SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:31 PM IST
| SENSEX 22NOV2024 75400 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 | 77102.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 75400 expiring on 22NOV2024
Delta for 75400 CE is 0.00
Historical price for 75400 CE is as follows
On 21 Nov SENSEX was trading at 77102.32. 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 75400 PE | |||||||
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Delta: -0.03
Vega: 3.07
Theta: -33.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77102.32 | 12.65 | -32.35 | 23.23 | 72,303 | 1,882 | 3,895 |
| 19 Nov | 77578.38 | 45 | 5.00 | 21.70 | 29,958 | 924 | 2,013 |
| 18 Nov | 77339.01 | 40 | 16.93 | 26,814 | 1,089 | 1,089 | |
For Sensex - strike price 75400 expiring on 22NOV2024
Delta for 75400 PE is -0.03
Historical price for 75400 PE is as follows
On 21 Nov SENSEX was trading at 77102.32. The strike last trading price was 12.65, which was -32.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1882 which increased total open position to 3895
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 45, which was 5.00 higher than the previous day. The implied volatity was 21.70, the open interest changed by 924 which increased total open position to 2013
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 16.93, the open interest changed by 1089 which increased total open position to 1089
