SENSEX
Sensex
Historical option data for SENSEX
07 Jan 2025 04:11 PM IST
SENSEX 07JAN2025 82400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 78199.11 | 0.1 | -1.40 | - | 27,705 | -1,443 | 1,389 | |||
6 Jan | 77964.99 | 1.5 | -0.25 | 38.49 | 31,654 | 2,673 | 2,832 | |||
|
||||||||||
3 Jan | 79223.11 | 1.75 | -19.25 | 14.07 | 836 | 159 | 159 | |||
2 Jan | 79943.71 | 21 | 21.00 | 14.03 | 18 | 0 | 0 | |||
1 Jan | 78507.41 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82400 expiring on 07JAN2025
Delta for 82400 CE is -
Historical price for 82400 CE is as follows
On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 0.1, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -1443 which decreased total open position to 1389
On 6 Jan SENSEX was trading at 77964.99. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 38.49, the open interest changed by 2673 which increased total open position to 2832
On 3 Jan SENSEX was trading at 79223.11. The strike last trading price was 1.75, which was -19.25 lower than the previous day. The implied volatity was 14.07, the open interest changed by 159 which increased total open position to 159
On 2 Jan SENSEX was trading at 79943.71. The strike last trading price was 21, which was 21.00 higher than the previous day. The implied volatity was 14.03, the open interest changed by 0 which decreased total open position to 0
On 1 Jan SENSEX was trading at 78507.41. 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
SENSEX 07JAN2025 82400 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 78199.11 | 3000 | 3000.00 | - | 25 | 25 | 25 |
6 Jan | 77964.99 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 79223.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 79943.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 78507.41 | 0 | 0.00 | 0 | 0 | 0 |
For Sensex - strike price 82400 expiring on 07JAN2025
Delta for 82400 PE is -
Historical price for 82400 PE is as follows
On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 3000, which was 3000.00 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 25
On 6 Jan SENSEX was trading at 77964.99. 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 3 Jan SENSEX was trading at 79223.11. 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 2 Jan SENSEX was trading at 79943.71. 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 1 Jan SENSEX was trading at 78507.41. 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