SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:11 PM IST
| SENSEX 22NOV2024 73800 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 | 77111.81 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 73800 expiring on 22NOV2024
Delta for 73800 CE is 0.00
Historical price for 73800 CE is as follows
On 21 Nov SENSEX was trading at 77111.81. 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 73800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.13
Theta: -18.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.81 | 5.15 | 1.15 | 35.61 | 22,203 | 1,290 | 2,229 |
| 19 Nov | 77578.38 | 4 | -1.45 | 23.11 | 5,458 | 596 | 939 |
| 18 Nov | 77339.01 | 5.45 | 19.78 | 3,796 | 343 | 343 | |
For Sensex - strike price 73800 expiring on 22NOV2024
Delta for 73800 PE is -0.01
Historical price for 73800 PE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 5.15, which was 1.15 higher than the previous day. The implied volatity was 35.61, the open interest changed by 1290 which increased total open position to 2229
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4, which was -1.45 lower than the previous day. The implied volatity was 23.11, the open interest changed by 596 which increased total open position to 939
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 19.78, the open interest changed by 343 which increased total open position to 343
