SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:43 PM IST
| SENSEX 22NOV2024 77900 CE | ||||||||||
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Delta: 0.15
Vega: 9.63
Theta: -86.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77118.62 | 57.25 | -191.75 | 17.81 | 1,92,075 | 6,560 | 8,994 | |||
| 20 Nov | 77578.38 | 249 | 0.00 | 0.00 | 0 | 387 | 0 | |||
| 19 Nov | 77578.38 | 249 | 1.85 | 12.94 | 1,36,724 | 387 | 2,434 | |||
| 18 Nov | 77339.01 | 247.15 | -199.55 | 13.75 | 88,037 | 1,164 | 2,047 | |||
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| 14 Nov | 77580.31 | 446.7 | -263.40 | 11.30 | 10,606 | 640 | 883 | |||
| 13 Nov | 77690.95 | 710.1 | 710.10 | 14.77 | 825 | 243 | 243 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 77900 expiring on 22NOV2024
Delta for 77900 CE is 0.15
Historical price for 77900 CE is as follows
On 21 Nov SENSEX was trading at 77118.62. The strike last trading price was 57.25, which was -191.75 lower than the previous day. The implied volatity was 17.81, the open interest changed by 6560 which increased total open position to 8994
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 249, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 387 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 249, which was 1.85 higher than the previous day. The implied volatity was 12.94, the open interest changed by 387 which increased total open position to 2434
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 247.15, which was -199.55 lower than the previous day. The implied volatity was 13.75, the open interest changed by 1164 which increased total open position to 2047
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 446.7, which was -263.40 lower than the previous day. The implied volatity was 11.30, the open interest changed by 640 which increased total open position to 883
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 710.1, which was 710.10 higher than the previous day. The implied volatity was 14.77, the open interest changed by 243 which increased total open position to 243
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 77900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 11.58
Theta: -106.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77118.62 | 861.25 | 184.70 | 21.99 | 3,290 | -51 | 758 |
| 20 Nov | 77578.38 | 676.55 | 0.00 | 0.00 | 0 | 265 | 0 |
| 19 Nov | 77578.38 | 676.55 | -75.65 | 19.15 | 1,85,561 | 265 | 809 |
| 18 Nov | 77339.01 | 752.2 | 124.35 | 14.73 | 12,560 | 126 | 544 |
| 14 Nov | 77580.31 | 627.85 | 13.00 | 12.00 | 4,247 | 240 | 418 |
| 13 Nov | 77690.95 | 614.85 | 614.85 | 12.46 | 976 | 178 | 178 |
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 77900 expiring on 22NOV2024
Delta for 77900 PE is -0.80
Historical price for 77900 PE is as follows
On 21 Nov SENSEX was trading at 77118.62. The strike last trading price was 861.25, which was 184.70 higher than the previous day. The implied volatity was 21.99, the open interest changed by -51 which decreased total open position to 758
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 676.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 265 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 676.55, which was -75.65 lower than the previous day. The implied volatity was 19.15, the open interest changed by 265 which increased total open position to 809
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 752.2, which was 124.35 higher than the previous day. The implied volatity was 14.73, the open interest changed by 126 which increased total open position to 544
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 627.85, which was 13.00 higher than the previous day. The implied volatity was 12.00, the open interest changed by 240 which increased total open position to 418
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 614.85, which was 614.85 higher than the previous day. The implied volatity was 12.46, the open interest changed by 178 which increased total open position to 178
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
