567.15 | 11.07 | 369 | 362 | 425 |
| 28 Nov | 79043.74 | 2633.1 | 2633.10 | - | 67 | 63 | 63 |
| 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 82000 expiring on 06DEC2024
Delta for 82000 PE is -0.76
Historical price for 82000 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 1304.55, which was -453.15 lower than the previous day. The implied volatity was 20.87, the open interest changed by 253 which increased total open position to 693
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 1757.7, which was -308.25 lower than the previous day. The implied volatity was 17.36, the open interest changed by 15 which increased total open position to 440
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 2065.95, which was -567.15 lower than the previous day. The implied volatity was 11.07, the open interest changed by 362 which increased total open position to 425
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 2633.1, which was 2633.10 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 63
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
