SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:21 PM IST
| SENSEX 22NOV2024 74800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77123.70 | 2279.1 | 2279.10 | - | 6 | 1 | 1 | |||
|
|
||||||||||
| 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 74800 expiring on 22NOV2024
Delta for 74800 CE is -
Historical price for 74800 CE is as follows
On 21 Nov SENSEX was trading at 77123.70. The strike last trading price was 2279.1, which was 2279.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 74800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.99
Theta: -26.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77123.70 | 8.55 | -4.50 | 28.15 | 51,024 | 562 | 3,041 |
| 19 Nov | 77578.38 | 13.05 | 2.15 | 20.84 | 20,086 | 2,131 | 2,479 |
| 18 Nov | 77339.01 | 10.9 | 16.42 | 8,611 | 348 | 348 | |
For Sensex - strike price 74800 expiring on 22NOV2024
Delta for 74800 PE is -0.02
Historical price for 74800 PE is as follows
On 21 Nov SENSEX was trading at 77123.70. The strike last trading price was 8.55, which was -4.50 lower than the previous day. The implied volatity was 28.15, the open interest changed by 562 which increased total open position to 3041
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 13.05, which was 2.15 higher than the previous day. The implied volatity was 20.84, the open interest changed by 2131 which increased total open position to 2479
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 10.9, which was lower than the previous day. The implied volatity was 16.42, the open interest changed by 348 which increased total open position to 348
