SENSEX
Sensex
Historical option data for SENSEX
03 Dec 2024 04:11 PM IST
| SENSEX 06DEC2024 85100 CE | ||||||||||
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Delta: 0.00
Vega: 1.00
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 80845.75 | 2.3 | -0.45 | 21.37 | 9,657 | 863 | 1,113 | |||
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| 2 Dec | 80248.08 | 2.75 | 21.24 | 958 | 250 | 250 | ||||
For Sensex - strike price 85100 expiring on 06DEC2024
Delta for 85100 CE is 0.00
Historical price for 85100 CE is as follows
On 3 Dec SENSEX was trading at 80845.75. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 21.37, the open interest changed by 863 which increased total open position to 1113
On 2 Dec SENSEX was trading at 80248.08. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 21.24, the open interest changed by 250 which increased total open position to 250
| SENSEX 06DEC2024 85100 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 | 0 | 0 | |
For Sensex - strike price 85100 expiring on 06DEC2024
Delta for 85100 PE is 0.00
Historical price for 85100 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
