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[--[65.84.65.76]--]
SENSEX
Sensex
80132.02 145.22 (0.18%)

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Historical option data for SENSEX

04 Jul 2024 11:01 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80122.96 0 -2895.20 - 0 14,070 14,070
3 Jul 79986.80 2895.2 - 290 14,070 14,070
2 Jul 79441.45 2422 - 160 14,080 14,080
1 Jul 79476.19 2417.3 - 680 14,060 14,060
28 Jun 79032.73 2170 - 14,420 13,940 13,940
27 Jun 79243.18 2413.65 - 200 410 410
26 Jun 78674.25 1775.6 - 30 310 310
25 Jun 78053.52 1402.7 - 800 290 290
24 Jun 77341.08 987.7 - 610 150 150
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77000 expiring on 05JUL2024

Delta for 77000 CE is -

Historical price for 77000 CE is as follows

On 4 Jul SENSEX was trading at 80122.96. The strike last trading price was 0, which was -2895.20 lower than the previous day. The implied volatity was -, the open interest changed by 14070 which increased total open position to 14070


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2895.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 14070 which increased total open position to 14070


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 2422, which was lower than the previous day. The implied volatity was -, the open interest changed by 14080 which increased total open position to 14080


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 2417.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 14060 which increased total open position to 14060


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 2170, which was lower than the previous day. The implied volatity was -, the open interest changed by 13940 which increased total open position to 13940


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 2413.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 410 which increased total open position to 410


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 1775.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 1402.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 290 which increased total open position to 290


On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 987.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80122.96 1.85 -2.15 - 4,24,750 1,70,700 1,70,700
3 Jul 79986.80 4 - 4,82,620 1,11,120 1,11,120
2 Jul 79441.45 22.1 - 5,10,880 83,030 83,030
1 Jul 79476.19 28.5 - 3,21,270 38,460 38,460
28 Jun 79032.73 60 - 83,560 21,930 21,930
27 Jun 79243.18 128.8 - 14,240 6,120 6,120
26 Jun 78674.25 200.05 - 7,640 3,880 3,880
25 Jun 78053.52 363 - 3,390 1,850 1,850
24 Jun 77341.08 574.55 - 340 180 180
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77000 expiring on 05JUL2024

Delta for 77000 PE is -

Historical price for 77000 PE is as follows

On 4 Jul SENSEX was trading at 80122.96. The strike last trading price was 1.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 170700 which increased total open position to 170700


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 111120 which increased total open position to 111120


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 22.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 83030 which increased total open position to 83030


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 28.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 38460 which increased total open position to 38460


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 21930 which increased total open position to 21930


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 128.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 6120 which increased total open position to 6120


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 200.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3880 which increased total open position to 3880


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 363, which was lower than the previous day. The implied volatity was -, the open interest changed by 1850 which increased total open position to 1850


On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 574.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 180 which increased total open position to 180


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