SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:25 PM IST
| SENSEX 22NOV2024 85500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 77125.03 | 1.45 | 0.80 | - | 20,181 | 8,044 | 8,493 | |||
| 19 Nov | 77578.38 | 0.65 | -0.85 | 34.22 | 547 | 345 | 449 | |||
| 18 Nov | 77339.01 | 1.5 | 32.70 | 363 | 104 | 104 | ||||
For Sensex - strike price 85500 expiring on 22NOV2024
Delta for 85500 CE is -
Historical price for 85500 CE is as follows
On 21 Nov SENSEX was trading at 77125.03. The strike last trading price was 1.45, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 8044 which increased total open position to 8493
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 34.22, the open interest changed by 345 which increased total open position to 449
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was 32.70, the open interest changed by 104 which increased total open position to 104
| SENSEX 22NOV2024 85500 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 | 77125.03 | 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 | 0 | 0 | |
For Sensex - strike price 85500 expiring on 22NOV2024
Delta for 85500 PE is 0.00
Historical price for 85500 PE is as follows
On 21 Nov SENSEX was trading at 77125.03. 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
