SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:48 PM IST
| SENSEX 22NOV2024 83900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77088.95 | 1.55 | -0.10 | - | 47 | 1 | 7 | |||
| 19 Nov | 77578.38 | 1.65 | -0.05 | 30.48 | 10 | -1 | 6 | |||
| 18 Nov | 77339.01 | 1.7 | 1.70 | 27.34 | 109 | 7 | 7 | |||
| 14 Nov | 77580.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 77690.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 78675.18 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 83900 expiring on 22NOV2024
Delta for 83900 CE is -
Historical price for 83900 CE is as follows
On 21 Nov SENSEX was trading at 77088.95. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 30.48, the open interest changed by -1 which decreased total open position to 6
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1.7, which was 1.70 higher than the previous day. The implied volatity was 27.34, the open interest changed by 7 which increased total open position to 7
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
| SENSEX 22NOV2024 83900 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 | 77088.95 | 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 83900 expiring on 22NOV2024
Delta for 83900 PE is 0.00
Historical price for 83900 PE is as follows
On 21 Nov SENSEX was trading at 77088.95. 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 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
