SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:11 PM IST
| SENSEX 22NOV2024 77400 CE | ||||||||||
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Delta: 0.35
Vega: 15.33
Theta: -125.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77111.81 | 156.75 | -340.10 | 16.24 | 2,70,601 | 10,721 | 12,582 | |||
| 20 Nov | 77578.38 | 496.85 | 0.00 | 0.00 | 0 | -1,876 | 0 | |||
| 19 Nov | 77578.38 | 496.85 | 46.85 | 12.97 | 35,406 | -1,876 | 1,861 | |||
| 18 Nov | 77339.01 | 450 | -259.20 | 13.57 | 2,21,536 | 3,290 | 3,737 | |||
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| 14 Nov | 77580.31 | 709.2 | 709.20 | 11.28 | 1,893 | 447 | 447 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77400 expiring on 22NOV2024
Delta for 77400 CE is 0.35
Historical price for 77400 CE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 156.75, which was -340.10 lower than the previous day. The implied volatity was 16.24, the open interest changed by 10721 which increased total open position to 12582
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 496.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1876 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 496.85, which was 46.85 higher than the previous day. The implied volatity was 12.97, the open interest changed by -1876 which decreased total open position to 1861
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 450, which was -259.20 lower than the previous day. The implied volatity was 13.57, the open interest changed by 3290 which increased total open position to 3737
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 709.2, which was 709.20 higher than the previous day. The implied volatity was 11.28, the open interest changed by 447 which increased total open position to 447
On 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 77400 PE | |||||||
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Delta: -0.63
Vega: 15.63
Theta: -126.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.81 | 462.85 | 51.50 | 18.84 | 83,748 | 82 | 3,765 |
| 20 Nov | 77578.38 | 411.35 | 0.00 | 0.00 | 0 | 254 | 0 |
| 19 Nov | 77578.38 | 411.35 | -32.15 | 18.70 | 1,47,825 | 254 | 3,683 |
| 18 Nov | 77339.01 | 443.5 | 69.65 | 14.11 | 2,23,171 | 2,513 | 3,429 |
| 14 Nov | 77580.31 | 373.85 | -21.65 | 11.61 | 5,162 | 827 | 916 |
| 13 Nov | 77690.95 | 395.5 | 182.40 | 12.49 | 412 | 71 | 89 |
| 12 Nov | 78675.18 | 213.1 | 14.13 | 18 | 18 | 18 | |
For Sensex - strike price 77400 expiring on 22NOV2024
Delta for 77400 PE is -0.63
Historical price for 77400 PE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 462.85, which was 51.50 higher than the previous day. The implied volatity was 18.84, the open interest changed by 82 which increased total open position to 3765
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 411.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 254 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 411.35, which was -32.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 254 which increased total open position to 3683
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 443.5, which was 69.65 higher than the previous day. The implied volatity was 14.11, the open interest changed by 2513 which increased total open position to 3429
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 373.85, which was -21.65 lower than the previous day. The implied volatity was 11.61, the open interest changed by 827 which increased total open position to 916
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 395.5, which was 182.40 higher than the previous day. The implied volatity was 12.49, the open interest changed by 71 which increased total open position to 89
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 213.1, which was lower than the previous day. The implied volatity was 14.13, the open interest changed by 18 which increased total open position to 18
