SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:10 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 | 80173.74 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Jul | 79986.80 | 0 | - | 0 | 0 | 0 | ||||
| 2 Jul | 79441.45 | 0 | - | 0 | 0 | 0 | ||||
| 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 | ||||
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | ||||
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 78300 expiring on 05JUL2024
Delta for 78300 CE is -
Historical price for 78300 CE is as follows
On 4 Jul SENSEX was trading at 80173.74. 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 0 which decreased total open position to 0
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 0 which decreased total open position to 0
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 0 which decreased total open position to 0
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 | 80173.74 | 9.1 | -22.30 | - | 4,12,270 | 30,030 | 30,030 |
| 3 Jul | 79986.80 | 31.4 | - | 1,65,240 | 15,380 | 15,380 | |
| 2 Jul | 79441.45 | 91.65 | - | 1,20,870 | 19,450 | 19,450 | |
| 1 Jul | 79476.19 | 153.8 | - | 19,800 | 3,160 | 3,160 | |
| 28 Jun | 79032.73 | 239.4 | - | 7,680 | 1,280 | 1,280 | |
| 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 78300 expiring on 05JUL2024
Delta for 78300 PE is -
Historical price for 78300 PE is as follows
On 4 Jul SENSEX was trading at 80173.74. The strike last trading price was 9.1, which was -22.30 lower than the previous day. The implied volatity was -, the open interest changed by 30030 which increased total open position to 30030
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 31.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 15380 which increased total open position to 15380
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 91.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 19450 which increased total open position to 19450
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 153.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 3160 which increased total open position to 3160
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 239.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1280 which increased total open position to 1280
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