SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 78200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 6.08
Theta: -56.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77155.79 | 26.9 | -126.65 | 18.03 | 2,44,304 | 10,023 | 15,106 | |||
| 19 Nov | 77578.38 | 153.55 | -6.45 | 13.04 | 3,46,611 | 839 | 5,083 | |||
| 18 Nov | 77339.01 | 160 | -152.65 | 13.69 | 68,309 | 3,517 | 4,244 | |||
| 14 Nov | 77580.31 | 312.65 | -219.95 | 11.01 | 4,801 | 598 | 727 | |||
| 13 Nov | 77690.95 | 532.6 | 532.60 | 13.93 | 923 | 129 | 129 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78200 expiring on 22NOV2024
Delta for 78200 CE is 0.08
Historical price for 78200 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 26.9, which was -126.65 lower than the previous day. The implied volatity was 18.03, the open interest changed by 10023 which increased total open position to 15106
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 153.55, which was -6.45 lower than the previous day. The implied volatity was 13.04, the open interest changed by 839 which increased total open position to 5083
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 160, which was -152.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by 3517 which increased total open position to 4244
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 312.65, which was -219.95 lower than the previous day. The implied volatity was 11.01, the open interest changed by 598 which increased total open position to 727
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 532.6, which was 532.60 higher than the previous day. The implied volatity was 13.93, the open interest changed by 129 which increased total open position to 129
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 78200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 10.88
Theta: -137.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 1140 | 220.15 | 28.30 | 2,224 | -816 | 854 |
| 19 Nov | 77578.38 | 919.85 | -52.95 | 21.34 | 3,14,236 | 1,473 | 1,670 |
| 18 Nov | 77339.01 | 972.8 | 199.50 | 15.13 | 1,300 | 58 | 197 |
| 14 Nov | 77580.31 | 773.3 | 50.50 | 11.29 | 1,287 | 27 | 139 |
| 13 Nov | 77690.95 | 722.8 | 307.50 | 11.28 | 1,185 | 44 | 112 |
| 12 Nov | 78675.18 | 415.3 | 13.67 | 417 | 68 | 68 | |
For Sensex - strike price 78200 expiring on 22NOV2024
Delta for 78200 PE is -0.81
Historical price for 78200 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1140, which was 220.15 higher than the previous day. The implied volatity was 28.30, the open interest changed by -816 which decreased total open position to 854
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 919.85, which was -52.95 lower than the previous day. The implied volatity was 21.34, the open interest changed by 1473 which increased total open position to 1670
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 972.8, which was 199.50 higher than the previous day. The implied volatity was 15.13, the open interest changed by 58 which increased total open position to 197
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 773.3, which was 50.50 higher than the previous day. The implied volatity was 11.29, the open interest changed by 27 which increased total open position to 139
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 722.8, which was 307.50 higher than the previous day. The implied volatity was 11.28, the open interest changed by 44 which increased total open position to 112
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 415.3, which was lower than the previous day. The implied volatity was 13.67, the open interest changed by 68 which increased total open position to 68
