SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 79200 CE | ||||||||||
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Delta: 0.01
Vega: 1.02
Theta: -11.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 2.7 | -30.80 | 21.07 | 1,50,700 | 21,048 | 24,325 | |||
| 19 Nov | 77578.38 | 33.5 | -0.45 | 14.95 | 1,27,106 | 1,592 | 3,277 | |||
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| 18 Nov | 77339.01 | 33.95 | -45.55 | 14.39 | 24,463 | 1,216 | 1,685 | |||
| 14 Nov | 77580.31 | 79.5 | -135.45 | 10.91 | 1,631 | 262 | 469 | |||
| 13 Nov | 77690.95 | 214.95 | -221.80 | 13.84 | 754 | 107 | 207 | |||
| 12 Nov | 78675.18 | 436.75 | -578.75 | 11.10 | 340 | 84 | 100 | |||
| 11 Nov | 79496.15 | 1015.5 | 1015.50 | 13.07 | 24 | 16 | 16 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79200 expiring on 22NOV2024
Delta for 79200 CE is 0.01
Historical price for 79200 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2.7, which was -30.80 lower than the previous day. The implied volatity was 21.07, the open interest changed by 21048 which increased total open position to 24325
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 33.5, which was -0.45 lower than the previous day. The implied volatity was 14.95, the open interest changed by 1592 which increased total open position to 3277
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 33.95, which was -45.55 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1216 which increased total open position to 1685
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 79.5, which was -135.45 lower than the previous day. The implied volatity was 10.91, the open interest changed by 262 which increased total open position to 469
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 214.95, which was -221.80 lower than the previous day. The implied volatity was 13.84, the open interest changed by 107 which increased total open position to 207
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 436.75, which was -578.75 lower than the previous day. The implied volatity was 11.10, the open interest changed by 84 which increased total open position to 100
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 1015.5, which was 1015.50 higher than the previous day. The implied volatity was 13.07, the open interest changed by 16 which increased total open position to 16
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 79200 PE | |||||||
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Delta: -0.91
Vega: 6.39
Theta: -96.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2080.8 | 302.70 | 36.23 | 1 | 1 | 167 |
| 19 Nov | 77578.38 | 1778.1 | -251.90 | 26.80 | 951 | 139 | 166 |
| 18 Nov | 77339.01 | 2030 | 437.95 | 26.64 | 14 | 0 | 27 |
| 14 Nov | 77580.31 | 1592.05 | 38.60 | 13.35 | 22 | -22 | 27 |
| 13 Nov | 77690.95 | 1553.45 | 687.70 | 14.50 | 73 | -2 | 49 |
| 12 Nov | 78675.18 | 865.75 | 418.30 | 13.47 | 501 | 45 | 51 |
| 11 Nov | 79496.15 | 447.45 | 447.45 | 12.42 | 17 | 6 | 6 |
| 8 Nov | 79486.32 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79200 expiring on 22NOV2024
Delta for 79200 PE is -0.91
Historical price for 79200 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2080.8, which was 302.70 higher than the previous day. The implied volatity was 36.23, the open interest changed by 1 which increased total open position to 167
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1778.1, which was -251.90 lower than the previous day. The implied volatity was 26.80, the open interest changed by 139 which increased total open position to 166
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2030, which was 437.95 higher than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 27
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1592.05, which was 38.60 higher than the previous day. The implied volatity was 13.35, the open interest changed by -22 which decreased total open position to 27
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1553.45, which was 687.70 higher than the previous day. The implied volatity was 14.50, the open interest changed by -2 which decreased total open position to 49
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 865.75, which was 418.30 higher than the previous day. The implied volatity was 13.47, the open interest changed by 45 which increased total open position to 51
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 447.45, which was 447.45 higher than the previous day. The implied volatity was 12.42, the open interest changed by 6 which increased total open position to 6
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
