SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:42 PM IST
| SENSEX 22NOV2024 77100 CE | ||||||||||
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Delta: 0.52
Vega: 16.34
Theta: -134.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77114.33 | 270 | -388.95 | 15.57 | 4,96,497 | 30,174 | 30,808 | |||
| 20 Nov | 77578.38 | 658.95 | 0.00 | 0.00 | 0 | -639 | 0 | |||
| 19 Nov | 77578.38 | 658.95 | 43.30 | 11.36 | 5,115 | -639 | 634 | |||
| 18 Nov | 77339.01 | 615.65 | 615.65 | 13.50 | 80,634 | 1,273 | 1,273 | |||
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 77690.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77100 expiring on 22NOV2024
Delta for 77100 CE is 0.52
Historical price for 77100 CE is as follows
On 21 Nov SENSEX was trading at 77114.33. The strike last trading price was 270, which was -388.95 lower than the previous day. The implied volatity was 15.57, the open interest changed by 30174 which increased total open position to 30808
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 658.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -639 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 658.95, which was 43.30 higher than the previous day. The implied volatity was 11.36, the open interest changed by -639 which decreased total open position to 634
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 615.65, which was 615.65 higher than the previous day. The implied volatity was 13.50, the open interest changed by 1273 which increased total open position to 1273
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 22NOV2024 77100 PE | |||||||
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Delta: -0.48
Vega: 16.35
Theta: -130.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77114.33 | 277.2 | -37.80 | 17.84 | 4,85,666 | 23,286 | 25,884 |
| 20 Nov | 77578.38 | 315 | 0.00 | 0.00 | 0 | -920 | 0 |
| 19 Nov | 77578.38 | 315 | -21.00 | 19.45 | 1,14,553 | -920 | 2,598 |
| 18 Nov | 77339.01 | 336 | 48.65 | 14.92 | 2,05,169 | 3,200 | 3,518 |
| 14 Nov | 77580.31 | 287.35 | -36.20 | 12.11 | 1,793 | 219 | 318 |
| 13 Nov | 77690.95 | 323.55 | 13.21 | 618 | 99 | 99 | |
For Sensex - strike price 77100 expiring on 22NOV2024
Delta for 77100 PE is -0.48
Historical price for 77100 PE is as follows
On 21 Nov SENSEX was trading at 77114.33. The strike last trading price was 277.2, which was -37.80 lower than the previous day. The implied volatity was 17.84, the open interest changed by 23286 which increased total open position to 25884
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 315, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -920 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 315, which was -21.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by -920 which decreased total open position to 2598
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 336, which was 48.65 higher than the previous day. The implied volatity was 14.92, the open interest changed by 3200 which increased total open position to 3518
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 287.35, which was -36.20 lower than the previous day. The implied volatity was 12.11, the open interest changed by 219 which increased total open position to 318
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 323.55, which was lower than the previous day. The implied volatity was 13.21, the open interest changed by 99 which increased total open position to 99
