SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 78100 CE | ||||||||||
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Delta: 0.10
Vega: 7.05
Theta: -64.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 33.4 | -145.15 | 17.67 | 2,03,232 | 8,722 | 12,618 | |||
| 19 Nov | 77578.38 | 178.55 | 1.55 | 12.88 | 2,62,040 | 2,209 | 3,896 | |||
| 18 Nov | 77339.01 | 177 | -188.55 | 13.38 | 67,929 | 1,156 | 1,687 | |||
| 14 Nov | 77580.31 | 365.55 | -233.05 | 11.36 | 4,815 | 388 | 531 | |||
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| 13 Nov | 77690.95 | 598.6 | 598.60 | 14.40 | 1,137 | 143 | 143 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78100 expiring on 22NOV2024
Delta for 78100 CE is 0.10
Historical price for 78100 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 33.4, which was -145.15 lower than the previous day. The implied volatity was 17.67, the open interest changed by 8722 which increased total open position to 12618
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 178.55, which was 1.55 higher than the previous day. The implied volatity was 12.88, the open interest changed by 2209 which increased total open position to 3896
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 177, which was -188.55 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1156 which increased total open position to 1687
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 365.55, which was -233.05 lower than the previous day. The implied volatity was 11.36, the open interest changed by 388 which increased total open position to 531
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 598.6, which was 598.60 higher than the previous day. The implied volatity was 14.40, the open interest changed by 143 which increased total open position to 143
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 78100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 11.34
Theta: -136.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 1045 | 244.05 | 27.03 | 3,303 | -888 | 832 |
| 19 Nov | 77578.38 | 800.95 | -76.40 | 19.27 | 2,60,763 | 1,446 | 1,720 |
| 18 Nov | 77339.01 | 877.35 | 240.95 | 14.29 | 3,012 | 55 | 274 |
| 14 Nov | 77580.31 | 636.4 | -52.65 | 9.59 | 1,633 | 29 | 219 |
| 13 Nov | 77690.95 | 689.05 | 308.85 | 11.78 | 1,145 | 163 | 190 |
| 12 Nov | 78675.18 | 380.2 | 13.65 | 154 | 27 | 27 | |
For Sensex - strike price 78100 expiring on 22NOV2024
Delta for 78100 PE is -0.80
Historical price for 78100 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1045, which was 244.05 higher than the previous day. The implied volatity was 27.03, the open interest changed by -888 which decreased total open position to 832
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 800.95, which was -76.40 lower than the previous day. The implied volatity was 19.27, the open interest changed by 1446 which increased total open position to 1720
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 877.35, which was 240.95 higher than the previous day. The implied volatity was 14.29, the open interest changed by 55 which increased total open position to 274
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 636.4, which was -52.65 lower than the previous day. The implied volatity was 9.59, the open interest changed by 29 which increased total open position to 219
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 689.05, which was 308.85 higher than the previous day. The implied volatity was 11.78, the open interest changed by 163 which increased total open position to 190
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 380.2, which was lower than the previous day. The implied volatity was 13.65, the open interest changed by 27 which increased total open position to 27
