SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:30 PM IST
| SENSEX 22NOV2024 79700 CE | ||||||||||
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Delta: 0.01
Vega: 1.28
Theta: -16.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77118.92 | 4.55 | -9.45 | 26.95 | 53,648 | 3,970 | 9,079 | |||
| 19 Nov | 77578.38 | 14 | 2.70 | 15.61 | 90,444 | 2,586 | 5,109 | |||
| 18 Nov | 77339.01 | 11.3 | -34.95 | 14.20 | 28,996 | 1,971 | 2,523 | |||
| 14 Nov | 77580.31 | 46.25 | -86.60 | 11.68 | 2,425 | 345 | 552 | |||
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| 13 Nov | 77690.95 | 132.85 | -138.70 | 14.07 | 653 | 42 | 207 | |||
| 12 Nov | 78675.18 | 271.55 | -380.80 | 11.29 | 521 | 142 | 165 | |||
| 11 Nov | 79496.15 | 652.35 | 652.35 | 11.53 | 54 | 23 | 23 | |||
| 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 79700 expiring on 22NOV2024
Delta for 79700 CE is 0.01
Historical price for 79700 CE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 4.55, which was -9.45 lower than the previous day. The implied volatity was 26.95, the open interest changed by 3970 which increased total open position to 9079
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 14, which was 2.70 higher than the previous day. The implied volatity was 15.61, the open interest changed by 2586 which increased total open position to 5109
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 11.3, which was -34.95 lower than the previous day. The implied volatity was 14.20, the open interest changed by 1971 which increased total open position to 2523
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 46.25, which was -86.60 lower than the previous day. The implied volatity was 11.68, the open interest changed by 345 which increased total open position to 552
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 132.85, which was -138.70 lower than the previous day. The implied volatity was 14.07, the open interest changed by 42 which increased total open position to 207
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 271.55, which was -380.80 lower than the previous day. The implied volatity was 11.29, the open interest changed by 142 which increased total open position to 165
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 652.35, which was 652.35 higher than the previous day. The implied volatity was 11.53, the open interest changed by 23 which increased total open position to 23
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 79700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.97
Vega: 2.83
Theta: -22.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77118.92 | 2573.95 | 464.65 | 32.42 | 2 | 1 | 106 |
| 19 Nov | 77578.38 | 2109.3 | -12.80 | 20.55 | 118 | 76 | 105 |
| 18 Nov | 77339.01 | 2122.1 | 0.00 | 0.00 | 0 | 0 | 29 |
| 14 Nov | 77580.31 | 2122.1 | 501.05 | 17.25 | 30 | -28 | 29 |
| 13 Nov | 77690.95 | 1621.05 | 395.45 | - | 25 | 10 | 57 |
| 12 Nov | 78675.18 | 1225.6 | 550.75 | 14.45 | 270 | 38 | 47 |
| 11 Nov | 79496.15 | 674.85 | 674.85 | 12.59 | 47 | 9 | 9 |
| 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 79700 expiring on 22NOV2024
Delta for 79700 PE is -0.97
Historical price for 79700 PE is as follows
On 21 Nov SENSEX was trading at 77118.92. The strike last trading price was 2573.95, which was 464.65 higher than the previous day. The implied volatity was 32.42, the open interest changed by 1 which increased total open position to 106
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2109.3, which was -12.80 lower than the previous day. The implied volatity was 20.55, the open interest changed by 76 which increased total open position to 105
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2122.1, 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 29
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 2122.1, which was 501.05 higher than the previous day. The implied volatity was 17.25, the open interest changed by -28 which decreased total open position to 29
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1621.05, which was 395.45 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 57
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1225.6, which was 550.75 higher than the previous day. The implied volatity was 14.45, the open interest changed by 38 which increased total open position to 47
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 674.85, which was 674.85 higher than the previous day. The implied volatity was 12.59, the open interest changed by 9 which increased total open position to 9
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
