SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:03 AM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80130.20 | 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 | ||||
|
|
||||||||||
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 77700 expiring on 05JUL2024
Delta for 77700 CE is -
Historical price for 77700 CE is as follows
On 4 Jul SENSEX was trading at 80130.20. 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
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80130.20 | 3.6 | -7.90 | - | 1,77,820 | 29,310 | 29,310 |
| 3 Jul | 79986.80 | 11.5 | - | 1,13,800 | 8,990 | 8,990 | |
| 2 Jul | 79441.45 | 45 | - | 1,53,480 | 6,890 | 6,890 | |
| 1 Jul | 79476.19 | 60 | - | 53,360 | 8,870 | 8,870 | |
| 28 Jun | 79032.73 | 118.9 | - | 4,270 | 420 | 420 | |
| 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 | |
For SENSEX - strike price 77700 expiring on 05JUL2024
Delta for 77700 PE is -
Historical price for 77700 PE is as follows
On 4 Jul SENSEX was trading at 80130.20. The strike last trading price was 3.6, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by 29310 which increased total open position to 29310
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 11.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 8990 which increased total open position to 8990
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 6890 which increased total open position to 6890
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 8870 which increased total open position to 8870
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 118.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 420 which increased total open position to 420
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