SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:22 PM IST
| SENSEX 22NOV2024 76600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 11.30
Theta: -98.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77115.49 | 604 | -424.95 | 15.10 | 13,935 | 922 | 1,146 | |||
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| 19 Nov | 77578.38 | 1028.95 | 44.55 | - | 543 | 46 | 224 | |||
| 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 0.81
Historical price for 76600 CE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 604, which was -424.95 lower than the previous day. The implied volatity was 15.10, the open interest changed by 922 which increased total open position to 1146
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: -0.23
Vega: 12.64
Theta: -103.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77115.49 | 101.6 | -73.40 | 17.97 | 2,20,548 | 8,898 | 10,720 |
| 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 -0.23
Historical price for 76600 PE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 101.6, which was -73.40 lower than the previous day. The implied volatity was 17.97, the open interest changed by 8898 which increased total open position to 10720
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
