SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:25 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 | 80188.80 | 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 | ||||
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| 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 76900 expiring on 05JUL2024
Delta for 76900 CE is -
Historical price for 76900 CE is as follows
On 4 Jul SENSEX was trading at 80188.80. 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
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 | 80188.80 | 1.45 | -1.55 | - | 13,110 | 3,570 | 3,570 |
| 3 Jul | 79986.80 | 3 | - | 21,120 | 3,640 | 3,640 | |
| 2 Jul | 79441.45 | 18.6 | - | 1,220 | 470 | 470 | |
| 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 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
| 21 Jun | 77209.90 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 76900 expiring on 05JUL2024
Delta for 76900 PE is -
Historical price for 76900 PE is as follows
On 4 Jul SENSEX was trading at 80188.80. The strike last trading price was 1.45, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 3570 which increased total open position to 3570
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 3640 which increased total open position to 3640
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 470 which increased total open position to 470
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
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