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SENSEX
Sensex
80151.02 164.22 (0.21%)

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Historical option data for SENSEX

04 Jul 2024 10:58 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80116.92 0 0.00 - 0 10 10
3 Jul 79986.80 0 - 0 10 10
2 Jul 79441.45 0 - 0 10 10
1 Jul 79476.19 2200 - 10 10 10
28 Jun 79032.73 0 - 0 10 10
27 Jun 79243.18 2100 - 10 10 10
26 Jun 78674.25 0 - 0 10 10
25 Jun 78053.52 0 - 0 10 10
24 Jun 77341.08 949.95 - 20 10 10
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77100 expiring on 05JUL2024

Delta for 77100 CE is -

Historical price for 77100 CE is as follows

On 4 Jul SENSEX was trading at 80116.92. 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 10 which increased total open position to 10


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 10 which increased total open position to 10


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 10 which increased total open position to 10


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 2200, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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 10 which increased total open position to 10


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 2100, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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 10 which increased total open position to 10


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 10 which increased total open position to 10


On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 949.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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 80116.92 1.75 -2.95 - 35,900 10,030 10,030
3 Jul 79986.80 4.7 - 59,680 9,630 9,630
2 Jul 79441.45 27.3 - 47,030 4,260 4,260
1 Jul 79476.19 32.55 - 19,230 2,350 2,350
28 Jun 79032.73 59 - 2,780 590 590
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 77100 expiring on 05JUL2024

Delta for 77100 PE is -

Historical price for 77100 PE is as follows

On 4 Jul SENSEX was trading at 80116.92. The strike last trading price was 1.75, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 10030 which increased total open position to 10030


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 9630 which increased total open position to 9630


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 27.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 4260 which increased total open position to 4260


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 32.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2350 which increased total open position to 2350


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 59, which was lower than the previous day. The implied volatity was -, the open interest changed by 590 which increased total open position to 590


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