SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 73700 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 73700 expiring on 22NOV2024
Delta for 73700 CE is 0.00
Historical price for 73700 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 73700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.61
Theta: -10.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.35 | -2.15 | 34.64 | 29,878 | 2,925 | 4,056 |
| 19 Nov | 77578.38 | 4.5 | 0.50 | 23.99 | 6,423 | 914 | 1,131 |
| 18 Nov | 77339.01 | 4 | 19.51 | 3,681 | 217 | 217 | |
For Sensex - strike price 73700 expiring on 22NOV2024
Delta for 73700 PE is -0.01
Historical price for 73700 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.35, which was -2.15 lower than the previous day. The implied volatity was 34.64, the open interest changed by 2925 which increased total open position to 4056
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 23.99, the open interest changed by 914 which increased total open position to 1131
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 19.51, the open interest changed by 217 which increased total open position to 217
