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Related Pages for SENSEX
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SENSEX
Sensex
77155.79 -422.59 (-0.54%)

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Historical option data for SENSEX

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 84000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77155.79 0.7 -0.10 - 5,530 795 1,010
19 Nov 77578.38 0.8 -2.60 28.94 343 178 215
18 Nov 77339.01 3.4 3.40 29.71 72 37 37
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 84000 expiring on 22NOV2024

Delta for 84000 CE is -

Historical price for 84000 CE is as follows

On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 795 which increased total open position to 1010


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0.8, which was -2.60 lower than the previous day. The implied volatity was 28.94, the open interest changed by 178 which increased total open position to 215


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3.4, which was 3.40 higher than the previous day. The implied volatity was 29.71, the open interest changed by 37 which increased total open position to 37


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 84000 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77155.79 6700 0.00 0.00 0 0 26
19 Nov 77578.38 6700 0.00 0.00 0 0 26
18 Nov 77339.01 6700 6700.00 52.19 26 26 26
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 84000 expiring on 22NOV2024

Delta for 84000 PE is 0.00

Historical price for 84000 PE is as follows

On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 6700, 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 26


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 6700, 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 26


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 6700, which was 6700.00 higher than the previous day. The implied volatity was 52.19, the open interest changed by 26 which increased total open position to 26


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