SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:37 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 | 80154.58 | 2191.4 | 2191.40 | - | 20 | 10 | 10 | |||
| 3 Jul | 79986.80 | 0 | - | 0 | 10 | 10 | ||||
| 2 Jul | 79441.45 | 1594.4 | - | 10 | 10 | 10 | ||||
| 1 Jul | 79476.19 | 0 | - | 0 | 0 | 0 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | ||||
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| 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 77900 expiring on 05JUL2024
Delta for 77900 CE is -
Historical price for 77900 CE is as follows
On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 2191.4, which was 2191.40 higher 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 1594.4, 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 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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80154.58 | 5 | -11.15 | - | 1,48,810 | 27,330 | 27,330 |
| 3 Jul | 79986.80 | 16.15 | - | 89,770 | 12,420 | 12,420 | |
| 2 Jul | 79441.45 | 52.6 | - | 1,07,240 | 8,390 | 8,390 | |
| 1 Jul | 79476.19 | 85.35 | - | 48,130 | 4,530 | 4,530 | |
| 28 Jun | 79032.73 | 153.3 | - | 9,170 | 1,380 | 1,380 | |
| 27 Jun | 79243.18 | 249.15 | - | 410 | 270 | 270 | |
| 26 Jun | 78674.25 | 413 | - | 570 | 200 | 200 | |
| 25 Jun | 78053.52 | 662 | - | 180 | 90 | 90 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 77900 expiring on 05JUL2024
Delta for 77900 PE is -
Historical price for 77900 PE is as follows
On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 5, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 27330 which increased total open position to 27330
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 12420 which increased total open position to 12420
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 52.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 8390 which increased total open position to 8390
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 85.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4530 which increased total open position to 4530
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 153.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1380 which increased total open position to 1380
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 249.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 270 which increased total open position to 270
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 413, which was lower than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 200
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 662, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90
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