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SENSEX
Sensex
80127.48 140.68 (0.18%)

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Historical option data for SENSEX

04 Jul 2024 10:44 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80132.71 0 0.00 - 0 0 0
3 Jul 79986.80 0 - 0 0 0
2 Jul 79441.45 0 - 0 0 0

For SENSEX - strike price 70200 expiring on 05JUL2024

Delta for 70200 CE is -

Historical price for 70200 CE is as follows

On 4 Jul SENSEX was trading at 80132.71. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80132.71 0.45 0.00 - 400 250 250
3 Jul 79986.80 0.45 - 30 480 480
2 Jul 79441.45 0.5 - 1,000 480 480

For SENSEX - strike price 70200 expiring on 05JUL2024

Delta for 70200 PE is -

Historical price for 70200 PE is as follows

On 4 Jul SENSEX was trading at 80132.71. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 480 which increased total open position to 480


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 480 which increased total open position to 480