SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:39 PM IST
| SENSEX 22NOV2024 73400 CE | ||||||||||
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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 | |||
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| 21 Nov | 77091.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 73400 expiring on 22NOV2024
Delta for 73400 CE is 0.00
Historical price for 73400 CE is as follows
On 21 Nov SENSEX was trading at 77091.95. 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 22NOV2024 73400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.77
Theta: -13.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77091.95 | 3.4 | 37.65 | 39,844 | 11,546 | 11,646 | |
For Sensex - strike price 73400 expiring on 22NOV2024
Delta for 73400 PE is -0.01
Historical price for 73400 PE is as follows
On 21 Nov SENSEX was trading at 77091.95. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was 37.65, the open interest changed by 11546 which increased total open position to 11646
