SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:13 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 | 80186.34 | 1580 | 120.05 | - | 990 | 2,500 | 2,500 | |||
| 3 Jul | 79986.80 | 1459.95 | - | 910 | 2,760 | 2,760 | ||||
| 2 Jul | 79441.45 | 1078.25 | - | 4,540 | 2,780 | 2,780 | ||||
| 1 Jul | 79476.19 | 1143.65 | - | 11,160 | 3,760 | 3,760 | ||||
| 28 Jun | 79032.73 | 908.45 | - | 5,370 | 2,940 | 2,940 | ||||
| 27 Jun | 79243.18 | 1007.45 | - | 13,060 | 2,030 | 2,030 | ||||
| 26 Jun | 78674.25 | 724.1 | - | 8,250 | 1,690 | 1,690 | ||||
| 25 Jun | 78053.52 | 489 | - | 3,360 | 720 | 720 | ||||
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| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 78500 expiring on 05JUL2024
Delta for 78500 CE is -
Historical price for 78500 CE is as follows
On 4 Jul SENSEX was trading at 80186.34. The strike last trading price was 1580, which was 120.05 higher than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 2500
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1459.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2760 which increased total open position to 2760
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1078.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2780 which increased total open position to 2780
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1143.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 3760 which increased total open position to 3760
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 908.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2940 which increased total open position to 2940
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 1007.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2030 which increased total open position to 2030
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 724.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1690 which increased total open position to 1690
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 489, which was lower than the previous day. The implied volatity was -, the open interest changed by 720 which increased total open position to 720
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 | 80186.34 | 12.8 | -27.20 | - | 11,12,690 | 1,23,750 | 1,23,750 |
| 3 Jul | 79986.80 | 40 | - | 4,14,950 | 66,430 | 66,430 | |
| 2 Jul | 79441.45 | 120.95 | - | 2,65,700 | 28,070 | 28,070 | |
| 1 Jul | 79476.19 | 199 | - | 2,09,030 | 31,590 | 31,590 | |
| 28 Jun | 79032.73 | 280 | - | 82,580 | 11,720 | 11,720 | |
| 27 Jun | 79243.18 | 393.9 | - | 32,660 | 5,720 | 5,720 | |
| 26 Jun | 78674.25 | 635 | - | 3,770 | 1,130 | 1,130 | |
| 25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 78500 expiring on 05JUL2024
Delta for 78500 PE is -
Historical price for 78500 PE is as follows
On 4 Jul SENSEX was trading at 80186.34. The strike last trading price was 12.8, which was -27.20 lower than the previous day. The implied volatity was -, the open interest changed by 123750 which increased total open position to 123750
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 66430 which increased total open position to 66430
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 120.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 28070 which increased total open position to 28070
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 199, which was lower than the previous day. The implied volatity was -, the open interest changed by 31590 which increased total open position to 31590
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 280, which was lower than the previous day. The implied volatity was -, the open interest changed by 11720 which increased total open position to 11720
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 393.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5720 which increased total open position to 5720
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 635, which was lower than the previous day. The implied volatity was -, the open interest changed by 1130 which increased total open position to 1130
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