SENSEX
Sensex
Historical option data for SENSEX
07 Jan 2025 04:11 PM IST
SENSEX 07JAN2025 76400 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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