SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 79500 CE | ||||||||||
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Delta: 0.01
Vega: 0.73
Theta: -8.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 1.9 | -16.10 | 22.77 | 3,03,264 | 21,423 | 35,807 | |||
| 19 Nov | 77578.38 | 18 | -2.05 | 15.05 | 2,92,198 | 5,658 | 14,384 | |||
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| 18 Nov | 77339.01 | 20.05 | -38.45 | 14.58 | 87,823 | 4,999 | 8,726 | |||
| 14 Nov | 77580.31 | 58.5 | -97.85 | 11.43 | 14,321 | 2,409 | 3,727 | |||
| 13 Nov | 77690.95 | 156.35 | -173.45 | 13.81 | 4,359 | 334 | 1,318 | |||
| 12 Nov | 78675.18 | 329.8 | -413.20 | 11.20 | 2,397 | 729 | 984 | |||
| 11 Nov | 79496.15 | 743 | -59.10 | 11.25 | 1,164 | 204 | 255 | |||
| 8 Nov | 79486.32 | 802.1 | 802.10 | 10.43 | 116 | 51 | 51 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79500 expiring on 22NOV2024
Delta for 79500 CE is 0.01
Historical price for 79500 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 1.9, which was -16.10 lower than the previous day. The implied volatity was 22.77, the open interest changed by 21423 which increased total open position to 35807
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 18, which was -2.05 lower than the previous day. The implied volatity was 15.05, the open interest changed by 5658 which increased total open position to 14384
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 20.05, which was -38.45 lower than the previous day. The implied volatity was 14.58, the open interest changed by 4999 which increased total open position to 8726
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 58.5, which was -97.85 lower than the previous day. The implied volatity was 11.43, the open interest changed by 2409 which increased total open position to 3727
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 156.35, which was -173.45 lower than the previous day. The implied volatity was 13.81, the open interest changed by 334 which increased total open position to 1318
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 329.8, which was -413.20 lower than the previous day. The implied volatity was 11.20, the open interest changed by 729 which increased total open position to 984
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 743, which was -59.10 lower than the previous day. The implied volatity was 11.25, the open interest changed by 204 which increased total open position to 255
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 802.1, which was 802.10 higher than the previous day. The implied volatity was 10.43, the open interest changed by 51 which increased total open position to 51
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 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 7.01
Theta: -134.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77155.79 | 2404 | 333.65 | 43.71 | 56 | -39 | 575 |
| 19 Nov | 77578.38 | 2070.35 | -13.05 | 29.36 | 571 | 3 | 614 |
| 18 Nov | 77339.01 | 2083.4 | 261.40 | 12.77 | 200 | -6 | 611 |
| 14 Nov | 77580.31 | 1822 | 136.25 | 12.29 | 614 | 133 | 617 |
| 13 Nov | 77690.95 | 1685.75 | 591.05 | 10.78 | 194 | -46 | 484 |
| 12 Nov | 78675.18 | 1094.7 | 510.95 | 14.43 | 1,794 | 486 | 530 |
| 11 Nov | 79496.15 | 583.75 | 583.75 | 12.65 | 448 | 44 | 44 |
| 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 79500 expiring on 22NOV2024
Delta for 79500 PE is -0.90
Historical price for 79500 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 2404, which was 333.65 higher than the previous day. The implied volatity was 43.71, the open interest changed by -39 which decreased total open position to 575
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2070.35, which was -13.05 lower than the previous day. The implied volatity was 29.36, the open interest changed by 3 which increased total open position to 614
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2083.4, which was 261.40 higher than the previous day. The implied volatity was 12.77, the open interest changed by -6 which decreased total open position to 611
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1822, which was 136.25 higher than the previous day. The implied volatity was 12.29, the open interest changed by 133 which increased total open position to 617
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1685.75, which was 591.05 higher than the previous day. The implied volatity was 10.78, the open interest changed by -46 which decreased total open position to 484
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1094.7, which was 510.95 higher than the previous day. The implied volatity was 14.43, the open interest changed by 486 which increased total open position to 530
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 583.75, which was 583.75 higher than the previous day. The implied volatity was 12.65, the open interest changed by 44 which increased total open position to 44
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
