SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:11 PM IST
| SENSEX 22NOV2024 79300 CE | ||||||||||
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Delta: 0.02
Vega: 2.18
Theta: -26.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77111.81 | 8.6 | -21.40 | 25.50 | 95,317 | 4,552 | 7,374 | |||
| 19 Nov | 77578.38 | 30 | 3.50 | 15.29 | 1,12,565 | 770 | 2,822 | |||
| 18 Nov | 77339.01 | 26.5 | -43.50 | 14.23 | 26,533 | 1,779 | 2,052 | |||
| 14 Nov | 77580.31 | 70 | -123.60 | 11.01 | 1,079 | 136 | 273 | |||
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| 13 Nov | 77690.95 | 193.6 | -201.45 | 13.83 | 596 | 44 | 137 | |||
| 12 Nov | 78675.18 | 395.05 | -461.85 | 11.06 | 325 | 78 | 93 | |||
| 11 Nov | 79496.15 | 856.9 | 856.90 | 11.21 | 54 | 15 | 15 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79300 expiring on 22NOV2024
Delta for 79300 CE is 0.02
Historical price for 79300 CE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 8.6, which was -21.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by 4552 which increased total open position to 7374
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 30, which was 3.50 higher than the previous day. The implied volatity was 15.29, the open interest changed by 770 which increased total open position to 2822
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 26.5, which was -43.50 lower than the previous day. The implied volatity was 14.23, the open interest changed by 1779 which increased total open position to 2052
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 70, which was -123.60 lower than the previous day. The implied volatity was 11.01, the open interest changed by 136 which increased total open position to 273
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 193.6, which was -201.45 lower than the previous day. The implied volatity was 13.83, the open interest changed by 44 which increased total open position to 137
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 395.05, which was -461.85 lower than the previous day. The implied volatity was 11.06, the open interest changed by 78 which increased total open position to 93
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 856.9, which was 856.90 higher than the previous day. The implied volatity was 11.21, the open interest changed by 15 which increased total open position to 15
On 8 Nov SENSEX was trading at 79486.32. 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 1 Nov SENSEX was trading at 79724.12. 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 79300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77111.81 | 2108.25 | 234.95 | - | 1 | 0 | 97 |
| 19 Nov | 77578.38 | 1873.3 | 5.05 | 27.56 | 206 | 60 | 97 |
| 18 Nov | 77339.01 | 1868.25 | 941.25 | - | 30 | -11 | 37 |
| 14 Nov | 77580.31 | 927 | 0.00 | 0.00 | 0 | 0 | 48 |
| 13 Nov | 77690.95 | 927 | 0.00 | 0.00 | 0 | 0 | 48 |
| 12 Nov | 78675.18 | 927 | 396.25 | 13.53 | 348 | 17 | 48 |
| 11 Nov | 79496.15 | 530.75 | -66.75 | 13.25 | 43 | 29 | 31 |
| 8 Nov | 79486.32 | 597.5 | 597.50 | 13.23 | 2 | 2 | 2 |
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79300 expiring on 22NOV2024
Delta for 79300 PE is -
Historical price for 79300 PE is as follows
On 21 Nov SENSEX was trading at 77111.81. The strike last trading price was 2108.25, which was 234.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1873.3, which was 5.05 higher than the previous day. The implied volatity was 27.56, the open interest changed by 60 which increased total open position to 97
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1868.25, which was 941.25 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 37
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 927, 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 48
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 927, 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 48
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 927, which was 396.25 higher than the previous day. The implied volatity was 13.53, the open interest changed by 17 which increased total open position to 48
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 530.75, which was -66.75 lower than the previous day. The implied volatity was 13.25, the open interest changed by 29 which increased total open position to 31
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 597.5, which was 597.50 higher than the previous day. The implied volatity was 13.23, the open interest changed by 2 which increased total open position to 2
On 1 Nov SENSEX was trading at 79724.12. 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
