SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:26 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80229.66 | 0 | -2294.35 | - | 0 | 120 | 120 | |||
3 Jul | 79986.80 | 2294.35 | - | 50 | 120 | 120 | ||||
2 Jul | 79441.45 | 0 | - | 0 | 120 | 120 | ||||
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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 80229.66. 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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80229.66 | 2.6 | -6.40 | - | 2,53,700 | 80,010 | 80,010 |
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 80229.66. 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 80010 which increased total open position to 80010
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