SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 73600 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 | |||
| 21 Nov | 77155.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 73600 expiring on 22NOV2024
Delta for 73600 CE is 0.00
Historical price for 73600 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. 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 Nov SENSEX was trading at 77578.38. 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 Nov SENSEX was trading at 77339.01. 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 73600 PE | |||||||
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Delta: -0.01
Vega: 0.87
Theta: -16.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 3.95 | 1.75 | 37.75 | 50,053 | 1,977 | 9,487 |
| 19 Nov | 77578.38 | 2.2 | -0.50 | 22.62 | 32,790 | 3,047 | 7,510 |
| 18 Nov | 77339.01 | 2.7 | 19.09 | 32,485 | 4,463 | 4,463 | |
For Sensex - strike price 73600 expiring on 22NOV2024
Delta for 73600 PE is -0.01
Historical price for 73600 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 3.95, which was 1.75 higher than the previous day. The implied volatity was 37.75, the open interest changed by 1977 which increased total open position to 9487
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2.2, which was -0.50 lower than the previous day. The implied volatity was 22.62, the open interest changed by 3047 which increased total open position to 7510
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was 19.09, the open interest changed by 4463 which increased total open position to 4463
