SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:08 PM IST
| SENSEX 22NOV2024 76100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.99
Vega: 1.30
Theta: -27.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77106.20 | 1030.15 | -313.10 | 11.08 | 1,658 | 155 | 195 | |||
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| 19 Nov | 77578.38 | 1343.25 | 228.00 | - | 30 | 12 | 40 | |||
| 18 Nov | 77339.01 | 1115.25 | - | 28 | 28 | 28 | ||||
For Sensex - strike price 76100 expiring on 22NOV2024
Delta for 76100 CE is 0.99
Historical price for 76100 CE is as follows
On 21 Nov SENSEX was trading at 77106.20. The strike last trading price was 1030.15, which was -313.10 lower than the previous day. The implied volatity was 11.08, the open interest changed by 155 which increased total open position to 195
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1343.25, which was 228.00 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 40
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1115.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 28
| SENSEX 22NOV2024 76100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 7.77
Theta: -72.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77106.20 | 44.85 | -34.15 | 20.39 | 1,30,273 | 3,791 | 6,220 |
| 19 Nov | 77578.38 | 79 | -11.00 | 18.96 | 59,465 | 1,327 | 2,429 |
| 18 Nov | 77339.01 | 90 | 15.41 | 42,609 | 721 | 1,102 | |
For Sensex - strike price 76100 expiring on 22NOV2024
Delta for 76100 PE is -0.11
Historical price for 76100 PE is as follows
On 21 Nov SENSEX was trading at 77106.20. The strike last trading price was 44.85, which was -34.15 lower than the previous day. The implied volatity was 20.39, the open interest changed by 3791 which increased total open position to 6220
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 79, which was -11.00 lower than the previous day. The implied volatity was 18.96, the open interest changed by 1327 which increased total open position to 2429
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 90, which was lower than the previous day. The implied volatity was 15.41, the open interest changed by 721 which increased total open position to 1102
