SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:40 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80115.84 | 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 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | ||||
| 27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | ||||
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| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 75000 expiring on 05JUL2024
Delta for 75000 CE is -
Historical price for 75000 CE is as follows
On 4 Jul SENSEX was trading at 80115.84. 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
On 28 Jun SENSEX was trading at 79032.73. 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 27 Jun SENSEX was trading at 79243.18. 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 26 Jun SENSEX was trading at 78674.25. 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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80115.84 | 0.95 | -1.35 | - | 42,950 | 26,300 | 26,300 |
| 3 Jul | 79986.80 | 2.3 | - | 57,420 | 22,160 | 22,160 | |
| 2 Jul | 79441.45 | 4.7 | - | 89,910 | 19,930 | 19,930 | |
| 1 Jul | 79476.19 | 7.45 | - | 77,210 | 20,180 | 20,180 | |
| 28 Jun | 79032.73 | 16.5 | - | 8,610 | 6,260 | 6,260 | |
| 27 Jun | 79243.18 | 30.45 | - | 390 | 420 | 420 | |
| 26 Jun | 78674.25 | 50 | - | 460 | 310 | 310 | |
For SENSEX - strike price 75000 expiring on 05JUL2024
Delta for 75000 PE is -
Historical price for 75000 PE is as follows
On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 0.95, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 26300 which increased total open position to 26300
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22160 which increased total open position to 22160
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 19930 which increased total open position to 19930
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20180 which increased total open position to 20180
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 16.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6260 which increased total open position to 6260
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 30.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 420
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 50, which was lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310