SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:55 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 | 80103.93 | 2030 | 96.70 | - | 430 | 12,810 | 12,810 | |||
| 3 Jul | 79986.80 | 1933.3 | - | 1,520 | 12,760 | 12,760 | ||||
| 2 Jul | 79441.45 | 1509 | - | 1,340 | 12,840 | 12,840 | ||||
| 1 Jul | 79476.19 | 1548.45 | - | 3,640 | 13,070 | 13,070 | ||||
| 28 Jun | 79032.73 | 1265 | - | 16,480 | 13,840 | 13,840 | ||||
| 27 Jun | 79243.18 | 1470 | - | 3,390 | 1,780 | 1,780 | ||||
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| 26 Jun | 78674.25 | 1034.95 | - | 6,230 | 1,560 | 1,560 | ||||
| 25 Jun | 78053.52 | 720 | - | 7,160 | 870 | 870 | ||||
| 24 Jun | 77341.08 | 464.35 | - | 70 | 50 | 50 | ||||
For SENSEX - strike price 78000 expiring on 05JUL2024
Delta for 78000 CE is -
Historical price for 78000 CE is as follows
On 4 Jul SENSEX was trading at 80103.93. The strike last trading price was 2030, which was 96.70 higher than the previous day. The implied volatity was -, the open interest changed by 12810 which increased total open position to 12810
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1933.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12760 which increased total open position to 12760
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1509, which was lower than the previous day. The implied volatity was -, the open interest changed by 12840 which increased total open position to 12840
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1548.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 13070 which increased total open position to 13070
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1265, which was lower than the previous day. The implied volatity was -, the open interest changed by 13840 which increased total open position to 13840
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1470, which was lower than the previous day. The implied volatity was -, the open interest changed by 1780 which increased total open position to 1780
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 1034.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1560 which increased total open position to 1560
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 720, which was lower than the previous day. The implied volatity was -, the open interest changed by 870 which increased total open position to 870
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 464.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80103.93 | 5.5 | -12.50 | - | 9,62,260 | 2,28,750 | 2,28,750 |
| 3 Jul | 79986.80 | 18 | - | 7,78,830 | 1,19,860 | 1,19,860 | |
| 2 Jul | 79441.45 | 70 | - | 5,49,130 | 60,280 | 60,280 | |
| 1 Jul | 79476.19 | 107.1 | - | 2,46,890 | 49,930 | 49,930 | |
| 28 Jun | 79032.73 | 170 | - | 1,04,870 | 27,990 | 27,990 | |
| 27 Jun | 79243.18 | 279.25 | - | 33,020 | 7,910 | 7,910 | |
| 26 Jun | 78674.25 | 459 | - | 13,560 | 3,820 | 3,820 | |
| 25 Jun | 78053.52 | 706 | - | 3,490 | 2,090 | 2,090 | |
| 24 Jun | 77341.08 | 1021.5 | - | 90 | 70 | 70 | |
For SENSEX - strike price 78000 expiring on 05JUL2024
Delta for 78000 PE is -
Historical price for 78000 PE is as follows
On 4 Jul SENSEX was trading at 80103.93. The strike last trading price was 5.5, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by 228750 which increased total open position to 228750
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 119860 which increased total open position to 119860
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by 60280 which increased total open position to 60280
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 107.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 49930 which increased total open position to 49930
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 170, which was lower than the previous day. The implied volatity was -, the open interest changed by 27990 which increased total open position to 27990
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 279.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7910 which increased total open position to 7910
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 459, which was lower than the previous day. The implied volatity was -, the open interest changed by 3820 which increased total open position to 3820
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 706, which was lower than the previous day. The implied volatity was -, the open interest changed by 2090 which increased total open position to 2090
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 1021.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 70