SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:03 PM IST
| SENSEX 22NOV2024 81800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.58
Theta: -11.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77104.48 | 2.65 | 0.40 | 42.09 | 949 | 213 | 271 | |||
| 19 Nov | 77578.38 | 2.25 | 2.25 | 22.06 | 714 | 58 | 58 | |||
| 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 | |||
| 16 Oct | 81501.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 81820.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 81973.05 | 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 81800 expiring on 22NOV2024
Delta for 81800 CE is 0.00
Historical price for 81800 CE is as follows
On 21 Nov SENSEX was trading at 77104.48. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was 42.09, the open interest changed by 213 which increased total open position to 271
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 2.25, which was 2.25 higher than the previous day. The implied volatity was 22.06, the open interest changed by 58 which increased total open position to 58
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 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 15 Oct SENSEX was trading at 81820.12. 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 14 Oct SENSEX was trading at 81973.05. 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 81800 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 | 77104.48 | 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 |
| 16 Oct | 81501.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 81820.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 81973.05 | 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 81800 expiring on 22NOV2024
Delta for 81800 PE is 0.00
Historical price for 81800 PE is as follows
On 21 Nov SENSEX was trading at 77104.48. 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 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 15 Oct SENSEX was trading at 81820.12. 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 14 Oct SENSEX was trading at 81973.05. 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
