SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:26 PM IST
| SENSEX 22NOV2024 79800 CE | ||||||||||
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Delta: 0.01
Vega: 1.36
Theta: -18.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77120.63 | 5.15 | -7.60 | 28.26 | 36,218 | 3,184 | 5,735 | |||
| 19 Nov | 77578.38 | 12.75 | 4.55 | 15.97 | 86,399 | 1,190 | 2,551 | |||
| 18 Nov | 77339.01 | 8.2 | -36.00 | 14.00 | 24,299 | 390 | 1,361 | |||
| 14 Nov | 77580.31 | 44.2 | -77.80 | 12.00 | 4,044 | 612 | 971 | |||
| 13 Nov | 77690.95 | 122 | -120.90 | 14.18 | 859 | 195 | 359 | |||
| 12 Nov | 78675.18 | 242.9 | -382.90 | 11.26 | 759 | 127 | 164 | |||
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| 11 Nov | 79496.15 | 625.8 | 625.80 | 11.94 | 141 | 37 | 37 | |||
| 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 79800 expiring on 22NOV2024
Delta for 79800 CE is 0.01
Historical price for 79800 CE is as follows
On 21 Nov SENSEX was trading at 77120.63. The strike last trading price was 5.15, which was -7.60 lower than the previous day. The implied volatity was 28.26, the open interest changed by 3184 which increased total open position to 5735
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 12.75, which was 4.55 higher than the previous day. The implied volatity was 15.97, the open interest changed by 1190 which increased total open position to 2551
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 8.2, which was -36.00 lower than the previous day. The implied volatity was 14.00, the open interest changed by 390 which increased total open position to 1361
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 44.2, which was -77.80 lower than the previous day. The implied volatity was 12.00, the open interest changed by 612 which increased total open position to 971
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 122, which was -120.90 lower than the previous day. The implied volatity was 14.18, the open interest changed by 195 which increased total open position to 359
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 242.9, which was -382.90 lower than the previous day. The implied volatity was 11.26, the open interest changed by 127 which increased total open position to 164
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 625.8, which was 625.80 higher than the previous day. The implied volatity was 11.94, the open interest changed by 37 which increased total open position to 37
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 79800 PE | |||||||
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Delta: -0.97
Vega: 2.83
Theta: -24.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77120.63 | 2672.75 | 315.75 | 33.60 | 2 | 0 | 30 |
| 19 Nov | 77578.38 | 2357 | -18.40 | 31.47 | 30 | 3 | 30 |
| 18 Nov | 77339.01 | 2375.4 | 1161.30 | 11.41 | 16 | -11 | 27 |
| 14 Nov | 77580.31 | 1214.1 | 0.00 | 0.00 | 0 | 0 | 38 |
| 13 Nov | 77690.95 | 1214.1 | 0.00 | 0.00 | 0 | 0 | 38 |
| 12 Nov | 78675.18 | 1214.1 | 491.05 | 12.73 | 150 | 13 | 38 |
| 11 Nov | 79496.15 | 723.05 | 723.05 | 12.54 | 188 | 25 | 25 |
| 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 79800 expiring on 22NOV2024
Delta for 79800 PE is -0.97
Historical price for 79800 PE is as follows
On 21 Nov SENSEX was trading at 77120.63. The strike last trading price was 2672.75, which was 315.75 higher than the previous day. The implied volatity was 33.60, the open interest changed by 0 which decreased total open position to 30
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2357, which was -18.40 lower than the previous day. The implied volatity was 31.47, the open interest changed by 3 which increased total open position to 30
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2375.4, which was 1161.30 higher than the previous day. The implied volatity was 11.41, the open interest changed by -11 which decreased total open position to 27
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1214.1, 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 38
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1214.1, 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 38
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1214.1, which was 491.05 higher than the previous day. The implied volatity was 12.73, the open interest changed by 13 which increased total open position to 38
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 723.05, which was 723.05 higher than the previous day. The implied volatity was 12.54, the open interest changed by 25 which increased total open position to 25
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
