SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74600 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 74600 expiring on 22NOV2024
Delta for 74600 CE is 0.00
Historical price for 74600 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 74600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.95
Theta: -12.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 3.2 | -2.40 | 27.40 | 42,797 | 3,302 | 3,932 |
| 19 Nov | 77578.38 | 5.6 | -9.75 | 19.55 | 9,518 | 451 | 630 |
| 18 Nov | 77339.01 | 15.35 | 18.48 | 1,425 | 179 | 179 | |
For Sensex - strike price 74600 expiring on 22NOV2024
Delta for 74600 PE is -0.01
Historical price for 74600 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 3.2, which was -2.40 lower than the previous day. The implied volatity was 27.40, the open interest changed by 3302 which increased total open position to 3932
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 5.6, which was -9.75 lower than the previous day. The implied volatity was 19.55, the open interest changed by 451 which increased total open position to 630
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 15.35, which was lower than the previous day. The implied volatity was 18.48, the open interest changed by 179 which increased total open position to 179
