SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 89800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.87
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 78041.59 | 2.95 | -1.20 | 35.50 | 4 | -4 | 4 | |||
| 19 Dec | 79218.05 | 4.15 | 0.00 | 0.00 | 0 | 0 | 8 | |||
| 18 Dec | 80182.20 | 4.15 | 0.00 | 0.00 | 10 | 0 | 8 | |||
| 17 Dec | 80684.45 | 4.15 | 23.77 | 10 | 8 | 8 | ||||
For Sensex - strike price 89800 expiring on 27DEC2024
Delta for 89800 CE is 0.00
Historical price for 89800 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 2.95, which was -1.20 lower than the previous day. The implied volatity was 35.50, the open interest changed by -4 which decreased total open position to 4
On 19 Dec SENSEX was trading at 79218.05. The strike last trading price was 4.15, 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 8
On 18 Dec SENSEX was trading at 80182.20. The strike last trading price was 4.15, 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 8
On 17 Dec SENSEX was trading at 80684.45. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was 23.77, the open interest changed by 8 which increased total open position to 8
| SENSEX 27DEC2024 89800 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 |
| 20 Dec | 78041.59 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 79218.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 80182.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 80684.45 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 89800 expiring on 27DEC2024
Delta for 89800 PE is 0.00
Historical price for 89800 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. 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 19 Dec SENSEX was trading at 79218.05. 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 18 Dec SENSEX was trading at 80182.20. 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 17 Dec SENSEX was trading at 80684.45. 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
