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Related Pages for SENSEX
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SENSEX
Sensex
77117.31 -461.07 (-0.59%)

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Historical option data for SENSEX

21 Nov 2024 02:00 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
SENSEX 22NOV2024 84500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77124.13 1.55 0.55 - 6,081 2,212 2,218
19 Nov 77578.38 1 1.00 31.52 8 6 6
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 84500 expiring on 22NOV2024

Delta for 84500 CE is -

Historical price for 84500 CE is as follows

On 21 Nov SENSEX was trading at 77124.13. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 2212 which increased total open position to 2218


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1, which was 1.00 higher than the previous day. The implied volatity was 31.52, the open interest changed by 6 which increased total open position to 6


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


SENSEX 22NOV2024 84500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 77124.13 6845 0.00 0.00 0 0 15
19 Nov 77578.38 6845 -155.00 - 6 0 15
18 Nov 77339.01 7000 2060.00 - 12 12 15
14 Nov 77580.31 4940 0.00 0.00 0 0 3
13 Nov 77690.95 4940 0.00 0.00 0 0 3
12 Nov 78675.18 4940 - 3 3 3

For Sensex - strike price 84500 expiring on 22NOV2024

Delta for 84500 PE is 0.00

Historical price for 84500 PE is as follows

On 21 Nov SENSEX was trading at 77124.13. The strike last trading price was 6845, 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 15


On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 6845, which was -155.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 7000, which was 2060.00 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 15


On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 4940, 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 3


On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 4940, 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 3


On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 4940, which was lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3