SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:26 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80196.99 | 0 | 0.00 | - | 0 | 10 | 10 | |||
| 3 Jul | 79986.80 | 0 | - | 0 | 10 | 10 | ||||
| 2 Jul | 79441.45 | 0 | - | 0 | 10 | 10 | ||||
| 1 Jul | 79476.19 | 1624.2 | - | 30 | 10 | 10 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | ||||
| 27 Jun | 79243.18 | 1350 | - | 20 | 0 | 0 | ||||
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| 26 Jun | 78674.25 | 935.75 | - | 10 | 10 | 10 | ||||
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | ||||
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 77800 expiring on 05JUL2024
Delta for 77800 CE is -
Historical price for 77800 CE is as follows
On 4 Jul SENSEX was trading at 80196.99. 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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1624.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 1350, 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 935.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80196.99 | 3.6 | -8.50 | - | 1,91,740 | 32,900 | 32,900 |
| 3 Jul | 79986.80 | 12.1 | - | 1,24,240 | 15,830 | 15,830 | |
| 2 Jul | 79441.45 | 47.7 | - | 1,10,590 | 7,450 | 7,450 | |
| 1 Jul | 79476.19 | 88.95 | - | 37,700 | 3,710 | 3,710 | |
| 28 Jun | 79032.73 | 0 | - | 0 | 10 | 10 | |
| 27 Jun | 79243.18 | 0 | - | 0 | 10 | 10 | |
| 26 Jun | 78674.25 | 0 | - | 0 | 10 | 10 | |
| 25 Jun | 78053.52 | 911.3 | - | 10 | 10 | 10 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 77800 expiring on 05JUL2024
Delta for 77800 PE is -
Historical price for 77800 PE is as follows
On 4 Jul SENSEX was trading at 80196.99. The strike last trading price was 3.6, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by 32900 which increased total open position to 32900
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 15830 which increased total open position to 15830
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 47.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 7450 which increased total open position to 7450
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 88.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3710 which increased total open position to 3710
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 10 which increased total open position to 10
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 10 which increased total open position to 10
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 10 which increased total open position to 10
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 911.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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