SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:30 PM IST
| SENSEX 22NOV2024 79000 CE | ||||||||||
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Delta: 0.03
Vega: 2.62
Theta: -29.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77118.92 | 10.05 | -28.80 | 23.18 | 3,08,081 | 27,852 | 39,936 | |||
| 19 Nov | 77578.38 | 38.85 | -4.90 | 13.98 | 3,33,470 | 3,391 | 12,084 | |||
| 18 Nov | 77339.01 | 43.75 | -67.25 | 13.96 | 1,11,805 | 3,191 | 8,693 | |||
| 14 Nov | 77580.31 | 111 | -149.35 | 11.02 | 22,644 | 4,056 | 5,502 | |||
| 13 Nov | 77690.95 | 260.35 | -256.05 | 13.81 | 6,326 | 879 | 1,446 | |||
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| 12 Nov | 78675.18 | 516.4 | -501.45 | 10.95 | 2,041 | 531 | 567 | |||
| 11 Nov | 79496.15 | 1017.85 | 1017.85 | 10.56 | 163 | 36 | 36 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79000 expiring on 22NOV2024
Delta for 79000 CE is 0.03
Historical price for 79000 CE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 10.05, which was -28.80 lower than the previous day. The implied volatity was 23.18, the open interest changed by 27852 which increased total open position to 39936
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 38.85, which was -4.90 lower than the previous day. The implied volatity was 13.98, the open interest changed by 3391 which increased total open position to 12084
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 43.75, which was -67.25 lower than the previous day. The implied volatity was 13.96, the open interest changed by 3191 which increased total open position to 8693
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 111, which was -149.35 lower than the previous day. The implied volatity was 11.02, the open interest changed by 4056 which increased total open position to 5502
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 260.35, which was -256.05 lower than the previous day. The implied volatity was 13.81, the open interest changed by 879 which increased total open position to 1446
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 516.4, which was -501.45 lower than the previous day. The implied volatity was 10.95, the open interest changed by 531 which increased total open position to 567
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 1017.85, which was 1017.85 higher than the previous day. The implied volatity was 10.56, the open interest changed by 36 which increased total open position to 36
On 8 Nov SENSEX was trading at 79486.32. 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 79000 PE | |||||||
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Delta: -0.93
Vega: 5.77
Theta: -64.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77118.92 | 1900 | 334.55 | 30.64 | 517 | -173 | 1,483 |
| 19 Nov | 77578.38 | 1565.45 | -81.60 | 24.16 | 7,389 | 102 | 1,656 |
| 18 Nov | 77339.01 | 1647.05 | 296.20 | 15.98 | 650 | 295 | 1,554 |
| 14 Nov | 77580.31 | 1350.85 | 97.85 | 10.78 | 1,202 | 1,008 | 1,259 |
| 13 Nov | 77690.95 | 1253 | 476.90 | 10.50 | 884 | -65 | 251 |
| 12 Nov | 78675.18 | 776.1 | 352.95 | 13.86 | 1,771 | 254 | 316 |
| 11 Nov | 79496.15 | 423.15 | 25.80 | 13.37 | 471 | 54 | 62 |
| 8 Nov | 79486.32 | 397.35 | 11.73 | 8 | 8 | 8 | |
For Sensex - strike price 79000 expiring on 22NOV2024
Delta for 79000 PE is -0.93
Historical price for 79000 PE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 1900, which was 334.55 higher than the previous day. The implied volatity was 30.64, the open interest changed by -173 which decreased total open position to 1483
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1565.45, which was -81.60 lower than the previous day. The implied volatity was 24.16, the open interest changed by 102 which increased total open position to 1656
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1647.05, which was 296.20 higher than the previous day. The implied volatity was 15.98, the open interest changed by 295 which increased total open position to 1554
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1350.85, which was 97.85 higher than the previous day. The implied volatity was 10.78, the open interest changed by 1008 which increased total open position to 1259
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1253, which was 476.90 higher than the previous day. The implied volatity was 10.50, the open interest changed by -65 which decreased total open position to 251
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 776.1, which was 352.95 higher than the previous day. The implied volatity was 13.86, the open interest changed by 254 which increased total open position to 316
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 423.15, which was 25.80 higher than the previous day. The implied volatity was 13.37, the open interest changed by 54 which increased total open position to 62
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 397.35, which was lower than the previous day. The implied volatity was 11.73, the open interest changed by 8 which increased total open position to 8
