SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 78700 CE | ||||||||||
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Delta: 0.03
Vega: 2.58
Theta: -25.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 8.4 | -69.60 | 19.52 | 1,91,740 | 14,272 | 17,734 | |||
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| 19 Nov | 77578.38 | 78 | 14.40 | 14.34 | 1,73,005 | 1,305 | 3,462 | |||
| 18 Nov | 77339.01 | 63.6 | -108.45 | 13.27 | 36,388 | 1,145 | 2,157 | |||
| 14 Nov | 77580.31 | 172.05 | -168.30 | 11.12 | 2,713 | 858 | 1,012 | |||
| 13 Nov | 77690.95 | 340.35 | -331.55 | 13.71 | 820 | 94 | 154 | |||
| 12 Nov | 78675.18 | 671.9 | 671.90 | 11.02 | 113 | 60 | 60 | |||
| 11 Nov | 79496.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78700 expiring on 22NOV2024
Delta for 78700 CE is 0.03
Historical price for 78700 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 8.4, which was -69.60 lower than the previous day. The implied volatity was 19.52, the open interest changed by 14272 which increased total open position to 17734
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 78, which was 14.40 higher than the previous day. The implied volatity was 14.34, the open interest changed by 1305 which increased total open position to 3462
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 63.6, which was -108.45 lower than the previous day. The implied volatity was 13.27, the open interest changed by 1145 which increased total open position to 2157
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 172.05, which was -168.30 lower than the previous day. The implied volatity was 11.12, the open interest changed by 858 which increased total open position to 1012
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 340.35, which was -331.55 lower than the previous day. The implied volatity was 13.71, the open interest changed by 94 which increased total open position to 154
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 671.9, which was 671.90 higher than the previous day. The implied volatity was 11.02, the open interest changed by 60 which increased total open position to 60
On 11 Nov SENSEX was trading at 79496.15. 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 78700 PE | |||||||
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Delta: -0.86
Vega: 8.94
Theta: -135.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 1620 | 289.25 | 34.28 | 221 | -52 | 258 |
| 19 Nov | 77578.38 | 1330.75 | -54.25 | 23.90 | 16,180 | 272 | 310 |
| 18 Nov | 77339.01 | 1385 | 353.30 | 15.82 | 110 | -48 | 38 |
| 14 Nov | 77580.31 | 1031.7 | 0.00 | 0.00 | 0 | 0 | 86 |
| 13 Nov | 77690.95 | 1031.7 | 399.05 | 10.77 | 784 | -7 | 86 |
| 12 Nov | 78675.18 | 632.65 | 230.20 | 13.95 | 840 | 90 | 93 |
| 11 Nov | 79496.15 | 402.45 | 14.94 | 3 | 3 | 3 | |
For Sensex - strike price 78700 expiring on 22NOV2024
Delta for 78700 PE is -0.86
Historical price for 78700 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1620, which was 289.25 higher than the previous day. The implied volatity was 34.28, the open interest changed by -52 which decreased total open position to 258
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1330.75, which was -54.25 lower than the previous day. The implied volatity was 23.90, the open interest changed by 272 which increased total open position to 310
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1385, which was 353.30 higher than the previous day. The implied volatity was 15.82, the open interest changed by -48 which decreased total open position to 38
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1031.7, 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 86
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1031.7, which was 399.05 higher than the previous day. The implied volatity was 10.77, the open interest changed by -7 which decreased total open position to 86
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 632.65, which was 230.20 higher than the previous day. The implied volatity was 13.95, the open interest changed by 90 which increased total open position to 93
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 402.45, which was lower than the previous day. The implied volatity was 14.94, the open interest changed by 3 which increased total open position to 3
