SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:14 PM IST
| SENSEX 22NOV2024 75000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77116.90 | 2050 | -510.65 | - | 25 | 25 | 29 | |||
| 19 Nov | 77578.38 | 2560.65 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 18 Nov | 77339.01 | 2560.65 | 26.97 | 4 | 4 | 4 | ||||
For Sensex - strike price 75000 expiring on 22NOV2024
Delta for 75000 CE is -
Historical price for 75000 CE is as follows
On 21 Nov SENSEX was trading at 77116.90. The strike last trading price was 2050, which was -510.65 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 29
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2560.65, 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 4
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2560.65, which was lower than the previous day. The implied volatity was 26.97, the open interest changed by 4 which increased total open position to 4
| SENSEX 22NOV2024 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 2.52
Theta: -31.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77116.90 | 11.25 | -12.85 | 27.11 | 2,20,112 | 16,301 | 31,649 |
| 19 Nov | 77578.38 | 24.1 | 0.90 | 21.79 | 1,34,068 | 6,610 | 15,348 |
| 18 Nov | 77339.01 | 23.2 | 17.49 | 1,58,063 | 6,066 | 8,738 | |
For Sensex - strike price 75000 expiring on 22NOV2024
Delta for 75000 PE is -0.03
Historical price for 75000 PE is as follows
On 21 Nov SENSEX was trading at 77116.90. The strike last trading price was 11.25, which was -12.85 lower than the previous day. The implied volatity was 27.11, the open interest changed by 16301 which increased total open position to 31649
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 24.1, which was 0.90 higher than the previous day. The implied volatity was 21.79, the open interest changed by 6610 which increased total open position to 15348
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 23.2, which was lower than the previous day. The implied volatity was 17.49, the open interest changed by 6066 which increased total open position to 8738
