SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 75700 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 | 1407 | 1407.00 | - | 19 | 6 | 6 | |||
| 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 75700 expiring on 22NOV2024
Delta for 75700 CE is -
Historical price for 75700 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1407, which was 1407.00 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
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 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 3.89
Theta: -42.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 16.9 | -31.85 | 22.03 | 1,55,499 | 16,972 | 18,909 |
| 19 Nov | 77578.38 | 48.75 | -11.60 | 19.77 | 48,890 | 649 | 1,937 |
| 18 Nov | 77339.01 | 60.35 | 16.56 | 42,570 | 1,179 | 1,288 | |
For Sensex - strike price 75700 expiring on 22NOV2024
Delta for 75700 PE is -0.05
Historical price for 75700 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 16.9, which was -31.85 lower than the previous day. The implied volatity was 22.03, the open interest changed by 16972 which increased total open position to 18909
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 48.75, which was -11.60 lower than the previous day. The implied volatity was 19.77, the open interest changed by 649 which increased total open position to 1937
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 60.35, which was lower than the previous day. The implied volatity was 16.56, the open interest changed by 1179 which increased total open position to 1288
