SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 01:59 PM IST
| SENSEX 22NOV2024 75300 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77129.33 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 75300 expiring on 22NOV2024
Delta for 75300 CE is 0.00
Historical price for 75300 CE is as follows
On 21 Nov SENSEX was trading at 77129.33. 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 75300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 2.97
Theta: -33.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77129.33 | 12.6 | -5.10 | 24.34 | 63,965 | 2,575 | 4,904 |
| 19 Nov | 77578.38 | 17.7 | -12.30 | 18.63 | 30,070 | 1,383 | 2,329 |
| 18 Nov | 77339.01 | 30 | 16.52 | 37,468 | 800 | 946 | |
For Sensex - strike price 75300 expiring on 22NOV2024
Delta for 75300 PE is -0.03
Historical price for 75300 PE is as follows
On 21 Nov SENSEX was trading at 77129.33. The strike last trading price was 12.6, which was -5.10 lower than the previous day. The implied volatity was 24.34, the open interest changed by 2575 which increased total open position to 4904
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 17.7, which was -12.30 lower than the previous day. The implied volatity was 18.63, the open interest changed by 1383 which increased total open position to 2329
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 30, which was lower than the previous day. The implied volatity was 16.52, the open interest changed by 800 which increased total open position to 946
