SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 73500 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 | 77155.79 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 73500 expiring on 22NOV2024
Delta for 73500 CE is 0.00
Historical price for 73500 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. 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 73500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.61
Theta: -11.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.5 | 36.71 | 1,38,317 | 24,673 | 27,345 | |
For Sensex - strike price 73500 expiring on 22NOV2024
Delta for 73500 PE is -0.01
Historical price for 73500 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 36.71, the open interest changed by 24673 which increased total open position to 27345
