SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 04:11 PM IST
| SENSEX 22NOV2024 86000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77155.79 | 0.45 | -0.50 | - | 38,790 | 9,975 | 10,515 | |||
| 19 Nov | 77578.38 | 0.95 | 0.00 | 37.27 | 1,033 | 415 | 540 | |||
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| 18 Nov | 77339.01 | 0.95 | 33.08 | 169 | 125 | 125 | ||||
For Sensex - strike price 86000 expiring on 22NOV2024
Delta for 86000 CE is -
Historical price for 86000 CE is as follows
On 21 Nov SENSEX was trading at 77155.79. The strike last trading price was 0.45, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 10515
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 37.27, the open interest changed by 415 which increased total open position to 540
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was 33.08, the open interest changed by 125 which increased total open position to 125
| SENSEX 22NOV2024 86000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 77155.79 | 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 86000 expiring on 22NOV2024
Delta for 86000 PE is 0.00
Historical price for 86000 PE is as follows
On 21 Nov SENSEX was trading at 77155.79. 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
