SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:36 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 4 Jul | 80139.22 | 1730.35 | 189.95 | - | 50 | 260 | 260 | |||
| 3 Jul | 79986.80 | 1540.4 | - | 90 | 270 | 270 | ||||
| 2 Jul | 79441.45 | 1127.6 | - | 170 | 300 | 300 | ||||
| 1 Jul | 79476.19 | 1259.25 | - | 540 | 290 | 290 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 360 | 360 | ||||
| 27 Jun | 79243.18 | 1169.5 | - | 1,440 | 360 | 360 | ||||
| 26 Jun | 78674.25 | 782 | - | 1,610 | 310 | 310 | ||||
| 25 Jun | 78053.52 | 401.45 | - | 30 | 30 | 30 | ||||
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 78400 expiring on 05JUL2024
Delta for 78400 CE is -
Historical price for 78400 CE is as follows
On 4 Jul SENSEX was trading at 80139.22. The strike last trading price was 1730.35, which was 189.95 higher than the previous day. The implied volatity was -, the open interest changed by 260 which increased total open position to 260
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1540.4, 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 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1127.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1259.25, 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 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 360 which increased total open position to 360
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1169.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 360 which increased total open position to 360
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 782, which was lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 401.45, 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 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 | 80139.22 | 11.35 | -20.00 | - | 4,15,870 | 49,240 | 49,240 |
| 3 Jul | 79986.80 | 31.35 | - | 1,23,970 | 21,840 | 21,840 | |
| 2 Jul | 79441.45 | 112.3 | - | 98,810 | 15,580 | 15,580 | |
| 1 Jul | 79476.19 | 181.25 | - | 31,010 | 4,520 | 4,520 | |
| 28 Jun | 79032.73 | 267.45 | - | 8,170 | 1,820 | 1,820 | |
| 27 Jun | 79243.18 | 364 | - | 690 | 500 | 500 | |
| 26 Jun | 78674.25 | 827.8 | - | 20 | 20 | 20 | |
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 78400 expiring on 05JUL2024
Delta for 78400 PE is -
Historical price for 78400 PE is as follows
On 4 Jul SENSEX was trading at 80139.22. The strike last trading price was 11.35, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 49240 which increased total open position to 49240
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 31.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 21840 which increased total open position to 21840
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 112.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 15580 which increased total open position to 15580
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 181.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4520 which increased total open position to 4520
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 267.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1820 which increased total open position to 1820
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 364, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 827.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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