SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:07 PM IST
| SENSEX 22NOV2024 74900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 6.52
Theta: -141.94
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 77092.95 | 2281.35 | 2281.35 | 39.99 | 2 | 0 | 0 | |||
| 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 74900 expiring on 22NOV2024
Delta for 74900 CE is 0.91
Historical price for 74900 CE is as follows
On 21 Nov SENSEX was trading at 77092.95. The strike last trading price was 2281.35, which was 2281.35 higher than the previous day. The implied volatity was 39.99, 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 74900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 2.29
Theta: -29.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77092.95 | 10 | 1.85 | 27.34 | 54,898 | 4,710 | 6,533 |
| 19 Nov | 77578.38 | 8.15 | -11.90 | 18.80 | 20,443 | 592 | 1,823 |
| 18 Nov | 77339.01 | 20.05 | 17.61 | 13,107 | 1,231 | 1,231 | |
For Sensex - strike price 74900 expiring on 22NOV2024
Delta for 74900 PE is -0.02
Historical price for 74900 PE is as follows
On 21 Nov SENSEX was trading at 77092.95. The strike last trading price was 10, which was 1.85 higher than the previous day. The implied volatity was 27.34, the open interest changed by 4710 which increased total open position to 6533
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 8.15, which was -11.90 lower than the previous day. The implied volatity was 18.80, the open interest changed by 592 which increased total open position to 1823
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 20.05, which was lower than the previous day. The implied volatity was 17.61, the open interest changed by 1231 which increased total open position to 1231
