SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:20 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 | 80179.05 | 0 | 0.00 | - | 0 | 20 | 20 | |||
| 3 Jul | 79986.80 | 0 | - | 0 | 20 | 20 | ||||
| 2 Jul | 79441.45 | 0 | - | 0 | 20 | 20 | ||||
| 1 Jul | 79476.19 | 2560 | - | 10 | 20 | 20 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 20 | 20 | ||||
| 27 Jun | 79243.18 | 0 | - | 0 | 20 | 20 | ||||
| 26 Jun | 78674.25 | 0 | - | 0 | 20 | 20 | ||||
| 25 Jun | 78053.52 | 1030 | - | 30 | 20 | 20 | ||||
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| 24 Jun | 77341.08 | 900 | - | 40 | 30 | 30 | ||||
| 21 Jun | 77209.90 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 76800 expiring on 05JUL2024
Delta for 76800 CE is -
Historical price for 76800 CE is as follows
On 4 Jul SENSEX was trading at 80179.05. 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 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 2560, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
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 20 which increased total open position to 20
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 1030, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 900, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 21 Jun SENSEX was trading at 77209.90. 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 | 80179.05 | 1.35 | -1.30 | - | 32,030 | 14,000 | 14,000 |
| 3 Jul | 79986.80 | 2.65 | - | 58,300 | 13,800 | 13,800 | |
| 2 Jul | 79441.45 | 16.9 | - | 42,000 | 4,910 | 4,910 | |
| 1 Jul | 79476.19 | 27 | - | 130 | 120 | 120 | |
| 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 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
| 21 Jun | 77209.90 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 76800 expiring on 05JUL2024
Delta for 76800 PE is -
Historical price for 76800 PE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 1.35, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by 14000 which increased total open position to 14000
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 13800
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4910 which increased total open position to 4910
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120
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
On 21 Jun SENSEX was trading at 77209.90. 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