SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 79100 CE | ||||||||||
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Delta: 0.01
Vega: 1.17
Theta: -12.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 3.1 | -40.45 | 20.53 | 1,42,343 | 8,940 | 12,203 | |||
| 19 Nov | 77578.38 | 43.55 | 6.70 | 15.16 | 1,26,945 | 1,837 | 3,263 | |||
| 18 Nov | 77339.01 | 36.85 | -62.65 | 14.03 | 28,080 | 881 | 1,426 | |||
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| 14 Nov | 77580.31 | 99.5 | -129.45 | 11.17 | 1,966 | 367 | 545 | |||
| 13 Nov | 77690.95 | 228.95 | -271.40 | 13.62 | 909 | 53 | 178 | |||
| 12 Nov | 78675.18 | 500.35 | 500.35 | 11.51 | 330 | 125 | 125 | |||
| 11 Nov | 79496.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79100 expiring on 22NOV2024
Delta for 79100 CE is 0.01
Historical price for 79100 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 3.1, which was -40.45 lower than the previous day. The implied volatity was 20.53, the open interest changed by 8940 which increased total open position to 12203
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 43.55, which was 6.70 higher than the previous day. The implied volatity was 15.16, the open interest changed by 1837 which increased total open position to 3263
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 36.85, which was -62.65 lower than the previous day. The implied volatity was 14.03, the open interest changed by 881 which increased total open position to 1426
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 99.5, which was -129.45 lower than the previous day. The implied volatity was 11.17, the open interest changed by 367 which increased total open position to 545
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 228.95, which was -271.40 lower than the previous day. The implied volatity was 13.62, the open interest changed by 53 which increased total open position to 178
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 500.35, which was 500.35 higher than the previous day. The implied volatity was 11.51, the open interest changed by 125 which increased total open position to 125
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 0, 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 0
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 79100 PE | |||||||
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Delta: -0.89
Vega: 7.33
Theta: -117.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 1997.6 | 317.25 | 37.32 | 1 | 1 | 113 |
| 19 Nov | 77578.38 | 1680.35 | 8.75 | 25.90 | 1,103 | 47 | 112 |
| 18 Nov | 77339.01 | 1671.6 | 369.45 | - | 31 | -19 | 65 |
| 14 Nov | 77580.31 | 1302.15 | 0.00 | 0.00 | 0 | 0 | 84 |
| 13 Nov | 77690.95 | 1302.15 | 477.80 | 9.42 | 566 | 23 | 84 |
| 12 Nov | 78675.18 | 824.35 | 456.80 | 13.75 | 521 | 47 | 61 |
| 11 Nov | 79496.15 | 367.55 | 367.55 | 11.58 | 26 | 14 | 14 |
| 8 Nov | 79486.32 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79100 expiring on 22NOV2024
Delta for 79100 PE is -0.89
Historical price for 79100 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1997.6, which was 317.25 higher than the previous day. The implied volatity was 37.32, the open interest changed by 1 which increased total open position to 113
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1680.35, which was 8.75 higher than the previous day. The implied volatity was 25.90, the open interest changed by 47 which increased total open position to 112
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1671.6, which was 369.45 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 65
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1302.15, 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 84
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1302.15, which was 477.80 higher than the previous day. The implied volatity was 9.42, the open interest changed by 23 which increased total open position to 84
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 824.35, which was 456.80 higher than the previous day. The implied volatity was 13.75, the open interest changed by 47 which increased total open position to 61
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 367.55, which was 367.55 higher than the previous day. The implied volatity was 11.58, the open interest changed by 14 which increased total open position to 14
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
