SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:22 PM IST
| SENSEX 22NOV2024 81200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.67
Theta: -12.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77115.49 | 2.8 | 1.15 | 37.67 | 8,823 | 423 | 1,413 | |||
| 19 Nov | 77578.38 | 1.65 | -3.35 | 18.64 | 7,579 | 983 | 990 | |||
| 18 Nov | 77339.01 | 5 | 5.00 | 19.34 | 14 | 7 | 7 | |||
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Oct | 81224.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 81006.61 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 81501.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 81381.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 81611.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 81634.81 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 81200 expiring on 22NOV2024
Delta for 81200 CE is 0.01
Historical price for 81200 CE is as follows
On 21 Nov SENSEX was trading at 77115.49. The strike last trading price was 2.8, which was 1.15 higher than the previous day. The implied volatity was 37.67, the open interest changed by 423 which increased total open position to 1413
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.65, which was -3.35 lower than the previous day. The implied volatity was 18.64, the open interest changed by 983 which increased total open position to 990
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 5, which was 5.00 higher than the previous day. The implied volatity was 19.34, the open interest changed by 7 which increased total open position to 7
On 14 Nov SENSEX was trading at 77580.31. 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 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 18 Oct SENSEX was trading at 81224.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SENSEX was trading at 81006.61. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SENSEX was trading at 81501.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SENSEX was trading at 81381.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SENSEX was trading at 81611.41. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SENSEX was trading at 81467.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SENSEX was trading at 81634.81. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| SENSEX 22NOV2024 81200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 77115.49 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 77578.38 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 77339.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 78675.18 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Oct | 81224.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 81006.61 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 81501.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 81381.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 81611.41 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 81467.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 81634.81 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 81200 expiring on 22NOV2024
Delta for 81200 PE is 0.00
Historical price for 81200 PE is as follows
On 21 Nov SENSEX was trading at 77115.49. 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 19 Nov SENSEX was trading at 77578.38. 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 18 Nov SENSEX was trading at 77339.01. 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 14 Nov SENSEX was trading at 77580.31. 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 13 Nov SENSEX was trading at 77690.95. 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 12 Nov SENSEX was trading at 78675.18. 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 18 Oct SENSEX was trading at 81224.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct SENSEX was trading at 81006.61. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct SENSEX was trading at 81501.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct SENSEX was trading at 81381.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct SENSEX was trading at 81611.41. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct SENSEX was trading at 81467.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct SENSEX was trading at 81634.81. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
