SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:10 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 | 80173.74 | 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 | ||||
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | ||||
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| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 76000 expiring on 05JUL2024
Delta for 76000 CE is -
Historical price for 76000 CE is as follows
On 4 Jul SENSEX was trading at 80173.74. 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
On 25 Jun SENSEX was trading at 78053.52. 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 24 Jun SENSEX was trading at 77341.08. 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 | 80173.74 | 1.3 | -1.70 | - | 1,43,220 | 57,000 | 57,000 |
| 3 Jul | 79986.80 | 3 | - | 2,58,840 | 53,260 | 53,260 | |
| 2 Jul | 79441.45 | 7.2 | - | 1,68,630 | 42,670 | 42,670 | |
| 1 Jul | 79476.19 | 13.95 | - | 80,580 | 20,250 | 20,250 | |
| 28 Jun | 79032.73 | 29 | - | 24,660 | 10,540 | 10,540 | |
| 27 Jun | 79243.18 | 57.25 | - | 4,510 | 3,900 | 3,900 | |
| 26 Jun | 78674.25 | 103.15 | - | 1,000 | 590 | 590 | |
| 25 Jun | 78053.52 | 172 | - | 600 | 380 | 380 | |
| 24 Jun | 77341.08 | 224.2 | - | 110 | 60 | 60 | |
For SENSEX - strike price 76000 expiring on 05JUL2024
Delta for 76000 PE is -
Historical price for 76000 PE is as follows
On 4 Jul SENSEX was trading at 80173.74. The strike last trading price was 1.3, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 57000 which increased total open position to 57000
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 53260 which increased total open position to 53260
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 42670 which increased total open position to 42670
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 13.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 20250
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by 10540 which increased total open position to 10540
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 57.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 3900
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 103.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 590 which increased total open position to 590
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 172, which was lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 380
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 224.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60