SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:10 PM IST
| SENSEX 22NOV2024 78400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 5.62
Theta: -56.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77107.83 | 26.75 | -78.25 | 20.60 | 1,33,005 | 5,834 | 11,550 | |||
| 19 Nov | 77578.38 | 105 | -6.35 | 12.97 | 3,53,618 | 3,353 | 5,716 | |||
| 18 Nov | 77339.01 | 111.35 | -113.35 | 13.43 | 66,634 | 1,591 | 2,363 | |||
| 14 Nov | 77580.31 | 224.7 | -234.50 | 10.46 | 4,009 | 628 | 772 | |||
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| 13 Nov | 77690.95 | 459.2 | -587.65 | 14.06 | 726 | 130 | 144 | |||
| 12 Nov | 78675.18 | 1046.85 | 15.02 | 14 | 14 | 14 | ||||
For Sensex - strike price 78400 expiring on 22NOV2024
Delta for 78400 CE is 0.07
Historical price for 78400 CE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 26.75, which was -78.25 lower than the previous day. The implied volatity was 20.60, the open interest changed by 5834 which increased total open position to 11550
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 105, which was -6.35 lower than the previous day. The implied volatity was 12.97, the open interest changed by 3353 which increased total open position to 5716
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 111.35, which was -113.35 lower than the previous day. The implied volatity was 13.43, the open interest changed by 1591 which increased total open position to 2363
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 224.7, which was -234.50 lower than the previous day. The implied volatity was 10.46, the open interest changed by 628 which increased total open position to 772
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 459.2, which was -587.65 lower than the previous day. The implied volatity was 14.06, the open interest changed by 130 which increased total open position to 144
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1046.85, which was lower than the previous day. The implied volatity was 15.02, the open interest changed by 14 which increased total open position to 14
| SENSEX 22NOV2024 78400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 9.70
Theta: -115.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77107.83 | 1363.5 | 291.75 | 29.18 | 2,605 | -802 | 2,071 |
| 19 Nov | 77578.38 | 1071.75 | -53.25 | 22.04 | 2,07,044 | 2,690 | 2,873 |
| 18 Nov | 77339.01 | 1125 | 225.05 | 15.11 | 1,028 | 54 | 183 |
| 14 Nov | 77580.31 | 899.95 | 23.40 | 11.13 | 1,042 | 36 | 129 |
| 13 Nov | 77690.95 | 876.55 | 376.80 | 11.93 | 1,370 | 35 | 93 |
| 12 Nov | 78675.18 | 499.75 | 13.87 | 630 | 58 | 58 | |
For Sensex - strike price 78400 expiring on 22NOV2024
Delta for 78400 PE is -0.85
Historical price for 78400 PE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 1363.5, which was 291.75 higher than the previous day. The implied volatity was 29.18, the open interest changed by -802 which decreased total open position to 2071
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1071.75, which was -53.25 lower than the previous day. The implied volatity was 22.04, the open interest changed by 2690 which increased total open position to 2873
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1125, which was 225.05 higher than the previous day. The implied volatity was 15.11, the open interest changed by 54 which increased total open position to 183
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 899.95, which was 23.40 higher than the previous day. The implied volatity was 11.13, the open interest changed by 36 which increased total open position to 129
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 876.55, which was 376.80 higher than the previous day. The implied volatity was 11.93, the open interest changed by 35 which increased total open position to 93
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 499.75, which was lower than the previous day. The implied volatity was 13.87, the open interest changed by 58 which increased total open position to 58
