SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
SENSEX 22NOV2024 82100 CE | ||||||||||
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Delta: 0.00
Vega: 0.18
Theta: -3.55
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 77155.79 | 0.6 | -1.15 | 39.33 | 835 | 208 | 245 | |||
19 Nov | 77578.38 | 1.75 | 1.75 | 22.83 | 41 | 37 | 37 | |||
18 Nov | 77339.01 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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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 | |||
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 82100 expiring on 22NOV2024
Delta for 82100 CE is 0.00
Historical price for 82100 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0.6, which was -1.15 lower than the previous day. The implied volatity was 39.33, the open interest changed by 208 which increased total open position to 245
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.75, which was 1.75 higher than the previous day. The implied volatity was 22.83, the open interest changed by 37 which increased total open position to 37
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 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 82100 PE | |||||||
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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 | 77155.79 | 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 |
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 82100 expiring on 22NOV2024
Delta for 82100 PE is 0.00
Historical price for 82100 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. 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 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