SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 76800 CE | ||||||||||
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Delta: 0.76
Vega: 12.52
Theta: -99.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 452.75 | -410.40 | 13.32 | 1,16,041 | 2,232 | 2,601 | |||
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| 19 Nov | 77578.38 | 863.15 | 30.05 | 8.57 | 1,077 | 10 | 369 | |||
| 18 Nov | 77339.01 | 833.1 | 14.17 | 4,719 | 359 | 359 | ||||
For Sensex - strike price 76800 expiring on 22NOV2024
Delta for 76800 CE is 0.76
Historical price for 76800 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 452.75, which was -410.40 lower than the previous day. The implied volatity was 13.32, the open interest changed by 2232 which increased total open position to 2601
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 863.15, which was 30.05 higher than the previous day. The implied volatity was 8.57, the open interest changed by 10 which increased total open position to 369
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 833.1, which was lower than the previous day. The implied volatity was 14.17, the open interest changed by 359 which increased total open position to 359
| SENSEX 22NOV2024 76800 PE | |||||||
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Delta: -0.32
Vega: 14.43
Theta: -141.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 173 | -52.70 | 20.42 | 4,14,316 | 12,217 | 14,495 |
| 19 Nov | 77578.38 | 225.7 | 14.70 | 19.60 | 1,02,054 | 288 | 2,278 |
| 18 Nov | 77339.01 | 211 | 14.20 | 1,06,154 | 1,481 | 1,990 | |
For Sensex - strike price 76800 expiring on 22NOV2024
Delta for 76800 PE is -0.32
Historical price for 76800 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 173, which was -52.70 lower than the previous day. The implied volatity was 20.42, the open interest changed by 12217 which increased total open position to 14495
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 225.7, which was 14.70 higher than the previous day. The implied volatity was 19.60, the open interest changed by 288 which increased total open position to 2278
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 211, which was lower than the previous day. The implied volatity was 14.20, the open interest changed by 1481 which increased total open position to 1990
