SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:11 PM IST
| SENSEX 22NOV2024 75900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 3.81
Theta: -51.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77111.81 | 1246.65 | 1246.65 | 17.56 | 117 | 89 | 89 | |||
|
|
||||||||||
| 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 0.96
Historical price for 75900 CE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 1246.65, which was 1246.65 higher than the previous day. The implied volatity was 17.56, the open interest changed by 89 which increased total open position to 89
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 6.21
Theta: -61.74
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.81 | 32.95 | -48.05 | 21.54 | 98,949 | 4,251 | 5,704 |
| 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 -0.08
Historical price for 75900 PE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 32.95, which was -48.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 4251 which increased total open position to 5704
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
