SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:28 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 | 80206.48 | 1830.75 | 1830.75 | - | 10 | 50 | 50 | |||
| 3 Jul | 79986.80 | 0 | - | 0 | 50 | 50 | ||||
| 2 Jul | 79441.45 | 1348.8 | - | 80 | 50 | 50 | ||||
| 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 | ||||
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| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | ||||
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 78200 expiring on 05JUL2024
Delta for 78200 CE is -
Historical price for 78200 CE is as follows
On 4 Jul SENSEX was trading at 80206.48. The strike last trading price was 1830.75, which was 1830.75 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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 50 which increased total open position to 50
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1348.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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 | 80206.48 | 6.25 | -19.00 | - | 3,64,430 | 46,830 | 46,830 |
| 3 Jul | 79986.80 | 25.25 | - | 1,33,180 | 18,530 | 18,530 | |
| 2 Jul | 79441.45 | 84.4 | - | 1,18,840 | 12,610 | 12,610 | |
| 1 Jul | 79476.19 | 135 | - | 20,570 | 2,880 | 2,880 | |
| 28 Jun | 79032.73 | 215 | - | 4,310 | 770 | 770 | |
| 27 Jun | 79243.18 | 318.1 | - | 230 | 290 | 290 | |
| 26 Jun | 78674.25 | 500 | - | 240 | 180 | 180 | |
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 78200 expiring on 05JUL2024
Delta for 78200 PE is -
Historical price for 78200 PE is as follows
On 4 Jul SENSEX was trading at 80206.48. The strike last trading price was 6.25, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 46830 which increased total open position to 46830
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18530 which increased total open position to 18530
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 84.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 12610 which increased total open position to 12610
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 135, which was lower than the previous day. The implied volatity was -, the open interest changed by 2880 which increased total open position to 2880
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 215, which was lower than the previous day. The implied volatity was -, the open interest changed by 770 which increased total open position to 770
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 318.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 290 which increased total open position to 290
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 500, which was lower than the previous day. The implied volatity was -, the open interest changed by 180 which increased total open position to 180
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