SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 79400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.78
Theta: -8.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 2 | -17.00 | 22.05 | 1,12,039 | 14,777 | 17,850 | |||
| 19 Nov | 77578.38 | 19 | -4.80 | 14.55 | 96,342 | 1,507 | 3,073 | |||
| 18 Nov | 77339.01 | 23.8 | -50.15 | 14.49 | 32,551 | 635 | 1,566 | |||
| 14 Nov | 77580.31 | 73.95 | -98.40 | 11.69 | 2,712 | 292 | 931 | |||
| 13 Nov | 77690.95 | 172.35 | -185.90 | 13.76 | 1,886 | 297 | 639 | |||
| 12 Nov | 78675.18 | 358.25 | -466.70 | 11.07 | 694 | 305 | 342 | |||
| 11 Nov | 79496.15 | 824.95 | -58.25 | 11.72 | 223 | 32 | 37 | |||
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| 8 Nov | 79486.32 | 883.2 | 883.20 | 10.82 | 10 | 5 | 5 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79400 expiring on 22NOV2024
Delta for 79400 CE is 0.01
Historical price for 79400 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2, which was -17.00 lower than the previous day. The implied volatity was 22.05, the open interest changed by 14777 which increased total open position to 17850
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 19, which was -4.80 lower than the previous day. The implied volatity was 14.55, the open interest changed by 1507 which increased total open position to 3073
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 23.8, which was -50.15 lower than the previous day. The implied volatity was 14.49, the open interest changed by 635 which increased total open position to 1566
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 73.95, which was -98.40 lower than the previous day. The implied volatity was 11.69, the open interest changed by 292 which increased total open position to 931
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 172.35, which was -185.90 lower than the previous day. The implied volatity was 13.76, the open interest changed by 297 which increased total open position to 639
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 358.25, which was -466.70 lower than the previous day. The implied volatity was 11.07, the open interest changed by 305 which increased total open position to 342
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 824.95, which was -58.25 lower than the previous day. The implied volatity was 11.72, the open interest changed by 32 which increased total open position to 37
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 883.2, which was 883.20 higher than the previous day. The implied volatity was 10.82, the open interest changed by 5 which increased total open position to 5
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 79400 PE | |||||||
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Delta: -0.90
Vega: 7.07
Theta: -129.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2302.15 | 340.15 | 42.08 | 5 | -3 | 77 |
| 19 Nov | 77578.38 | 1962 | 202.20 | 27.96 | 81 | 43 | 80 |
| 18 Nov | 77339.01 | 1759.8 | 0.00 | 0.00 | 0 | 0 | 37 |
| 14 Nov | 77580.31 | 1759.8 | 772.70 | 13.33 | 73 | -14 | 37 |
| 13 Nov | 77690.95 | 987.1 | 0.00 | 0.00 | 0 | 0 | 51 |
| 12 Nov | 78675.18 | 987.1 | 337.10 | 13.52 | 467 | 47 | 51 |
| 11 Nov | 79496.15 | 650 | 650.00 | 14.68 | 29 | 4 | 4 |
| 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 79400 expiring on 22NOV2024
Delta for 79400 PE is -0.90
Historical price for 79400 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2302.15, which was 340.15 higher than the previous day. The implied volatity was 42.08, the open interest changed by -3 which decreased total open position to 77
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1962, which was 202.20 higher than the previous day. The implied volatity was 27.96, the open interest changed by 43 which increased total open position to 80
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1759.8, 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 37
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1759.8, which was 772.70 higher than the previous day. The implied volatity was 13.33, the open interest changed by -14 which decreased total open position to 37
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 987.1, 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 51
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 987.1, which was 337.10 higher than the previous day. The implied volatity was 13.52, the open interest changed by 47 which increased total open position to 51
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 650, which was 650.00 higher than the previous day. The implied volatity was 14.68, the open interest changed by 4 which increased total open position to 4
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
