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Related Pages for SENSEX
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SENSEX
Sensex
77108.55 -469.83 (-0.61%)

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Historical option data for SENSEX

21 Nov 2024 02:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 82100 CE
Delta: 0.00
Vega: 0.49
Theta: -10.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77111.81 2.2 0.45 43.53 291 104 141
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
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 77111.81. The strike last trading price was 2.2, which was 0.45 higher than the previous day. The implied volatity was 43.53, the open interest changed by 104 which increased total open position to 141


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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77111.81 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 77111.81. 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