SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 75600 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 | 1490.55 | 1490.55 | - | 1 | 1 | 1 | |||
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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 75600 expiring on 22NOV2024
Delta for 75600 CE is -
Historical price for 75600 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1490.55, which was 1490.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 3.33
Theta: -36.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 13.75 | -55.55 | 22.35 | 1,10,585 | 8,968 | 10,142 |
| 19 Nov | 77578.38 | 69.3 | 20.35 | 22.45 | 42,647 | 531 | 1,174 |
| 18 Nov | 77339.01 | 48.95 | 16.38 | 38,934 | 439 | 643 | |
For Sensex - strike price 75600 expiring on 22NOV2024
Delta for 75600 PE is -0.04
Historical price for 75600 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 13.75, which was -55.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 8968 which increased total open position to 10142
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 69.3, which was 20.35 higher than the previous day. The implied volatity was 22.45, the open interest changed by 531 which increased total open position to 1174
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 48.95, which was lower than the previous day. The implied volatity was 16.38, the open interest changed by 439 which increased total open position to 643
