SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 77000 CE | ||||||||||
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Delta: 0.64
Vega: 15.09
Theta: -107.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 300.75 | -437.65 | 12.46 | 8,59,819 | 20,099 | 21,335 | |||
| 19 Nov | 77578.38 | 738.4 | 9.40 | 11.48 | 11,104 | -443 | 1,236 | |||
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| 18 Nov | 77339.01 | 729 | 15.18 | 93,971 | 1,231 | 1,679 | ||||
For Sensex - strike price 77000 expiring on 22NOV2024
Delta for 77000 CE is 0.64
Historical price for 77000 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 300.75, which was -437.65 lower than the previous day. The implied volatity was 12.46, the open interest changed by 20099 which increased total open position to 21335
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 738.4, which was 9.40 higher than the previous day. The implied volatity was 11.48, the open interest changed by -443 which decreased total open position to 1236
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 729, which was lower than the previous day. The implied volatity was 15.18, the open interest changed by 1231 which increased total open position to 1679
| SENSEX 22NOV2024 77000 PE | |||||||
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Delta: -0.41
Vega: 15.67
Theta: -148.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 240 | -29.00 | 19.97 | 10,98,129 | 29,441 | 36,017 |
| 19 Nov | 77578.38 | 269 | -1.00 | 18.95 | 2,35,620 | 1,164 | 6,576 |
| 18 Nov | 77339.01 | 270 | 13.99 | 2,92,590 | 4,329 | 5,412 | |
For Sensex - strike price 77000 expiring on 22NOV2024
Delta for 77000 PE is -0.41
Historical price for 77000 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 240, which was -29.00 lower than the previous day. The implied volatity was 19.97, the open interest changed by 29441 which increased total open position to 36017
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 269, which was -1.00 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1164 which increased total open position to 6576
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 270, which was lower than the previous day. The implied volatity was 13.99, the open interest changed by 4329 which increased total open position to 5412
