SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 01:59 PM IST
| SENSEX 22NOV2024 74400 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 | 77129.33 | 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 74400 expiring on 22NOV2024
Delta for 74400 CE is 0.00
Historical price for 74400 CE is as follows
On 21 Nov SENSEX was trading at 77129.33. 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 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.46
Theta: -20.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77129.33 | 6.2 | -2.70 | 30.66 | 19,460 | 703 | 1,439 |
| 19 Nov | 77578.38 | 8.9 | -3.50 | 22.05 | 13,755 | 505 | 736 |
| 18 Nov | 77339.01 | 12.4 | 18.94 | 1,397 | 231 | 231 | |
For Sensex - strike price 74400 expiring on 22NOV2024
Delta for 74400 PE is -0.01
Historical price for 74400 PE is as follows
On 21 Nov SENSEX was trading at 77129.33. The strike last trading price was 6.2, which was -2.70 lower than the previous day. The implied volatity was 30.66, the open interest changed by 703 which increased total open position to 1439
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 8.9, which was -3.50 lower than the previous day. The implied volatity was 22.05, the open interest changed by 505 which increased total open position to 736
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was 18.94, the open interest changed by 231 which increased total open position to 231
