SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:53 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80122.91 | 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 75100 expiring on 05JUL2024
Delta for 75100 CE is -
Historical price for 75100 CE is as follows
On 4 Jul SENSEX was trading at 80122.91. 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
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80122.91 | 1.3 | -2.25 | - | 10,710 | 6,370 | 6,370 |
3 Jul | 79986.80 | 3.55 | - | 3,600 | 2,150 | 2,150 | |
2 Jul | 79441.45 | 2.95 | - | 1,880 | 1,640 | 1,640 | |
1 Jul | 79476.19 | 0 | - | 0 | 0 | 0 | |
28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | |
27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | |
26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 75100 expiring on 05JUL2024
Delta for 75100 PE is -
Historical price for 75100 PE is as follows
On 4 Jul SENSEX was trading at 80122.91. The strike last trading price was 1.3, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 6370 which increased total open position to 6370
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2150 which increased total open position to 2150
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1640 which increased total open position to 1640
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