SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74500 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 74500 expiring on 22NOV2024
Delta for 74500 CE is 0.00
Historical price for 74500 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 74500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.70
Theta: -9.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2.15 | -8.85 | 27.05 | 2,22,573 | 20,457 | 28,211 |
| 19 Nov | 77578.38 | 11 | -4.40 | 22.14 | 62,864 | 1,920 | 7,754 |
| 18 Nov | 77339.01 | 15.4 | 19.05 | 39,751 | 5,834 | 5,834 | |
For Sensex - strike price 74500 expiring on 22NOV2024
Delta for 74500 PE is -0.01
Historical price for 74500 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.15, which was -8.85 lower than the previous day. The implied volatity was 27.05, the open interest changed by 20457 which increased total open position to 28211
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 11, which was -4.40 lower than the previous day. The implied volatity was 22.14, the open interest changed by 1920 which increased total open position to 7754
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 15.4, which was lower than the previous day. The implied volatity was 19.05, the open interest changed by 5834 which increased total open position to 5834
