SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:36 PM IST
| SENSEX 22NOV2024 76400 CE | ||||||||||
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Delta: 0.87
Vega: 8.77
Theta: -84.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77090.74 | 754.5 | -440.65 | 15.61 | 1,868 | 172 | 385 | |||
| 19 Nov | 77578.38 | 1195.15 | 43.90 | - | 345 | -20 | 213 | |||
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| 18 Nov | 77339.01 | 1151.25 | 14.81 | 620 | 233 | 233 | ||||
For Sensex - strike price 76400 expiring on 22NOV2024
Delta for 76400 CE is 0.87
Historical price for 76400 CE is as follows
On 21 Nov SENSEX was trading at 77090.74. The strike last trading price was 754.5, which was -440.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 172 which increased total open position to 385
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1195.15, which was 43.90 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 213
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1151.25, which was lower than the previous day. The implied volatity was 14.81, the open interest changed by 233 which increased total open position to 233
| SENSEX 22NOV2024 76400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 10.57
Theta: -91.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77090.74 | 72.45 | -59.55 | 18.70 | 2,14,955 | 6,818 | 8,457 |
| 19 Nov | 77578.38 | 132 | 2.00 | 19.43 | 66,409 | -55 | 1,639 |
| 18 Nov | 77339.01 | 130 | 14.87 | 55,040 | 1,477 | 1,694 | |
For Sensex - strike price 76400 expiring on 22NOV2024
Delta for 76400 PE is -0.17
Historical price for 76400 PE is as follows
On 21 Nov SENSEX was trading at 77090.74. The strike last trading price was 72.45, which was -59.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by 6818 which increased total open position to 8457
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 132, which was 2.00 higher than the previous day. The implied volatity was 19.43, the open interest changed by -55 which decreased total open position to 1639
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 130, which was lower than the previous day. The implied volatity was 14.87, the open interest changed by 1477 which increased total open position to 1694
