SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:29 PM IST
| SENSEX 22NOV2024 76900 CE | ||||||||||
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Delta: 0.66
Vega: 15.08
Theta: -122.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77132.11 | 393.7 | -409.00 | 14.99 | 1,87,930 | 6,075 | 6,417 | |||
| 19 Nov | 77578.38 | 802.7 | 50.15 | 10.57 | 995 | 6 | 342 | |||
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| 18 Nov | 77339.01 | 752.55 | 13.76 | 11,140 | 336 | 336 | ||||
For Sensex - strike price 76900 expiring on 22NOV2024
Delta for 76900 CE is 0.66
Historical price for 76900 CE is as follows
On 21 Nov SENSEX was trading at 77132.11. The strike last trading price was 393.7, which was -409.00 lower than the previous day. The implied volatity was 14.99, the open interest changed by 6075 which increased total open position to 6417
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 802.7, which was 50.15 higher than the previous day. The implied volatity was 10.57, the open interest changed by 6 which increased total open position to 342
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 752.55, which was lower than the previous day. The implied volatity was 13.76, the open interest changed by 336 which increased total open position to 336
| SENSEX 22NOV2024 76900 PE | |||||||
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Delta: -0.36
Vega: 15.44
Theta: -122.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77132.11 | 180 | -75.90 | 17.64 | 3,61,755 | 13,843 | 15,551 |
| 19 Nov | 77578.38 | 255.9 | 15.90 | 19.67 | 82,254 | 433 | 1,708 |
| 18 Nov | 77339.01 | 240 | 14.13 | 1,07,567 | 944 | 1,275 | |
For Sensex - strike price 76900 expiring on 22NOV2024
Delta for 76900 PE is -0.36
Historical price for 76900 PE is as follows
On 21 Nov SENSEX was trading at 77132.11. The strike last trading price was 180, which was -75.90 lower than the previous day. The implied volatity was 17.64, the open interest changed by 13843 which increased total open position to 15551
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 255.9, which was 15.90 higher than the previous day. The implied volatity was 19.67, the open interest changed by 433 which increased total open position to 1708
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 240, which was lower than the previous day. The implied volatity was 14.13, the open interest changed by 944 which increased total open position to 1275
