SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:12 PM IST
| SENSEX 22NOV2024 77800 CE | ||||||||||
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Delta: 0.19
Vega: 11.19
Theta: -98.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77119.95 | 75.95 | -209.25 | 17.79 | 2,79,614 | 10,170 | 13,350 | |||
| 20 Nov | 77578.38 | 285.2 | 0.00 | 0.00 | 0 | -246 | 0 | |||
| 19 Nov | 77578.38 | 285.2 | 8.50 | 12.78 | 1,50,575 | -246 | 3,180 | |||
| 18 Nov | 77339.01 | 276.7 | -210.20 | 13.58 | 1,25,071 | 1,956 | 3,426 | |||
| 14 Nov | 77580.31 | 486.9 | -273.60 | 11.16 | 10,784 | 1,375 | 1,470 | |||
| 13 Nov | 77690.95 | 760.5 | 760.50 | 14.78 | 573 | 95 | 95 | |||
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| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77800 expiring on 22NOV2024
Delta for 77800 CE is 0.19
Historical price for 77800 CE is as follows
On 21 Nov SENSEX was trading at 77119.95. The strike last trading price was 75.95, which was -209.25 lower than the previous day. The implied volatity was 17.79, the open interest changed by 10170 which increased total open position to 13350
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 285.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -246 which decreased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 285.2, which was 8.50 higher than the previous day. The implied volatity was 12.78, the open interest changed by -246 which decreased total open position to 3180
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 276.7, which was -210.20 lower than the previous day. The implied volatity was 13.58, the open interest changed by 1956 which increased total open position to 3426
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 486.9, which was -273.60 lower than the previous day. The implied volatity was 11.16, the open interest changed by 1375 which increased total open position to 1470
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 760.5, which was 760.50 higher than the previous day. The implied volatity was 14.78, the open interest changed by 95 which increased total open position to 95
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 77800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 12.64
Theta: -112.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77119.95 | 776.95 | 161.20 | 21.42 | 10,777 | 298 | 1,552 |
| 20 Nov | 77578.38 | 615.75 | 0.00 | 0.00 | 0 | 410 | 0 |
| 19 Nov | 77578.38 | 615.75 | -51.05 | 19.00 | 2,41,667 | 410 | 1,254 |
| 18 Nov | 77339.01 | 666.8 | 116.80 | 14.04 | 25,509 | 6 | 844 |
| 14 Nov | 77580.31 | 550 | -15.00 | 11.46 | 9,528 | 678 | 838 |
| 13 Nov | 77690.95 | 565 | 565.00 | 12.45 | 718 | 160 | 160 |
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 77800 expiring on 22NOV2024
Delta for 77800 PE is -0.77
Historical price for 77800 PE is as follows
On 21 Nov SENSEX was trading at 77119.95. The strike last trading price was 776.95, which was 161.20 higher than the previous day. The implied volatity was 21.42, the open interest changed by 298 which increased total open position to 1552
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 615.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 410 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 615.75, which was -51.05 lower than the previous day. The implied volatity was 19.00, the open interest changed by 410 which increased total open position to 1254
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 666.8, which was 116.80 higher than the previous day. The implied volatity was 14.04, the open interest changed by 6 which increased total open position to 844
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 550, which was -15.00 lower than the previous day. The implied volatity was 11.46, the open interest changed by 678 which increased total open position to 838
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 565, which was 565.00 higher than the previous day. The implied volatity was 12.45, the open interest changed by 160 which increased total open position to 160
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
