SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:35 PM IST
| SENSEX 22NOV2024 79600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.27
Theta: -16.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77090.11 | 4.4 | -8.50 | 26.26 | 47,332 | 1,681 | 4,756 | |||
| 19 Nov | 77578.38 | 12.9 | -5.10 | 14.78 | 92,124 | 1,154 | 3,075 | |||
| 18 Nov | 77339.01 | 18 | -33.30 | 14.84 | 33,145 | 1,282 | 1,921 | |||
| 14 Nov | 77580.31 | 51.3 | -93.65 | 11.52 | 2,752 | 365 | 639 | |||
| 13 Nov | 77690.95 | 144.95 | -151.25 | 13.97 | 757 | 51 | 274 | |||
| 12 Nov | 78675.18 | 296.2 | -375.30 | 11.17 | 881 | 209 | 223 | |||
| 11 Nov | 79496.15 | 671.5 | 671.50 | 10.93 | 221 | 14 | 14 | |||
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| 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 79600 expiring on 22NOV2024
Delta for 79600 CE is 0.01
Historical price for 79600 CE is as follows
On 21 Nov SENSEX was trading at 77090.11. The strike last trading price was 4.4, which was -8.50 lower than the previous day. The implied volatity was 26.26, the open interest changed by 1681 which increased total open position to 4756
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 12.9, which was -5.10 lower than the previous day. The implied volatity was 14.78, the open interest changed by 1154 which increased total open position to 3075
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 18, which was -33.30 lower than the previous day. The implied volatity was 14.84, the open interest changed by 1282 which increased total open position to 1921
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 51.3, which was -93.65 lower than the previous day. The implied volatity was 11.52, the open interest changed by 365 which increased total open position to 639
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 144.95, which was -151.25 lower than the previous day. The implied volatity was 13.97, the open interest changed by 51 which increased total open position to 274
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 296.2, which was -375.30 lower than the previous day. The implied volatity was 11.17, the open interest changed by 209 which increased total open position to 223
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 671.5, which was 671.50 higher than the previous day. The implied volatity was 10.93, 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 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 79600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77090.11 | 2160.4 | 0.00 | 0.00 | 0 | 0 | 123 |
| 19 Nov | 77578.38 | 2160.4 | -44.40 | 29.79 | 177 | 90 | 123 |
| 18 Nov | 77339.01 | 2204.8 | 1081.90 | 16.48 | 19 | -10 | 33 |
| 14 Nov | 77580.31 | 1122.9 | 0.00 | 0.00 | 0 | 0 | 43 |
| 13 Nov | 77690.95 | 1122.9 | 0.00 | 0.00 | 0 | 0 | 43 |
| 12 Nov | 78675.18 | 1122.9 | 539.00 | 13.69 | 410 | 33 | 43 |
| 11 Nov | 79496.15 | 583.9 | 583.90 | 11.81 | 71 | 10 | 10 |
| 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 79600 expiring on 22NOV2024
Delta for 79600 PE is 0.00
Historical price for 79600 PE is as follows
On 21 Nov SENSEX was trading at 77090.11. The strike last trading price was 2160.4, 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 123
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2160.4, which was -44.40 lower than the previous day. The implied volatity was 29.79, the open interest changed by 90 which increased total open position to 123
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2204.8, which was 1081.90 higher than the previous day. The implied volatity was 16.48, the open interest changed by -10 which decreased total open position to 33
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1122.9, 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 43
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1122.9, 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 43
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1122.9, which was 539.00 higher than the previous day. The implied volatity was 13.69, the open interest changed by 33 which increased total open position to 43
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 583.9, which was 583.90 higher than the previous day. The implied volatity was 11.81, the open interest changed by 10 which increased total open position to 10
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
