SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:50 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80089.64 | 0 | -2395.00 | - | 0 | 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 | ||||
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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 80089.64. The strike last trading price was 0, which was -2395.00 lower 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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80089.64 | 2.6 | -6.40 | - | 5,14,330 | 1,55,700 | 1,55,700 |
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 80089.64. The strike last trading price was 2.6, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 155700 which increased total open position to 155700
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