SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:22 PM IST
| SENSEX 22NOV2024 78900 CE | ||||||||||
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Delta: 0.03
Vega: 3.10
Theta: -34.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77115.49 | 12.6 | -33.95 | 23.01 | 92,411 | 4,932 | 9,421 | |||
| 19 Nov | 77578.38 | 46.55 | 1.00 | 13.85 | 1,41,918 | 3,112 | 4,489 | |||
| 18 Nov | 77339.01 | 45.55 | -83.45 | 13.44 | 35,474 | 738 | 1,377 | |||
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| 14 Nov | 77580.31 | 129 | -155.80 | 11.05 | 2,850 | 418 | 639 | |||
| 13 Nov | 77690.95 | 284.8 | -275.20 | 13.77 | 766 | 121 | 221 | |||
| 12 Nov | 78675.18 | 560 | 560.00 | 10.87 | 471 | 100 | 100 | |||
| 11 Nov | 79496.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 78900 expiring on 22NOV2024
Delta for 78900 CE is 0.03
Historical price for 78900 CE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 12.6, which was -33.95 lower than the previous day. The implied volatity was 23.01, the open interest changed by 4932 which increased total open position to 9421
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 46.55, which was 1.00 higher than the previous day. The implied volatity was 13.85, the open interest changed by 3112 which increased total open position to 4489
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 45.55, which was -83.45 lower than the previous day. The implied volatity was 13.44, the open interest changed by 738 which increased total open position to 1377
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 129, which was -155.80 lower than the previous day. The implied volatity was 11.05, the open interest changed by 418 which increased total open position to 639
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 284.8, which was -275.20 lower than the previous day. The implied volatity was 13.77, the open interest changed by 121 which increased total open position to 221
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 560, which was 560.00 higher than the previous day. The implied volatity was 10.87, the open interest changed by 100 which increased total open position to 100
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 78900 PE | |||||||
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Delta: -0.92
Vega: 6.07
Theta: -66.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77115.49 | 1805.2 | 305.05 | 29.67 | 10 | -1 | 228 |
| 19 Nov | 77578.38 | 1500.15 | 185.95 | 24.74 | 4,075 | 179 | 229 |
| 18 Nov | 77339.01 | 1314.2 | 0.00 | 0.00 | 0 | 0 | 50 |
| 14 Nov | 77580.31 | 1314.2 | 159.60 | 12.24 | 34 | 0 | 50 |
| 13 Nov | 77690.95 | 1154.6 | 455.05 | 9.97 | 470 | -11 | 50 |
| 12 Nov | 78675.18 | 699.55 | 699.55 | 13.38 | 661 | 61 | 61 |
| 11 Nov | 79496.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 78900 expiring on 22NOV2024
Delta for 78900 PE is -0.92
Historical price for 78900 PE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 1805.2, which was 305.05 higher than the previous day. The implied volatity was 29.67, the open interest changed by -1 which decreased total open position to 228
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1500.15, which was 185.95 higher than the previous day. The implied volatity was 24.74, the open interest changed by 179 which increased total open position to 229
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1314.2, 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 50
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1314.2, which was 159.60 higher than the previous day. The implied volatity was 12.24, the open interest changed by 0 which decreased total open position to 50
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1154.6, which was 455.05 higher than the previous day. The implied volatity was 9.97, the open interest changed by -11 which decreased total open position to 50
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 699.55, which was 699.55 higher than the previous day. The implied volatity was 13.38, the open interest changed by 61 which increased total open position to 61
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
