SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 77600 CE | ||||||||||
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Delta: 0.26
Vega: 13.13
Theta: -113.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 104.15 | -278.55 | 16.34 | 3,83,456 | 15,058 | 23,152 | |||
| 20 Nov | 77578.38 | 382.7 | 0.00 | 0.00 | 0 | 4,047 | 0 | |||
| 19 Nov | 77578.38 | 382.7 | 34.85 | 12.89 | 85,255 | 4,047 | 8,094 | |||
| 18 Nov | 77339.01 | 347.85 | -257.15 | 13.31 | 1,58,293 | 2,453 | 4,047 | |||
| 14 Nov | 77580.31 | 605 | -287.45 | 11.51 | 10,883 | 1,525 | 1,594 | |||
| 13 Nov | 77690.95 | 892.45 | 892.45 | 15.30 | 288 | 69 | 69 | |||
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| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77600 expiring on 22NOV2024
Delta for 77600 CE is 0.26
Historical price for 77600 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 104.15, which was -278.55 lower than the previous day. The implied volatity was 16.34, the open interest changed by 15058 which increased total open position to 23152
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 382.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4047 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 382.7, which was 34.85 higher than the previous day. The implied volatity was 12.89, the open interest changed by 4047 which increased total open position to 8094
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 347.85, which was -257.15 lower than the previous day. The implied volatity was 13.31, the open interest changed by 2453 which increased total open position to 4047
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 605, which was -287.45 lower than the previous day. The implied volatity was 11.51, the open interest changed by 1525 which increased total open position to 1594
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 892.45, which was 892.45 higher than the previous day. The implied volatity was 15.30, the open interest changed by 69 which increased total open position to 69
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 77600 PE | |||||||
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Delta: -0.68
Vega: 14.42
Theta: -145.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 607.85 | 73.85 | 22.16 | 43,728 | -5,064 | 2,048 |
| 20 Nov | 77578.38 | 534 | 0.00 | 0.00 | 0 | 4,351 | 0 |
| 19 Nov | 77578.38 | 534 | -32.35 | 19.79 | 2,01,071 | 4,351 | 7,112 |
| 18 Nov | 77339.01 | 566.35 | 106.35 | 14.64 | 89,999 | 1,745 | 2,761 |
| 14 Nov | 77580.31 | 460 | -20.25 | 11.62 | 8,589 | 940 | 1,016 |
| 13 Nov | 77690.95 | 480.25 | 233.90 | 12.58 | 628 | 63 | 76 |
| 12 Nov | 78675.18 | 246.35 | 13.83 | 17 | 13 | 13 | |
For Sensex - strike price 77600 expiring on 22NOV2024
Delta for 77600 PE is -0.68
Historical price for 77600 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 607.85, which was 73.85 higher than the previous day. The implied volatity was 22.16, the open interest changed by -5064 which decreased total open position to 2048
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 534, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4351 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 534, which was -32.35 lower than the previous day. The implied volatity was 19.79, the open interest changed by 4351 which increased total open position to 7112
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 566.35, which was 106.35 higher than the previous day. The implied volatity was 14.64, the open interest changed by 1745 which increased total open position to 2761
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 460, which was -20.25 lower than the previous day. The implied volatity was 11.62, the open interest changed by 940 which increased total open position to 1016
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 480.25, which was 233.90 higher than the previous day. The implied volatity was 12.58, the open interest changed by 63 which increased total open position to 76
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 246.35, which was lower than the previous day. The implied volatity was 13.83, the open interest changed by 13 which increased total open position to 13
