SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:20 PM IST
| SENSEX 22NOV2024 77200 CE | ||||||||||
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Delta: 0.46
Vega: 16.42
Theta: -129.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77119.41 | 224.1 | -380.90 | 15.29 | 4,90,804 | 17,722 | 22,185 | |||
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| 20 Nov | 77578.38 | 605 | 0.00 | 0.00 | 0 | 2,432 | 0 | |||
| 19 Nov | 77578.38 | 605 | 26.00 | 12.14 | 15,101 | 2,432 | 4,463 | |||
| 18 Nov | 77339.01 | 579 | 579.00 | 14.23 | 1,46,367 | 2,031 | 2,031 | |||
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77200 expiring on 22NOV2024
Delta for 77200 CE is 0.46
Historical price for 77200 CE is as follows
On 21 Nov SENSEX was trading at 77119.41. The strike last trading price was 224.1, which was -380.90 lower than the previous day. The implied volatity was 15.29, the open interest changed by 17722 which increased total open position to 22185
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 605, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2432 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 605, which was 26.00 higher than the previous day. The implied volatity was 12.14, the open interest changed by 2432 which increased total open position to 4463
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 579, which was 579.00 higher than the previous day. The implied volatity was 14.23, the open interest changed by 2031 which increased total open position to 2031
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 77200 PE | |||||||
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Delta: -0.53
Vega: 16.44
Theta: -132.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77119.41 | 331.55 | -8.50 | 18.28 | 3,89,556 | 10,054 | 14,538 |
| 20 Nov | 77578.38 | 340.05 | 0.00 | 0.00 | 0 | 791 | 0 |
| 19 Nov | 77578.38 | 340.05 | -11.85 | 19.03 | 1,37,598 | 791 | 4,484 |
| 18 Nov | 77339.01 | 351.9 | 33.80 | 14.11 | 2,38,660 | 3,288 | 3,693 |
| 14 Nov | 77580.31 | 318.1 | -11.50 | 12.04 | 2,292 | 317 | 405 |
| 13 Nov | 77690.95 | 329.6 | 12.61 | 764 | 88 | 88 | |
For Sensex - strike price 77200 expiring on 22NOV2024
Delta for 77200 PE is -0.53
Historical price for 77200 PE is as follows
On 21 Nov SENSEX was trading at 77119.41. The strike last trading price was 331.55, which was -8.50 lower than the previous day. The implied volatity was 18.28, the open interest changed by 10054 which increased total open position to 14538
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 340.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 791 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 340.05, which was -11.85 lower than the previous day. The implied volatity was 19.03, the open interest changed by 791 which increased total open position to 4484
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 351.9, which was 33.80 higher than the previous day. The implied volatity was 14.11, the open interest changed by 3288 which increased total open position to 3693
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 318.1, which was -11.50 lower than the previous day. The implied volatity was 12.04, the open interest changed by 317 which increased total open position to 405
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 329.6, which was lower than the previous day. The implied volatity was 12.61, the open interest changed by 88 which increased total open position to 88
