SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:05 PM IST
| SENSEX 22NOV2024 78600 CE | ||||||||||
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Delta: 0.05
Vega: 4.34
Theta: -44.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77119.06 | 18.65 | -63.35 | 21.17 | 1,06,471 | 6,924 | 10,301 | |||
| 19 Nov | 77578.38 | 82 | 2.00 | 13.67 | 1,99,236 | 1,250 | 3,377 | |||
| 18 Nov | 77339.01 | 80 | -118.35 | 13.47 | 65,493 | 1,331 | 2,127 | |||
| 14 Nov | 77580.31 | 198.35 | -189.90 | 11.18 | 2,731 | 589 | 796 | |||
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| 13 Nov | 77690.95 | 388.25 | -330.25 | 14.07 | 896 | 147 | 207 | |||
| 12 Nov | 78675.18 | 718.5 | 10.83 | 127 | 60 | 60 | ||||
For Sensex - strike price 78600 expiring on 22NOV2024
Delta for 78600 CE is 0.05
Historical price for 78600 CE is as follows
On 21 Nov SENSEX was trading at 77119.06. The strike last trading price was 18.65, which was -63.35 lower than the previous day. The implied volatity was 21.17, the open interest changed by 6924 which increased total open position to 10301
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 82, which was 2.00 higher than the previous day. The implied volatity was 13.67, the open interest changed by 1250 which increased total open position to 3377
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 80, which was -118.35 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1331 which increased total open position to 2127
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 198.35, which was -189.90 lower than the previous day. The implied volatity was 11.18, the open interest changed by 589 which increased total open position to 796
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 388.25, which was -330.25 lower than the previous day. The implied volatity was 14.07, the open interest changed by 147 which increased total open position to 207
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 718.5, which was lower than the previous day. The implied volatity was 10.83, the open interest changed by 60 which increased total open position to 60
| SENSEX 22NOV2024 78600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 11.48
Theta: -200.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77119.06 | 1638.15 | 389.40 | 40.11 | 276 | -86 | 373 |
| 19 Nov | 77578.38 | 1248.75 | -49.00 | 23.51 | 31,274 | 418 | 459 |
| 18 Nov | 77339.01 | 1297.75 | 330.40 | 15.62 | 92 | -50 | 41 |
| 14 Nov | 77580.31 | 967.35 | 0.00 | 0.00 | 0 | 0 | 91 |
| 13 Nov | 77690.95 | 967.35 | 384.05 | 10.95 | 558 | 14 | 91 |
| 12 Nov | 78675.18 | 583.3 | 13.87 | 399 | 77 | 77 | |
For Sensex - strike price 78600 expiring on 22NOV2024
Delta for 78600 PE is -0.80
Historical price for 78600 PE is as follows
On 21 Nov SENSEX was trading at 77119.06. The strike last trading price was 1638.15, which was 389.40 higher than the previous day. The implied volatity was 40.11, the open interest changed by -86 which decreased total open position to 373
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1248.75, which was -49.00 lower than the previous day. The implied volatity was 23.51, the open interest changed by 418 which increased total open position to 459
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1297.75, which was 330.40 higher than the previous day. The implied volatity was 15.62, the open interest changed by -50 which decreased total open position to 41
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 967.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 91
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 967.35, which was 384.05 higher than the previous day. The implied volatity was 10.95, the open interest changed by 14 which increased total open position to 91
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 583.3, which was lower than the previous day. The implied volatity was 13.87, the open interest changed by 77 which increased total open position to 77
