SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 83000 CE | ||||||||||
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Delta: 0.00
Vega: 0.21
Theta: -4.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 0.85 | -0.25 | 46.99 | 65,087 | 5,811 | 8,182 | |||
| 19 Nov | 77578.38 | 1.1 | -0.70 | 25.63 | 7,084 | 1,295 | 2,371 | |||
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| 18 Nov | 77339.01 | 1.8 | -6.45 | 24.15 | 3,299 | 674 | 1,076 | |||
| 14 Nov | 77580.31 | 8.25 | 8.25 | 19.17 | 436 | 402 | 402 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 83000 expiring on 22NOV2024
Delta for 83000 CE is 0.00
Historical price for 83000 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 46.99, the open interest changed by 5811 which increased total open position to 8182
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.1, which was -0.70 lower than the previous day. The implied volatity was 25.63, the open interest changed by 1295 which increased total open position to 2371
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1.8, which was -6.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by 674 which increased total open position to 1076
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 8.25, which was 8.25 higher than the previous day. The implied volatity was 19.17, the open interest changed by 402 which increased total open position to 402
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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 22NOV2024 83000 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 | 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 | 0 | 0 | |
For Sensex - strike price 83000 expiring on 22NOV2024
Delta for 83000 PE is 0.00
Historical price for 83000 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
