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SENSEX
Sensex
80197.7 210.90 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:26 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80196.99 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
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 80196.99. 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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80196.99 1.65 -2.35 - 93,120 23,110 23,110
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 80196.99. The strike last trading price was 1.65, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 23110 which increased total open position to 23110


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