SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:44 PM IST
| SENSEX 22NOV2024 74000 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 | 77122.68 | 3363 | 0.00 | 0.00 | 0 | 0 | 1 | |||
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| 19 Nov | 77578.38 | 3363 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 18 Nov | 77339.01 | 3363 | - | 4 | 1 | 1 | ||||
For Sensex - strike price 74000 expiring on 22NOV2024
Delta for 74000 CE is 0.00
Historical price for 74000 CE is as follows
On 21 Nov SENSEX was trading at 77122.68. The strike last trading price was 3363, 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 1
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3363, 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 1
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3363, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
| SENSEX 22NOV2024 74000 PE | |||||||
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Delta: -0.01
Vega: 0.82
Theta: -12.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77122.68 | 3.15 | -1.35 | 32.14 | 1,59,019 | 14,835 | 24,075 |
| 19 Nov | 77578.38 | 4.5 | -2.20 | 22.34 | 65,318 | 1,561 | 9,240 |
| 18 Nov | 77339.01 | 6.7 | 19.32 | 66,233 | 7,431 | 7,679 | |
For Sensex - strike price 74000 expiring on 22NOV2024
Delta for 74000 PE is -0.01
Historical price for 74000 PE is as follows
On 21 Nov SENSEX was trading at 77122.68. The strike last trading price was 3.15, which was -1.35 lower than the previous day. The implied volatity was 32.14, the open interest changed by 14835 which increased total open position to 24075
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4.5, which was -2.20 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1561 which increased total open position to 9240
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was 19.32, the open interest changed by 7431 which increased total open position to 7679
