SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:17 PM IST
| SENSEX 22NOV2024 77300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 16.00
Theta: -129.52
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77110.48 | 187.5 | -357.10 | 15.90 | 3,13,383 | 12,237 | 13,817 | |||
| 20 Nov | 77578.38 | 544.6 | 0.00 | 0.00 | 0 | -995 | 0 | |||
| 19 Nov | 77578.38 | 544.6 | 44.60 | 12.41 | 16,240 | -995 | 1,580 | |||
| 18 Nov | 77339.01 | 500 | -292.85 | 13.50 | 1,86,612 | 2,301 | 2,575 | |||
|
|
||||||||||
| 14 Nov | 77580.31 | 792.85 | 792.85 | 11.79 | 735 | 274 | 274 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77300 expiring on 22NOV2024
Delta for 77300 CE is 0.40
Historical price for 77300 CE is as follows
On 21 Nov SENSEX was trading at 77110.48. The strike last trading price was 187.5, which was -357.10 lower than the previous day. The implied volatity was 15.90, the open interest changed by 12237 which increased total open position to 13817
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 544.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -995 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 544.6, which was 44.60 higher than the previous day. The implied volatity was 12.41, the open interest changed by -995 which decreased total open position to 1580
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 500, which was -292.85 lower than the previous day. The implied volatity was 13.50, the open interest changed by 2301 which increased total open position to 2575
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 792.85, which was 792.85 higher than the previous day. The implied volatity was 11.79, the open interest changed by 274 which increased total open position to 274
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 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 16.13
Theta: -129.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77110.48 | 396.6 | 14.60 | 18.51 | 1,45,563 | 1,359 | 5,986 |
| 20 Nov | 77578.38 | 382 | 0.00 | 0.00 | 0 | 1,422 | 0 |
| 19 Nov | 77578.38 | 382 | -5.85 | 19.15 | 1,32,980 | 1,422 | 4,627 |
| 18 Nov | 77339.01 | 387.85 | 39.70 | 13.86 | 2,42,213 | 2,718 | 3,205 |
| 14 Nov | 77580.31 | 348.15 | -32.70 | 11.90 | 3,067 | 415 | 487 |
| 13 Nov | 77690.95 | 380.85 | 12.98 | 483 | 72 | 72 | |
For Sensex - strike price 77300 expiring on 22NOV2024
Delta for 77300 PE is -0.58
Historical price for 77300 PE is as follows
On 21 Nov SENSEX was trading at 77110.48. The strike last trading price was 396.6, which was 14.60 higher than the previous day. The implied volatity was 18.51, the open interest changed by 1359 which increased total open position to 5986
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 382, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1422 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 382, which was -5.85 lower than the previous day. The implied volatity was 19.15, the open interest changed by 1422 which increased total open position to 4627
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 387.85, which was 39.70 higher than the previous day. The implied volatity was 13.86, the open interest changed by 2718 which increased total open position to 3205
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 348.15, which was -32.70 lower than the previous day. The implied volatity was 11.90, the open interest changed by 415 which increased total open position to 487
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 380.85, which was lower than the previous day. The implied volatity was 12.98, the open interest changed by 72 which increased total open position to 72
