SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:48 PM IST
| SENSEX 22NOV2024 76200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 7.22
Theta: -80.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77088.95 | 944.25 | -402.40 | 17.57 | 368 | 7 | 204 | |||
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| 19 Nov | 77578.38 | 1346.65 | 23.50 | - | 163 | 35 | 197 | |||
| 18 Nov | 77339.01 | 1323.15 | 15.17 | 188 | 162 | 162 | ||||
For Sensex - strike price 76200 expiring on 22NOV2024
Delta for 76200 CE is 0.90
Historical price for 76200 CE is as follows
On 21 Nov SENSEX was trading at 77088.95. The strike last trading price was 944.25, which was -402.40 lower than the previous day. The implied volatity was 17.57, the open interest changed by 7 which increased total open position to 204
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1346.65, which was 23.50 higher than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 197
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1323.15, which was lower than the previous day. The implied volatity was 15.17, the open interest changed by 162 which increased total open position to 162
| SENSEX 22NOV2024 76200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 8.16
Theta: -73.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77088.95 | 46 | -67.00 | 19.07 | 1,78,784 | 9,719 | 11,650 |
| 19 Nov | 77578.38 | 113 | 9.95 | 20.27 | 67,301 | 135 | 1,931 |
| 18 Nov | 77339.01 | 103.05 | 15.29 | 51,169 | 1,422 | 1,796 | |
For Sensex - strike price 76200 expiring on 22NOV2024
Delta for 76200 PE is -0.12
Historical price for 76200 PE is as follows
On 21 Nov SENSEX was trading at 77088.95. The strike last trading price was 46, which was -67.00 lower than the previous day. The implied volatity was 19.07, the open interest changed by 9719 which increased total open position to 11650
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 113, which was 9.95 higher than the previous day. The implied volatity was 20.27, the open interest changed by 135 which increased total open position to 1931
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 103.05, which was lower than the previous day. The implied volatity was 15.29, the open interest changed by 1422 which increased total open position to 1796
