SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 74700 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 74700 expiring on 22NOV2024
Delta for 74700 CE is 0.00
Historical price for 74700 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 74700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.18
Theta: -16.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 4.25 | -5.75 | 27.43 | 46,882 | 2,368 | 3,030 |
| 19 Nov | 77578.38 | 10 | -0.65 | 20.61 | 15,216 | 7 | 662 |
| 18 Nov | 77339.01 | 10.65 | 16.90 | 12,457 | 653 | 655 | |
For Sensex - strike price 74700 expiring on 22NOV2024
Delta for 74700 PE is -0.01
Historical price for 74700 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 4.25, which was -5.75 lower than the previous day. The implied volatity was 27.43, the open interest changed by 2368 which increased total open position to 3030
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 10, which was -0.65 lower than the previous day. The implied volatity was 20.61, the open interest changed by 7 which increased total open position to 662
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was 16.90, the open interest changed by 653 which increased total open position to 655
