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SENSEX
Sensex
80110.44 123.64 (0.15%)

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Historical option data for SENSEX

04 Jul 2024 10:52 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80100.72 2530 135.00 - 100 2,300 2,300
3 Jul 79986.80 2395 - 660 2,300 2,300
2 Jul 79441.45 1966 - 390 2,710 2,710
1 Jul 79476.19 1930 - 330 2,780 2,780
28 Jun 79032.73 1679.9 - 1,830 2,500 2,500
27 Jun 79243.18 1920 - 1,840 1,390 1,390
26 Jun 78674.25 1324.5 - 1,520 940 940
25 Jun 78053.52 993.2 - 5,640 650 650
24 Jun 77341.08 702 - 250 80 80
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77500 expiring on 05JUL2024

Delta for 77500 CE is -

Historical price for 77500 CE is as follows

On 4 Jul SENSEX was trading at 80100.72. The strike last trading price was 2530, which was 135.00 higher than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2395, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1966, which was lower than the previous day. The implied volatity was -, the open interest changed by 2710 which increased total open position to 2710


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1930, which was lower than the previous day. The implied volatity was -, the open interest changed by 2780 which increased total open position to 2780


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1679.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 2500


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1920, which was lower than the previous day. The implied volatity was -, the open interest changed by 1390 which increased total open position to 1390


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 1324.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 940 which increased total open position to 940


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 993.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 650 which increased total open position to 650


On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 702, which was lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80


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 80100.72 2.65 -6.35 - 5,18,110 1,51,980 1,51,980
3 Jul 79986.80 9 - 4,55,070 80,370 80,370
2 Jul 79441.45 35.05 - 5,10,660 46,680 46,680
1 Jul 79476.19 50.65 - 2,37,580 38,140 38,140
28 Jun 79032.73 106 - 57,520 8,840 8,840
27 Jun 79243.18 180 - 19,550 6,320 6,320
26 Jun 78674.25 312 - 10,070 2,990 2,990
25 Jun 78053.52 506 - 3,130 1,540 1,540
24 Jun 77341.08 744.85 - 240 120 120
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77500 expiring on 05JUL2024

Delta for 77500 PE is -

Historical price for 77500 PE is as follows

On 4 Jul SENSEX was trading at 80100.72. The strike last trading price was 2.65, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 151980 which increased total open position to 151980


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 80370 which increased total open position to 80370


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 35.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 46680 which increased total open position to 46680


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 50.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 38140 which increased total open position to 38140


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 106, which was lower than the previous day. The implied volatity was -, the open interest changed by 8840 which increased total open position to 8840


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 180, which was lower than the previous day. The implied volatity was -, the open interest changed by 6320 which increased total open position to 6320


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 312, which was lower than the previous day. The implied volatity was -, the open interest changed by 2990 which increased total open position to 2990


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 506, which was lower than the previous day. The implied volatity was -, the open interest changed by 1540 which increased total open position to 1540


On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 744.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120


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