SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:21 PM IST
| SENSEX 22NOV2024 76000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77123.70 | 1144.2 | -384.80 | - | 2,379 | 742 | 818 | |||
| 19 Nov | 77578.38 | 1529 | 34.40 | - | 368 | -98 | 76 | |||
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| 18 Nov | 77339.01 | 1494.6 | 15.16 | 409 | 174 | 174 | ||||
For Sensex - strike price 76000 expiring on 22NOV2024
Delta for 76000 CE is -
Historical price for 76000 CE is as follows
On 21 Nov SENSEX was trading at 77123.70. The strike last trading price was 1144.2, which was -384.80 lower than the previous day. The implied volatity was -, the open interest changed by 742 which increased total open position to 818
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1529, which was 34.40 higher than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 76
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1494.6, which was lower than the previous day. The implied volatity was 15.16, the open interest changed by 174 which increased total open position to 174
| SENSEX 22NOV2024 76000 PE | |||||||
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Delta: -0.09
Vega: 6.55
Theta: -62.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77123.70 | 34.35 | -54.25 | 20.64 | 3,43,736 | 13,714 | 23,288 |
| 19 Nov | 77578.38 | 88.6 | -3.40 | 20.52 | 2,35,953 | 5,393 | 9,574 |
| 18 Nov | 77339.01 | 92 | 16.32 | 1,24,505 | 2,166 | 4,181 | |
For Sensex - strike price 76000 expiring on 22NOV2024
Delta for 76000 PE is -0.09
Historical price for 76000 PE is as follows
On 21 Nov SENSEX was trading at 77123.70. The strike last trading price was 34.35, which was -54.25 lower than the previous day. The implied volatity was 20.64, the open interest changed by 13714 which increased total open position to 23288
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 88.6, which was -3.40 lower than the previous day. The implied volatity was 20.52, the open interest changed by 5393 which increased total open position to 9574
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 92, which was lower than the previous day. The implied volatity was 16.32, the open interest changed by 2166 which increased total open position to 4181
