SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 75900 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 | 1220.1 | 1220.10 | - | 119 | 88 | 88 | |||
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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 75900 expiring on 22NOV2024
Delta for 75900 CE is -
Historical price for 75900 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1220.1, which was 1220.10 higher than the previous day. The implied volatity was -, the open interest changed by 88 which increased total open position to 88
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 75900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 5.10
Theta: -52.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 24.25 | -56.75 | 21.16 | 1,47,358 | 5,640 | 7,093 |
| 19 Nov | 77578.38 | 81 | -4.65 | 20.85 | 78,621 | 844 | 1,453 |
| 18 Nov | 77339.01 | 85.65 | 16.73 | 33,657 | 368 | 609 | |
For Sensex - strike price 75900 expiring on 22NOV2024
Delta for 75900 PE is -0.06
Historical price for 75900 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 24.25, which was -56.75 lower than the previous day. The implied volatity was 21.16, the open interest changed by 5640 which increased total open position to 7093
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 81, which was -4.65 lower than the previous day. The implied volatity was 20.85, the open interest changed by 844 which increased total open position to 1453
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 85.65, which was lower than the previous day. The implied volatity was 16.73, the open interest changed by 368 which increased total open position to 609
