SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:04 PM IST
| SENSEX 22NOV2024 78000 CE | ||||||||||
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Delta: 0.13
Vega: 8.81
Theta: -79.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77107.95 | 49.8 | -165.20 | 18.43 | 4,35,184 | 22,476 | 34,478 | |||
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| 20 Nov | 77578.38 | 215 | 0.00 | 0.00 | 0 | 2,354 | 0 | |||
| 19 Nov | 77578.38 | 215 | 2.60 | 13.04 | 3,80,334 | 2,354 | 12,002 | |||
| 18 Nov | 77339.01 | 212.4 | -195.60 | 13.64 | 2,08,305 | 6,634 | 9,648 | |||
| 14 Nov | 77580.31 | 408 | -237.00 | 11.40 | 22,709 | 2,410 | 3,014 | |||
| 13 Nov | 77690.95 | 645 | 645.00 | 14.42 | 3,576 | 604 | 604 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78000 expiring on 22NOV2024
Delta for 78000 CE is 0.13
Historical price for 78000 CE is as follows
On 21 Nov SENSEX was trading at 77107.95. The strike last trading price was 49.8, which was -165.20 lower than the previous day. The implied volatity was 18.43, the open interest changed by 22476 which increased total open position to 34478
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 215, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2354 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 215, which was 2.60 higher than the previous day. The implied volatity was 13.04, the open interest changed by 2354 which increased total open position to 12002
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 212.4, which was -195.60 lower than the previous day. The implied volatity was 13.64, the open interest changed by 6634 which increased total open position to 9648
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 408, which was -237.00 lower than the previous day. The implied volatity was 11.40, the open interest changed by 2410 which increased total open position to 3014
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 645, which was 645.00 higher than the previous day. The implied volatity was 14.42, the open interest changed by 604 which increased total open position to 604
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 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 11.37
Theta: -110.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77107.95 | 974 | 217.55 | 23.80 | 11,442 | -720 | 6,807 |
| 20 Nov | 77578.38 | 756.45 | 0.00 | 0.00 | 0 | 4,988 | 0 |
| 19 Nov | 77578.38 | 756.45 | -40.55 | 19.91 | 4,72,919 | 4,988 | 7,527 |
| 18 Nov | 77339.01 | 797 | 147.00 | 13.95 | 22,063 | 294 | 2,539 |
| 14 Nov | 77580.31 | 650 | -13.75 | 11.25 | 15,392 | 1,650 | 2,245 |
| 13 Nov | 77690.95 | 663.75 | 306.35 | 12.39 | 3,956 | 348 | 595 |
| 12 Nov | 78675.18 | 357.4 | 13.86 | 739 | 247 | 247 | |
For Sensex - strike price 78000 expiring on 22NOV2024
Delta for 78000 PE is -0.81
Historical price for 78000 PE is as follows
On 21 Nov SENSEX was trading at 77107.95. The strike last trading price was 974, which was 217.55 higher than the previous day. The implied volatity was 23.80, the open interest changed by -720 which decreased total open position to 6807
On 20 Nov SENSEX was trading at 77578.38. The strike last trading price was 756.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4988 which increased total open position to 0
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 756.45, which was -40.55 lower than the previous day. The implied volatity was 19.91, the open interest changed by 4988 which increased total open position to 7527
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 797, which was 147.00 higher than the previous day. The implied volatity was 13.95, the open interest changed by 294 which increased total open position to 2539
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 650, which was -13.75 lower than the previous day. The implied volatity was 11.25, the open interest changed by 1650 which increased total open position to 2245
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 663.75, which was 306.35 higher than the previous day. The implied volatity was 12.39, the open interest changed by 348 which increased total open position to 595
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 357.4, which was lower than the previous day. The implied volatity was 13.86, the open interest changed by 247 which increased total open position to 247
