SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:21 PM IST
| SENSEX 22NOV2024 75100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77123.70 | 0 | 0.00 | 0.00 | 0 | 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 75100 expiring on 22NOV2024
Delta for 75100 CE is 0.00
Historical price for 75100 CE is as follows
On 21 Nov SENSEX was trading at 77123.70. 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 75100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 2.55
Theta: -31.14
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77123.70 | 11 | -17.00 | 26.06 | 49,495 | 2,066 | 3,972 |
| 19 Nov | 77578.38 | 28 | 0.90 | 21.72 | 24,022 | -50 | 1,906 |
| 18 Nov | 77339.01 | 27.1 | 17.41 | 37,500 | 1,170 | 1,956 | |
For Sensex - strike price 75100 expiring on 22NOV2024
Delta for 75100 PE is -0.03
Historical price for 75100 PE is as follows
On 21 Nov SENSEX was trading at 77123.70. The strike last trading price was 11, which was -17.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by 2066 which increased total open position to 3972
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 28, which was 0.90 higher than the previous day. The implied volatity was 21.72, the open interest changed by -50 which decreased total open position to 1906
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 27.1, which was lower than the previous day. The implied volatity was 17.41, the open interest changed by 1170 which increased total open position to 1956
