SENSEX
Sensex
Historical option data for SENSEX
20 Dec 2024 04:11 PM IST
| SENSEX 27DEC2024 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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| 20 Dec | 78041.59 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 73500 expiring on 27DEC2024
Delta for 73500 CE is 0.00
Historical price for 73500 CE is as follows
On 20 Dec SENSEX was trading at 78041.59. 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 27DEC2024 73500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 4.73
Theta: -6.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 78041.59 | 15 | 21.41 | 2,741 | 1,153 | 1,153 | |
For Sensex - strike price 73500 expiring on 27DEC2024
Delta for 73500 PE is -0.02
Historical price for 73500 PE is as follows
On 20 Dec SENSEX was trading at 78041.59. The strike last trading price was 15, which was lower than the previous day. The implied volatity was 21.41, the open interest changed by 1153 which increased total open position to 1153
