SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:22 PM IST
| SENSEX 22NOV2024 76300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 6.22
Theta: -62.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77115.49 | 859.8 | -401.25 | 14.64 | 1,030 | 59 | 260 | |||
| 19 Nov | 77578.38 | 1261.05 | 29.10 | - | 301 | -21 | 201 | |||
| 18 Nov | 77339.01 | 1231.95 | 14.77 | 567 | 222 | 222 | ||||
For Sensex - strike price 76300 expiring on 22NOV2024
Delta for 76300 CE is 0.92
Historical price for 76300 CE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 859.8, which was -401.25 lower than the previous day. The implied volatity was 14.64, the open interest changed by 59 which increased total open position to 260
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1261.05, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 201
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1231.95, which was lower than the previous day. The implied volatity was 14.77, the open interest changed by 222 which increased total open position to 222
| SENSEX 22NOV2024 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 9.29
Theta: -81.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77115.49 | 57.5 | -68.95 | 19.07 | 1,65,743 | 4,999 | 7,659 |
| 19 Nov | 77578.38 | 126.45 | 1.45 | 20.10 | 73,579 | 1,315 | 2,660 |
| 18 Nov | 77339.01 | 125 | 15.52 | 62,163 | 1,032 | 1,345 | |
For Sensex - strike price 76300 expiring on 22NOV2024
Delta for 76300 PE is -0.14
Historical price for 76300 PE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 57.5, which was -68.95 lower than the previous day. The implied volatity was 19.07, the open interest changed by 4999 which increased total open position to 7659
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 126.45, which was 1.45 higher than the previous day. The implied volatity was 20.10, the open interest changed by 1315 which increased total open position to 2660
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 125, which was lower than the previous day. The implied volatity was 15.52, the open interest changed by 1032 which increased total open position to 1345
