SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 78500 CE | ||||||||||
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Delta: 0.04
Vega: 3.63
Theta: -35.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 13 | -90.85 | 18.82 | 4,84,271 | 48,900 | 61,598 | |||
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| 19 Nov | 77578.38 | 103.85 | 1.75 | 13.91 | 4,64,329 | 5,103 | 12,698 | |||
| 18 Nov | 77339.01 | 102.1 | -128.80 | 13.82 | 1,42,059 | 4,253 | 7,595 | |||
| 14 Nov | 77580.31 | 230.9 | -181.15 | 11.34 | 14,819 | 2,502 | 3,342 | |||
| 13 Nov | 77690.95 | 412.05 | -370.60 | 13.83 | 4,209 | 690 | 840 | |||
| 12 Nov | 78675.18 | 782.65 | 10.93 | 301 | 150 | 150 | ||||
For Sensex - strike price 78500 expiring on 22NOV2024
Delta for 78500 CE is 0.04
Historical price for 78500 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 13, which was -90.85 lower than the previous day. The implied volatity was 18.82, the open interest changed by 48900 which increased total open position to 61598
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 103.85, which was 1.75 higher than the previous day. The implied volatity was 13.91, the open interest changed by 5103 which increased total open position to 12698
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 102.1, which was -128.80 lower than the previous day. The implied volatity was 13.82, the open interest changed by 4253 which increased total open position to 7595
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 230.9, which was -181.15 lower than the previous day. The implied volatity was 11.34, the open interest changed by 2502 which increased total open position to 3342
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 412.05, which was -370.60 lower than the previous day. The implied volatity was 13.83, the open interest changed by 690 which increased total open position to 840
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 782.65, which was lower than the previous day. The implied volatity was 10.93, the open interest changed by 150 which increased total open position to 150
| SENSEX 22NOV2024 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 9.29
Theta: -125.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 1416.6 | 280.60 | 30.84 | 1,750 | -494 | 3,621 |
| 19 Nov | 77578.38 | 1136 | -77.75 | 21.80 | 1,34,235 | 452 | 4,115 |
| 18 Nov | 77339.01 | 1213.75 | 257.05 | 15.50 | 2,164 | 67 | 3,663 |
| 14 Nov | 77580.31 | 956.7 | 35.15 | 10.77 | 8,678 | 3,222 | 3,596 |
| 13 Nov | 77690.95 | 921.55 | 387.60 | 11.48 | 3,124 | 158 | 374 |
| 12 Nov | 78675.18 | 533.95 | 13.74 | 1,055 | 216 | 216 | |
For Sensex - strike price 78500 expiring on 22NOV2024
Delta for 78500 PE is -0.85
Historical price for 78500 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1416.6, which was 280.60 higher than the previous day. The implied volatity was 30.84, the open interest changed by -494 which decreased total open position to 3621
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1136, which was -77.75 lower than the previous day. The implied volatity was 21.80, the open interest changed by 452 which increased total open position to 4115
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1213.75, which was 257.05 higher than the previous day. The implied volatity was 15.50, the open interest changed by 67 which increased total open position to 3663
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 956.7, which was 35.15 higher than the previous day. The implied volatity was 10.77, the open interest changed by 3222 which increased total open position to 3596
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 921.55, which was 387.60 higher than the previous day. The implied volatity was 11.48, the open interest changed by 158 which increased total open position to 374
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 533.95, which was lower than the previous day. The implied volatity was 13.74, the open interest changed by 216 which increased total open position to 216
