SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74200 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 74200 expiring on 22NOV2024
Delta for 74200 CE is 0.00
Historical price for 74200 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 74200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.77
Theta: -11.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.75 | -0.65 | 30.63 | 41,819 | 10,555 | 11,054 |
| 19 Nov | 77578.38 | 3.4 | -5.95 | 20.52 | 4,442 | 277 | 499 |
| 18 Nov | 77339.01 | 9.35 | 19.19 | 1,336 | 222 | 222 | |
For Sensex - strike price 74200 expiring on 22NOV2024
Delta for 74200 PE is -0.01
Historical price for 74200 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 30.63, the open interest changed by 10555 which increased total open position to 11054
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 3.4, which was -5.95 lower than the previous day. The implied volatity was 20.52, the open interest changed by 277 which increased total open position to 499
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was 19.19, the open interest changed by 222 which increased total open position to 222
