SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:22 PM IST
| SENSEX 22NOV2024 76500 CE | ||||||||||
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Delta: 0.85
Vega: 9.57
Theta: -85.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77115.49 | 682.1 | -416.40 | 14.87 | 21,005 | 1,763 | 2,167 | |||
| 19 Nov | 77578.38 | 1098.5 | 43.45 | - | 900 | -70 | 404 | |||
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| 18 Nov | 77339.01 | 1055.05 | 14.07 | 3,664 | 474 | 474 | ||||
For Sensex - strike price 76500 expiring on 22NOV2024
Delta for 76500 CE is 0.85
Historical price for 76500 CE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 682.1, which was -416.40 lower than the previous day. The implied volatity was 14.87, the open interest changed by 1763 which increased total open position to 2167
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1098.5, which was 43.45 higher than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 404
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1055.05, which was lower than the previous day. The implied volatity was 14.07, the open interest changed by 474 which increased total open position to 474
| SENSEX 22NOV2024 76500 PE | |||||||
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Delta: -0.20
Vega: 11.49
Theta: -96.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77115.49 | 83.9 | -71.10 | 18.36 | 3,86,348 | 12,957 | 20,398 |
| 19 Nov | 77578.38 | 155 | 2.05 | 19.62 | 2,06,763 | 5,237 | 7,441 |
| 18 Nov | 77339.01 | 152.95 | 14.95 | 1,20,228 | 960 | 2,204 | |
For Sensex - strike price 76500 expiring on 22NOV2024
Delta for 76500 PE is -0.20
Historical price for 76500 PE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 83.9, which was -71.10 lower than the previous day. The implied volatity was 18.36, the open interest changed by 12957 which increased total open position to 20398
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 155, which was 2.05 higher than the previous day. The implied volatity was 19.62, the open interest changed by 5237 which increased total open position to 7441
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 152.95, which was lower than the previous day. The implied volatity was 14.95, the open interest changed by 960 which increased total open position to 2204
