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SENSEX
Sensex
80163.03 176.23 (0.22%)

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Historical option data for SENSEX

04 Jul 2024 11:36 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80145.32 0 -2294.35 - 0 120 120
3 Jul 79986.80 2294.35 - 50 120 120
2 Jul 79441.45 0 - 0 120 120
1 Jul 79476.19 1867.3 - 20 120 120
28 Jun 79032.73 1650 - 30 130 130
27 Jun 79243.18 1436.8 - 60 120 120
26 Jun 78674.25 1266 - 60 130 130
25 Jun 78053.52 898 - 800 130 130
24 Jun 77341.08 0 - 0 60 60
21 Jun 77209.90 970.6 - 60 60 60

For SENSEX - strike price 77600 expiring on 05JUL2024

Delta for 77600 CE is -

Historical price for 77600 CE is as follows

On 4 Jul SENSEX was trading at 80145.32. The strike last trading price was 0, which was -2294.35 lower than the previous day. The implied volatity was -, the open interest changed by 120 which increased total open position to 120


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2294.35, 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 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 120 which increased total open position to 120


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1867.3, 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 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1650, which was lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1436.8, 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 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 1266, which was lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 898, which was lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130


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 60 which increased total open position to 60


On 21 Jun SENSEX was trading at 77209.90. The strike last trading price was 970.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80145.32 3.25 -5.75 - 3,55,910 79,940 79,940
3 Jul 79986.80 9 - 1,34,460 11,990 11,990
2 Jul 79441.45 45 - 98,750 5,930 5,930
1 Jul 79476.19 56 - 36,950 3,900 3,900
28 Jun 79032.73 110 - 6,110 790 790
27 Jun 79243.18 196.9 - 130 160 160
26 Jun 78674.25 345.05 - 50 140 140
25 Jun 78053.52 630 - 120 110 110
24 Jun 77341.08 0 - 0 0 0
21 Jun 77209.90 0 - 0 0 0

For SENSEX - strike price 77600 expiring on 05JUL2024

Delta for 77600 PE is -

Historical price for 77600 PE is as follows

On 4 Jul SENSEX was trading at 80145.32. The strike last trading price was 3.25, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 79940 which increased total open position to 79940


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 11990 which increased total open position to 11990


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5930 which increased total open position to 5930


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 56, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 3900


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 110, which was lower than the previous day. The implied volatity was -, the open interest changed by 790 which increased total open position to 790


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 196.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 160


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 345.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 140


On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 630, 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 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