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SENSEX
Sensex

78199.11 234.12 (0.30%)

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Historical option data for SENSEX

07 Jan 2025 04:11 PM IST
SENSEX 07JAN2025 74800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 78199.11 0 0.00 0.00 0 0 0
6 Jan 77964.99 0 0.00 0.00 0 0 0
3 Jan 79223.11 0 0.00 0.00 0 0 0
2 Jan 79943.71 0 0.00 0.00 0 0 0
1 Jan 78507.41 0 0.00 0 0 0


For Sensex - strike price 74800 expiring on 07JAN2025

Delta for 74800 CE is 0.00

Historical price for 74800 CE is as follows

On 7 Jan SENSEX was trading at 78199.11. 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 6 Jan SENSEX was trading at 77964.99. 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 3 Jan SENSEX was trading at 79223.11. 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 2 Jan SENSEX was trading at 79943.71. 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 1 Jan SENSEX was trading at 78507.41. 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


SENSEX 07JAN2025 74800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
7 Jan 78199.11 0.05 -3.75 - 1,11,250 376 5,166
6 Jan 77964.99 3.8 -3.25 33.50 50,283 4,788 4,790
3 Jan 79223.11 7.05 -3.05 24.29 2 1 2
2 Jan 79943.71 10.1 10.10 25.87 1 1 1
1 Jan 78507.41 0 0.00 0 0 0


For Sensex - strike price 74800 expiring on 07JAN2025

Delta for 74800 PE is -

Historical price for 74800 PE is as follows

On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 0.05, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 376 which increased total open position to 5166


On 6 Jan SENSEX was trading at 77964.99. The strike last trading price was 3.8, which was -3.25 lower than the previous day. The implied volatity was 33.50, the open interest changed by 4788 which increased total open position to 4790


On 3 Jan SENSEX was trading at 79223.11. The strike last trading price was 7.05, which was -3.05 lower than the previous day. The implied volatity was 24.29, the open interest changed by 1 which increased total open position to 2


On 2 Jan SENSEX was trading at 79943.71. The strike last trading price was 10.1, which was 10.10 higher than the previous day. The implied volatity was 25.87, the open interest changed by 1 which increased total open position to 1


On 1 Jan SENSEX was trading at 78507.41. 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