SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:08 PM IST
| SENSEX 22NOV2024 85600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77106.20 | 1.5 | 0.00 | - | 368 | 112 | 320 | |||
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| 19 Nov | 77578.38 | 1.5 | -2.00 | 37.18 | 957 | 205 | 208 | |||
| 18 Nov | 77339.01 | 3.5 | 35.87 | 3 | 3 | 3 | ||||
For Sensex - strike price 85600 expiring on 22NOV2024
Delta for 85600 CE is -
Historical price for 85600 CE is as follows
On 21 Nov SENSEX was trading at 77106.20. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 112 which increased total open position to 320
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1.5, which was -2.00 lower than the previous day. The implied volatity was 37.18, the open interest changed by 205 which increased total open position to 208
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 35.87, the open interest changed by 3 which increased total open position to 3
| SENSEX 22NOV2024 85600 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 | 77106.20 | 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 85600 expiring on 22NOV2024
Delta for 85600 PE is 0.00
Historical price for 85600 PE is as follows
On 21 Nov SENSEX was trading at 77106.20. 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
