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SENSEX
Sensex
80168.79 181.99 (0.23%)

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Historical option data for SENSEX

04 Jul 2024 11:07 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80134.89 0 0.00 - 0 0 0
3 Jul 79986.80 0 - 0 0 0
2 Jul 79441.45 0 - 0 0 0
1 Jul 79476.19 0 - 0 0 0

For SENSEX - strike price 74500 expiring on 05JUL2024

Delta for 74500 CE is -

Historical price for 74500 CE is as follows

On 4 Jul SENSEX was trading at 80134.89. 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


On 1 Jul SENSEX was trading at 79476.19. 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 80134.89 0.7 -0.85 - 3,040 2,110 2,110
3 Jul 79986.80 1.55 - 1,080 2,110 2,110
2 Jul 79441.45 2.45 - 7,630 2,110 2,110
1 Jul 79476.19 5.1 - 4,230 2,500 2,500

For SENSEX - strike price 74500 expiring on 05JUL2024

Delta for 74500 PE is -

Historical price for 74500 PE is as follows

On 4 Jul SENSEX was trading at 80134.89. The strike last trading price was 0.7, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 2110 which increased total open position to 2110


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2110 which increased total open position to 2110


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2110 which increased total open position to 2110


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 2500