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SENSEX
Sensex
80198.47 211.67 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:23 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 1974.6 156.55 - 20 120 120
3 Jul 79986.80 1818.05 - 140 130 130
2 Jul 79441.45 0 - 0 40 40
1 Jul 79476.19 1452 - 110 40 40
28 Jun 79032.73 0 - 0 30 30
27 Jun 79243.18 1142.9 - 50 30 30
26 Jun 78674.25 992.25 - 460 40 40
25 Jun 78053.52 0 - 0 0 0
24 Jun 77341.08 0 - 0 0 0

For SENSEX - strike price 78100 expiring on 05JUL2024

Delta for 78100 CE is -

Historical price for 78100 CE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 1974.6, which was 156.55 higher 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 1818.05, 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 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 40 which increased total open position to 40


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1452, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40


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 30 which increased total open position to 30


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1142.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 992.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40


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 80183.64 5.8 -14.85 - 2,23,560 22,320 22,320
3 Jul 79986.80 20.65 - 1,39,020 15,250 15,250
2 Jul 79441.45 72.3 - 1,34,640 11,800 11,800
1 Jul 79476.19 124.35 - 26,760 3,700 3,700
28 Jun 79032.73 193 - 6,360 1,230 1,230
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 78100 expiring on 05JUL2024

Delta for 78100 PE is -

Historical price for 78100 PE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 5.8, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 22320 which increased total open position to 22320


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 15250 which increased total open position to 15250


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 72.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 11800 which increased total open position to 11800


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 124.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 3700


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 193, which was lower than the previous day. The implied volatity was -, the open interest changed by 1230 which increased total open position to 1230


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