SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 75800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77155.79 | 1320 | -410.70 | - | 50 | 9 | 17 | |||
| 19 Nov | 77578.38 | 1730.7 | 234.40 | - | 14 | 3 | 8 | |||
| 18 Nov | 77339.01 | 1496.3 | - | 11 | 5 | 5 | ||||
For Sensex - strike price 75800 expiring on 22NOV2024
Delta for 75800 CE is -
Historical price for 75800 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1320, which was -410.70 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 17
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1730.7, which was 234.40 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1496.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
| SENSEX 22NOV2024 75800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 4.43
Theta: -46.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 20 | -30.05 | 21.55 | 1,87,398 | 15,067 | 16,980 |
| 19 Nov | 77578.38 | 50.05 | -27.85 | 19.11 | 53,941 | 1,112 | 1,913 |
| 18 Nov | 77339.01 | 77.9 | 17.02 | 41,391 | 703 | 801 | |
For Sensex - strike price 75800 expiring on 22NOV2024
Delta for 75800 PE is -0.05
Historical price for 75800 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 20, which was -30.05 lower than the previous day. The implied volatity was 21.55, the open interest changed by 15067 which increased total open position to 16980
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 50.05, which was -27.85 lower than the previous day. The implied volatity was 19.11, the open interest changed by 1112 which increased total open position to 1913
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 77.9, which was lower than the previous day. The implied volatity was 17.02, the open interest changed by 703 which increased total open position to 801
