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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 76400 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 76400 expiring on 07JAN2025

Delta for 76400 CE is 0.00

Historical price for 76400 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 76400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
7 Jan 78199.11 0.05 -31.05 - 11,87,857 5,615 12,166
6 Jan 77964.99 31.1 28.10 26.26 4,88,253 5,894 6,551
3 Jan 79223.11 3 3.00 14.73 2,344 657 657
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 76400 expiring on 07JAN2025

Delta for 76400 PE is -

Historical price for 76400 PE is as follows

On 7 Jan SENSEX was trading at 78199.11. The strike last trading price was 0.05, which was -31.05 lower than the previous day. The implied volatity was -, the open interest changed by 5615 which increased total open position to 12166


On 6 Jan SENSEX was trading at 77964.99. The strike last trading price was 31.1, which was 28.10 higher than the previous day. The implied volatity was 26.26, the open interest changed by 5894 which increased total open position to 6551


On 3 Jan SENSEX was trading at 79223.11. The strike last trading price was 3, which was 3.00 higher than the previous day. The implied volatity was 14.73, the open interest changed by 657 which increased total open position to 657


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