SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:29 PM IST
| SENSEX 22NOV2024 78800 CE | ||||||||||
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Delta: 0.04
Vega: 3.40
Theta: -36.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77132.11 | 13.8 | -42.20 | 22.17 | 1,01,465 | 5,490 | 9,467 | |||
| 19 Nov | 77578.38 | 56 | -5.00 | 13.76 | 1,55,391 | 2,343 | 3,977 | |||
| 18 Nov | 77339.01 | 61 | -79.10 | 13.83 | 36,848 | 769 | 1,634 | |||
| 14 Nov | 77580.31 | 140.1 | -175.15 | 10.80 | 2,771 | 653 | 865 | |||
| 13 Nov | 77690.95 | 315.25 | -299.75 | 13.83 | 645 | 68 | 212 | |||
| 12 Nov | 78675.18 | 615 | 615.00 | 10.95 | 331 | 144 | 144 | |||
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| 11 Nov | 79496.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78800 expiring on 22NOV2024
Delta for 78800 CE is 0.04
Historical price for 78800 CE is as follows
On 21 Nov SENSEX was trading at 77132.11. The strike last trading price was 13.8, which was -42.20 lower than the previous day. The implied volatity was 22.17, the open interest changed by 5490 which increased total open position to 9467
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 56, which was -5.00 lower than the previous day. The implied volatity was 13.76, the open interest changed by 2343 which increased total open position to 3977
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 61, which was -79.10 lower than the previous day. The implied volatity was 13.83, the open interest changed by 769 which increased total open position to 1634
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 140.1, which was -175.15 lower than the previous day. The implied volatity was 10.80, the open interest changed by 653 which increased total open position to 865
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 315.25, which was -299.75 lower than the previous day. The implied volatity was 13.83, the open interest changed by 68 which increased total open position to 212
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 615, which was 615.00 higher than the previous day. The implied volatity was 10.95, the open interest changed by 144 which increased total open position to 144
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 78800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 7.80
Theta: -101.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77132.11 | 1716 | 321.30 | 32.13 | 16 | 0 | 307 |
| 19 Nov | 77578.38 | 1394.7 | -16.45 | 23.42 | 5,900 | 252 | 307 |
| 18 Nov | 77339.01 | 1411.15 | 325.10 | 12.06 | 92 | -2 | 55 |
| 14 Nov | 77580.31 | 1086.05 | 0.00 | 0.00 | 0 | 0 | 57 |
| 13 Nov | 77690.95 | 1086.05 | 416.00 | 10.24 | 547 | 1 | 57 |
| 12 Nov | 78675.18 | 670.05 | 670.05 | 13.76 | 753 | 56 | 56 |
| 11 Nov | 79496.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 78800 expiring on 22NOV2024
Delta for 78800 PE is -0.89
Historical price for 78800 PE is as follows
On 21 Nov SENSEX was trading at 77132.11. The strike last trading price was 1716, which was 321.30 higher than the previous day. The implied volatity was 32.13, the open interest changed by 0 which decreased total open position to 307
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1394.7, which was -16.45 lower than the previous day. The implied volatity was 23.42, the open interest changed by 252 which increased total open position to 307
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1411.15, which was 325.10 higher than the previous day. The implied volatity was 12.06, the open interest changed by -2 which decreased total open position to 55
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1086.05, 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 57
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1086.05, which was 416.00 higher than the previous day. The implied volatity was 10.24, the open interest changed by 1 which increased total open position to 57
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 670.05, which was 670.05 higher than the previous day. The implied volatity was 13.76, the open interest changed by 56 which increased total open position to 56
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
