SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 77700 CE | ||||||||||
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Delta: 0.22
Vega: 11.98
Theta: -105.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 85.75 | -253.25 | 16.78 | 3,58,768 | 10,729 | 14,170 | |||
| 20 Nov | 77578.38 | 339 | 0.00 | 0.00 | 0 | 413 | 0 | |||
| 19 Nov | 77578.38 | 339 | 24.00 | 13.09 | 1,10,781 | 413 | 3,441 | |||
| 18 Nov | 77339.01 | 315 | -222.05 | 13.59 | 1,20,741 | 936 | 3,028 | |||
| 14 Nov | 77580.31 | 537.05 | -246.20 | 11.17 | 11,024 | 1,939 | 2,092 | |||
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| 13 Nov | 77690.95 | 783.25 | 783.25 | 14.16 | 715 | 153 | 153 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77700 expiring on 22NOV2024
Delta for 77700 CE is 0.22
Historical price for 77700 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 85.75, which was -253.25 lower than the previous day. The implied volatity was 16.78, the open interest changed by 10729 which increased total open position to 14170
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 339, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 413 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 339, which was 24.00 higher than the previous day. The implied volatity was 13.09, the open interest changed by 413 which increased total open position to 3441
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 315, which was -222.05 lower than the previous day. The implied volatity was 13.59, the open interest changed by 936 which increased total open position to 3028
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 537.05, which was -246.20 lower than the previous day. The implied volatity was 11.17, the open interest changed by 1939 which increased total open position to 2092
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 783.25, which was 783.25 higher than the previous day. The implied volatity was 14.16, the open interest changed by 153 which increased total open position to 153
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 77700 PE | |||||||
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Delta: -0.69
Vega: 14.15
Theta: -164.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 721.4 | 170.00 | 25.27 | 19,379 | 207 | 2,312 |
| 20 Nov | 77578.38 | 551.4 | 0.00 | 0.00 | 0 | 1,232 | 0 |
| 19 Nov | 77578.38 | 551.4 | -61.60 | 18.61 | 2,14,674 | 1,232 | 2,105 |
| 18 Nov | 77339.01 | 613 | 113.00 | 14.29 | 55,262 | -417 | 873 |
| 14 Nov | 77580.31 | 500 | -19.75 | 11.46 | 9,967 | 1,184 | 1,290 |
| 13 Nov | 77690.95 | 519.75 | 256.45 | 12.48 | 466 | 104 | 106 |
| 12 Nov | 78675.18 | 263.3 | 13.64 | 6 | 2 | 2 | |
For Sensex - strike price 77700 expiring on 22NOV2024
Delta for 77700 PE is -0.69
Historical price for 77700 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 721.4, which was 170.00 higher than the previous day. The implied volatity was 25.27, the open interest changed by 207 which increased total open position to 2312
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 551.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1232 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 551.4, which was -61.60 lower than the previous day. The implied volatity was 18.61, the open interest changed by 1232 which increased total open position to 2105
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 613, which was 113.00 higher than the previous day. The implied volatity was 14.29, the open interest changed by -417 which decreased total open position to 873
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 500, which was -19.75 lower than the previous day. The implied volatity was 11.46, the open interest changed by 1184 which increased total open position to 1290
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 519.75, which was 256.45 higher than the previous day. The implied volatity was 12.48, the open interest changed by 104 which increased total open position to 106
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 263.3, which was lower than the previous day. The implied volatity was 13.64, the open interest changed by 2 which increased total open position to 2
