SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 82800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 8.62
Theta: -24.62
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 29.95 | 8.95 | 16.22 | 1,25,864 | 5,922 | 8,882 | |||
| 2 Dec | 80248.08 | 21 | 1.00 | 16.26 | 43,436 | 2,948 | 2,960 | |||
|
|
||||||||||
| 29 Nov | 79802.79 | 20 | 20.00 | 13.74 | 21 | 12 | 12 | |||
| 28 Nov | 79043.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 80234.08 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 82800 expiring on 06DEC2024
Delta for 82800 CE is 0.06
Historical price for 82800 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 29.95, which was 8.95 higher than the previous day. The implied volatity was 16.22, the open interest changed by 5922 which increased total open position to 8882
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 21, which was 1.00 higher than the previous day. The implied volatity was 16.26, the open interest changed by 2948 which increased total open position to 2960
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was 13.74, the open interest changed by 12 which increased total open position to 12
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 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 06DEC2024 82800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 80845.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 | |
For Sensex - strike price 82800 expiring on 06DEC2024
Delta for 82800 PE is 0.00
Historical price for 82800 PE is as follows
On 3 Dec SENSEX was trading at 80845.75. 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
