SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:22 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 | 80180.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 | ||||
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| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
| 21 Jun | 77209.90 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 77400 expiring on 05JUL2024
Delta for 77400 CE is -
Historical price for 77400 CE is as follows
On 4 Jul SENSEX was trading at 80180.60. 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 | 80180.60 | 2.35 | -4.25 | - | 1,20,810 | 23,100 | 23,100 |
| 3 Jul | 79986.80 | 6.6 | - | 1,03,890 | 23,950 | 23,950 | |
| 2 Jul | 79441.45 | 27.9 | - | 47,790 | 4,570 | 4,570 | |
| 1 Jul | 79476.19 | 0 | - | 0 | 110 | 110 | |
| 28 Jun | 79032.73 | 87.45 | - | 1,310 | 110 | 110 | |
| 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 77400 expiring on 05JUL2024
Delta for 77400 PE is -
Historical price for 77400 PE is as follows
On 4 Jul SENSEX was trading at 80180.60. The strike last trading price was 2.35, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 23100 which increased total open position to 23100
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 6.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 23950 which increased total open position to 23950
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4570 which increased total open position to 4570
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 110 which increased total open position to 110
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 87.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 110
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