SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:10 PM IST
| SENSEX 22NOV2024 77500 CE | ||||||||||
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Delta: 0.30
Vega: 14.32
Theta: -117.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77107.83 | 126.6 | -301.40 | 16.44 | 4,91,764 | 18,808 | 27,322 | |||
| 20 Nov | 77578.38 | 428 | 0.00 | 0.00 | 0 | -1,405 | 0 | |||
| 19 Nov | 77578.38 | 428 | 17.20 | 12.58 | 1,23,944 | -1,405 | 8,514 | |||
| 18 Nov | 77339.01 | 410.8 | -244.20 | 13.87 | 3,46,830 | 6,355 | 9,919 | |||
| 14 Nov | 77580.31 | 655 | -271.00 | 11.38 | 23,932 | 3,360 | 3,564 | |||
| 13 Nov | 77690.95 | 926 | 926.00 | 14.82 | 768 | 204 | 204 | |||
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| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77500 expiring on 22NOV2024
Delta for 77500 CE is 0.30
Historical price for 77500 CE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 126.6, which was -301.40 lower than the previous day. The implied volatity was 16.44, the open interest changed by 18808 which increased total open position to 27322
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 428, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1405 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 428, which was 17.20 higher than the previous day. The implied volatity was 12.58, the open interest changed by -1405 which decreased total open position to 8514
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 410.8, which was -244.20 lower than the previous day. The implied volatity was 13.87, the open interest changed by 6355 which increased total open position to 9919
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 655, which was -271.00 lower than the previous day. The implied volatity was 11.38, the open interest changed by 3360 which increased total open position to 3564
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 926, which was 926.00 higher than the previous day. The implied volatity was 14.82, the open interest changed by 204 which increased total open position to 204
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 77500 PE | |||||||
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Delta: -0.67
Vega: 14.96
Theta: -124.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77107.83 | 543.5 | 89.85 | 19.65 | 1,09,982 | -1,347 | 6,210 |
| 20 Nov | 77578.38 | 453.65 | 0.00 | 0.00 | 0 | 444 | 0 |
| 19 Nov | 77578.38 | 453.65 | -38.40 | 18.62 | 3,22,790 | 444 | 7,557 |
| 18 Nov | 77339.01 | 492.05 | 76.15 | 14.03 | 2,48,390 | 3,072 | 7,113 |
| 14 Nov | 77580.31 | 415.9 | -27.55 | 11.62 | 28,985 | 3,865 | 4,041 |
| 13 Nov | 77690.95 | 443.45 | 214.20 | 12.68 | 2,099 | 134 | 176 |
| 12 Nov | 78675.18 | 229.25 | 13.99 | 44 | 42 | 42 | |
For Sensex - strike price 77500 expiring on 22NOV2024
Delta for 77500 PE is -0.67
Historical price for 77500 PE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 543.5, which was 89.85 higher than the previous day. The implied volatity was 19.65, the open interest changed by -1347 which decreased total open position to 6210
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 453.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 444 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 453.65, which was -38.40 lower than the previous day. The implied volatity was 18.62, the open interest changed by 444 which increased total open position to 7557
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 492.05, which was 76.15 higher than the previous day. The implied volatity was 14.03, the open interest changed by 3072 which increased total open position to 7113
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 415.9, which was -27.55 lower than the previous day. The implied volatity was 11.62, the open interest changed by 3865 which increased total open position to 4041
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 443.45, which was 214.20 higher than the previous day. The implied volatity was 12.68, the open interest changed by 134 which increased total open position to 176
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 229.25, which was lower than the previous day. The implied volatity was 13.99, the open interest changed by 42 which increased total open position to 42
