SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:08 PM IST
| SENSEX 22NOV2024 75200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77106.20 | 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 75200 expiring on 22NOV2024
Delta for 75200 CE is 0.00
Historical price for 75200 CE is as follows
On 21 Nov SENSEX was trading at 77106.20. 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 75200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 2.95
Theta: -34.74
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77106.20 | 13.05 | -21.90 | 25.38 | 67,960 | 4,402 | 6,562 |
| 19 Nov | 77578.38 | 34.95 | 8.60 | 21.99 | 29,677 | -152 | 2,160 |
| 18 Nov | 77339.01 | 26.35 | 16.70 | 27,955 | 2,098 | 2,312 | |
For Sensex - strike price 75200 expiring on 22NOV2024
Delta for 75200 PE is -0.03
Historical price for 75200 PE is as follows
On 21 Nov SENSEX was trading at 77106.20. The strike last trading price was 13.05, which was -21.90 lower than the previous day. The implied volatity was 25.38, the open interest changed by 4402 which increased total open position to 6562
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 34.95, which was 8.60 higher than the previous day. The implied volatity was 21.99, the open interest changed by -152 which decreased total open position to 2160
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was 16.70, the open interest changed by 2098 which increased total open position to 2312
