SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:42 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80135.33 | 0 | 0.00 | - | 0 | 40 | 40 | |||
3 Jul | 79986.80 | 0 | - | 0 | 40 | 40 | ||||
2 Jul | 79441.45 | 0 | - | 0 | 40 | 40 | ||||
1 Jul | 79476.19 | 0 | - | 0 | 40 | 40 | ||||
28 Jun | 79032.73 | 0 | - | 0 | 40 | 40 | ||||
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27 Jun | 79243.18 | 0 | - | 0 | 40 | 40 | ||||
26 Jun | 78674.25 | 0 | - | 0 | 40 | 40 | ||||
25 Jun | 78053.52 | 771.8 | - | 10 | 40 | 40 | ||||
24 Jun | 77341.08 | 744.25 | - | 400 | 40 | 40 | ||||
21 Jun | 77209.90 | 1075 | - | 10 | 10 | 10 |
For SENSEX - strike price 77200 expiring on 05JUL2024
Delta for 77200 CE is -
Historical price for 77200 CE is as follows
On 4 Jul SENSEX was trading at 80135.33. 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 40 which increased total open position to 40
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 40 which increased total open position to 40
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 40 which increased total open position to 40
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 40 which increased total open position to 40
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 40 which increased total open position to 40
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 40 which increased total open position to 40
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 40 which increased total open position to 40
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 771.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 744.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 21 Jun SENSEX was trading at 77209.90. The strike last trading price was 1075, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80135.33 | 1.6 | -2.40 | - | 80,850 | 23,850 | 23,850 |
3 Jul | 79986.80 | 4 | - | 73,390 | 10,990 | 10,990 | |
2 Jul | 79441.45 | 21.2 | - | 35,080 | 4,420 | 4,420 | |
1 Jul | 79476.19 | 34.45 | - | 36,630 | 2,900 | 2,900 | |
28 Jun | 79032.73 | 69.8 | - | 1,870 | 180 | 180 | |
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 77200 expiring on 05JUL2024
Delta for 77200 PE is -
Historical price for 77200 PE is as follows
On 4 Jul SENSEX was trading at 80135.33. The strike last trading price was 1.6, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 23850 which increased total open position to 23850
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 10990 which increased total open position to 10990
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 4420 which increased total open position to 4420
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 34.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2900 which increased total open position to 2900
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 69.8, 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 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