SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 75500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 1595.05 | -540.55 | - | 98 | 40 | 55 | |||
| 19 Nov | 77578.38 | 2135.6 | 2135.60 | - | 30 | 15 | 15 | |||
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| 18 Nov | 77339.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 75500 expiring on 22NOV2024
Delta for 75500 CE is -
Historical price for 75500 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1595.05, which was -540.55 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 55
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2135.6, which was 2135.60 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
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 75500 PE | |||||||
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Delta: -0.03
Vega: 2.84
Theta: -31.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 11.2 | -32.80 | 22.67 | 3,31,397 | 25,956 | 36,438 |
| 19 Nov | 77578.38 | 44 | -6.00 | 20.83 | 1,53,570 | 6,303 | 10,482 |
| 18 Nov | 77339.01 | 50 | 17.15 | 1,05,122 | 2,774 | 4,179 | |
For Sensex - strike price 75500 expiring on 22NOV2024
Delta for 75500 PE is -0.03
Historical price for 75500 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 11.2, which was -32.80 lower than the previous day. The implied volatity was 22.67, the open interest changed by 25956 which increased total open position to 36438
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 44, which was -6.00 lower than the previous day. The implied volatity was 20.83, the open interest changed by 6303 which increased total open position to 10482
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 50, which was lower than the previous day. The implied volatity was 17.15, the open interest changed by 2774 which increased total open position to 4179
