SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:12 PM IST
| SENSEX 22NOV2024 78300 CE | ||||||||||
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Delta: 0.08
Vega: 6.43
Theta: -63.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77119.95 | 32.2 | -100.20 | 20.10 | 1,50,236 | 6,127 | 11,507 | |||
| 19 Nov | 77578.38 | 132.4 | -3.35 | 13.23 | 4,01,822 | 2,902 | 5,380 | |||
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| 18 Nov | 77339.01 | 135.75 | -149.45 | 13.63 | 61,937 | 1,671 | 2,478 | |||
| 14 Nov | 77580.31 | 285.2 | -220.20 | 11.17 | 2,956 | 673 | 807 | |||
| 13 Nov | 77690.95 | 505.4 | -423.60 | 14.22 | 1,069 | 99 | 134 | |||
| 12 Nov | 78675.18 | 929 | 11.36 | 43 | 35 | 35 | ||||
For Sensex - strike price 78300 expiring on 22NOV2024
Delta for 78300 CE is 0.08
Historical price for 78300 CE is as follows
On 21 Nov SENSEX was trading at 77119.95. The strike last trading price was 32.2, which was -100.20 lower than the previous day. The implied volatity was 20.10, the open interest changed by 6127 which increased total open position to 11507
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 132.4, which was -3.35 lower than the previous day. The implied volatity was 13.23, the open interest changed by 2902 which increased total open position to 5380
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 135.75, which was -149.45 lower than the previous day. The implied volatity was 13.63, the open interest changed by 1671 which increased total open position to 2478
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 285.2, which was -220.20 lower than the previous day. The implied volatity was 11.17, the open interest changed by 673 which increased total open position to 807
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 505.4, which was -423.60 lower than the previous day. The implied volatity was 14.22, the open interest changed by 99 which increased total open position to 134
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 929, which was lower than the previous day. The implied volatity was 11.36, the open interest changed by 35 which increased total open position to 35
| SENSEX 22NOV2024 78300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 9.77
Theta: -106.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77119.95 | 1245.1 | 267.70 | 26.84 | 1,390 | -600 | 1,034 |
| 19 Nov | 77578.38 | 977.4 | -59.05 | 21.01 | 2,72,460 | 1,435 | 1,634 |
| 18 Nov | 77339.01 | 1036.45 | 131.25 | 14.67 | 900 | 69 | 199 |
| 14 Nov | 77580.31 | 905.2 | 86.85 | 12.86 | 1,107 | -3 | 130 |
| 13 Nov | 77690.95 | 818.35 | 367.60 | 12.03 | 1,705 | 75 | 133 |
| 12 Nov | 78675.18 | 450.75 | 13.66 | 222 | 58 | 58 | |
For Sensex - strike price 78300 expiring on 22NOV2024
Delta for 78300 PE is -0.85
Historical price for 78300 PE is as follows
On 21 Nov SENSEX was trading at 77119.95. The strike last trading price was 1245.1, which was 267.70 higher than the previous day. The implied volatity was 26.84, the open interest changed by -600 which decreased total open position to 1034
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 977.4, which was -59.05 lower than the previous day. The implied volatity was 21.01, the open interest changed by 1435 which increased total open position to 1634
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1036.45, which was 131.25 higher than the previous day. The implied volatity was 14.67, the open interest changed by 69 which increased total open position to 199
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 905.2, which was 86.85 higher than the previous day. The implied volatity was 12.86, the open interest changed by -3 which decreased total open position to 130
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 818.35, which was 367.60 higher than the previous day. The implied volatity was 12.03, the open interest changed by 75 which increased total open position to 133
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 450.75, which was lower than the previous day. The implied volatity was 13.66, the open interest changed by 58 which increased total open position to 58
