SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 73900 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 | |||
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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 73900 expiring on 22NOV2024
Delta for 73900 CE is 0.00
Historical price for 73900 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 73900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.58
Theta: -9.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.05 | -2.75 | 32.33 | 30,248 | 2,258 | 2,818 |
| 19 Nov | 77578.38 | 4.8 | -1.00 | 23.07 | 4,452 | -7 | 560 |
| 18 Nov | 77339.01 | 5.8 | 19.45 | 2,138 | 567 | 567 | |
For Sensex - strike price 73900 expiring on 22NOV2024
Delta for 73900 PE is -0.00
Historical price for 73900 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.05, which was -2.75 lower than the previous day. The implied volatity was 32.33, the open interest changed by 2258 which increased total open position to 2818
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4.8, which was -1.00 lower than the previous day. The implied volatity was 23.07, the open interest changed by -7 which decreased total open position to 560
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was 19.45, the open interest changed by 567 which increased total open position to 567
