SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 76600 CE | ||||||||||
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Delta: 0.88
Vega: 8.04
Theta: -67.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 605.75 | -423.20 | 12.24 | 16,838 | 390 | 614 | |||
| 19 Nov | 77578.38 | 1028.95 | 44.55 | - | 543 | 46 | 224 | |||
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| 18 Nov | 77339.01 | 984.4 | 14.35 | 1,607 | 178 | 178 | ||||
For Sensex - strike price 76600 expiring on 22NOV2024
Delta for 76600 CE is 0.88
Historical price for 76600 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 605.75, which was -423.20 lower than the previous day. The implied volatity was 12.24, the open interest changed by 390 which increased total open position to 614
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1028.95, which was 44.55 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 224
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 984.4, which was lower than the previous day. The implied volatity was 14.35, the open interest changed by 178 which increased total open position to 178
| SENSEX 22NOV2024 76600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 12.68
Theta: -128.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 124 | -51.00 | 21.02 | 2,98,998 | 12,707 | 14,529 |
| 19 Nov | 77578.38 | 175 | 7.80 | 19.55 | 1,05,772 | 724 | 1,822 |
| 18 Nov | 77339.01 | 167.2 | 14.58 | 73,102 | 705 | 1,098 | |
For Sensex - strike price 76600 expiring on 22NOV2024
Delta for 76600 PE is -0.25
Historical price for 76600 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 124, which was -51.00 lower than the previous day. The implied volatity was 21.02, the open interest changed by 12707 which increased total open position to 14529
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 175, which was 7.80 higher than the previous day. The implied volatity was 19.55, the open interest changed by 724 which increased total open position to 1822
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 167.2, which was lower than the previous day. The implied volatity was 14.58, the open interest changed by 705 which increased total open position to 1098
