SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 85000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.99
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 2.2 | -0.30 | 20.83 | 68,944 | 3,971 | 19,422 | |||
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| 2 Dec | 80248.08 | 2.5 | -0.65 | 20.64 | 57,777 | 12,912 | 15,451 | |||
| 29 Nov | 79802.79 | 3.15 | -5.70 | 17.20 | 4,249 | 2,435 | 2,539 | |||
| 28 Nov | 79043.74 | 8.85 | -5.85 | 20.60 | 337 | 102 | 104 | |||
| 27 Nov | 80234.08 | 14.7 | 16.87 | 2 | 2 | 2 | ||||
For Sensex - strike price 85000 expiring on 06DEC2024
Delta for 85000 CE is 0.00
Historical price for 85000 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 20.83, the open interest changed by 3971 which increased total open position to 19422
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 20.64, the open interest changed by 12912 which increased total open position to 15451
On 29 Nov SENSEX was trading at 79802.79. The strike last trading price was 3.15, which was -5.70 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2435 which increased total open position to 2539
On 28 Nov SENSEX was trading at 79043.74. The strike last trading price was 8.85, which was -5.85 lower than the previous day. The implied volatity was 20.60, the open interest changed by 102 which increased total open position to 104
On 27 Nov SENSEX was trading at 80234.08. The strike last trading price was 14.7, which was lower than the previous day. The implied volatity was 16.87, the open interest changed by 2 which increased total open position to 2
| SENSEX 06DEC2024 85000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| 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 85000 expiring on 06DEC2024
Delta for 85000 PE is 0.00
Historical price for 85000 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
