SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:19 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 | 80183.46 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | ||||
| 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 77300 expiring on 05JUL2024
Delta for 77300 CE is -
Historical price for 77300 CE is as follows
On 4 Jul SENSEX was trading at 80183.46. 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 | 80183.46 | 2.1 | -2.85 | - | 58,880 | 13,950 | 13,950 |
| 3 Jul | 79986.80 | 4.95 | - | 71,820 | 13,420 | 13,420 | |
| 2 Jul | 79441.45 | 25.9 | - | 44,800 | 5,440 | 5,440 | |
| 1 Jul | 79476.19 | 48 | - | 31,320 | 2,440 | 2,440 | |
| 28 Jun | 79032.73 | 74.8 | - | 1,140 | 20 | 20 | |
| 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 77300 expiring on 05JUL2024
Delta for 77300 PE is -
Historical price for 77300 PE is as follows
On 4 Jul SENSEX was trading at 80183.46. The strike last trading price was 2.1, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 13950 which increased total open position to 13950
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 13420 which increased total open position to 13420
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 25.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5440 which increased total open position to 5440
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 2440 which increased total open position to 2440
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 74.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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