SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74100 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 74100 expiring on 22NOV2024
Delta for 74100 CE is 0.00
Historical price for 74100 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 74100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.76
Theta: -11.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.8 | -1.30 | 31.63 | 29,215 | 2,142 | 2,800 |
| 19 Nov | 77578.38 | 4.1 | -8.50 | 21.54 | 5,384 | 488 | 658 |
| 18 Nov | 77339.01 | 12.6 | 20.61 | 1,667 | 170 | 170 | |
For Sensex - strike price 74100 expiring on 22NOV2024
Delta for 74100 PE is -0.01
Historical price for 74100 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.8, which was -1.30 lower than the previous day. The implied volatity was 31.63, the open interest changed by 2142 which increased total open position to 2800
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4.1, which was -8.50 lower than the previous day. The implied volatity was 21.54, the open interest changed by 488 which increased total open position to 658
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 12.6, which was lower than the previous day. The implied volatity was 20.61, the open interest changed by 170 which increased total open position to 170
