SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:39 PM IST
| SENSEX 22NOV2024 82000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.36
Theta: -7.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77091.95 | 1.45 | 0.25 | 41.56 | 65,272 | 9,347 | 13,411 | |||
| 19 Nov | 77578.38 | 1.2 | -1.30 | 21.56 | 34,657 | 1,352 | 4,064 | |||
| 18 Nov | 77339.01 | 2.5 | -3.50 | 21.05 | 11,866 | 1,445 | 2,712 | |||
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| 14 Nov | 77580.31 | 6 | 6.00 | 15.40 | 2,206 | 1,267 | 1,267 | |||
| 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 | |||
| 10 Oct | 81611.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 81634.81 | 0 | - | 0 | 0 | 0 | ||||
For Sensex - strike price 82000 expiring on 22NOV2024
Delta for 82000 CE is 0.00
Historical price for 82000 CE is as follows
On 21 Nov SENSEX was trading at 77091.95. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 41.56, the open interest changed by 9347 which increased total open position to 13411
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 21.56, the open interest changed by 1352 which increased total open position to 4064
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 2.5, which was -3.50 lower than the previous day. The implied volatity was 21.05, the open interest changed by 1445 which increased total open position to 2712
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 6, which was 6.00 higher than the previous day. The implied volatity was 15.40, the open interest changed by 1267 which increased total open position to 1267
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 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 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 82000 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 | 77091.95 | 4531.55 | 0.00 | 0.00 | 0 | 0 | 740 |
| 19 Nov | 77578.38 | 4531.55 | 41.55 | 48.31 | 129 | 3 | 740 |
| 18 Nov | 77339.01 | 4490 | 236.80 | - | 44 | -34 | 737 |
| 14 Nov | 77580.31 | 4253.2 | 4253.20 | 17.10 | 778 | 771 | 771 |
| 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 |
| 10 Oct | 81611.41 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 81634.81 | 0 | - | 0 | 0 | 0 | |
For Sensex - strike price 82000 expiring on 22NOV2024
Delta for 82000 PE is 0.00
Historical price for 82000 PE is as follows
On 21 Nov SENSEX was trading at 77091.95. The strike last trading price was 4531.55, 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 740
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 4531.55, which was 41.55 higher than the previous day. The implied volatity was 48.31, the open interest changed by 3 which increased total open position to 740
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 4490, which was 236.80 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 737
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 4253.2, which was 4253.20 higher than the previous day. The implied volatity was 17.10, the open interest changed by 771 which increased total open position to 771
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 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 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
