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[--[65.84.65.76]--]
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 0 -1360.25 - 0 540 540
3 Jul 79986.80 1360.25 - 250 540 540
2 Jul 79441.45 986.9 - 1,160 580 580
1 Jul 79476.19 1058.35 - 2,060 320 320
28 Jun 79032.73 850.1 - 690 180 180
27 Jun 79243.18 972.55 - 1,600 160 160
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 78600 expiring on 05JUL2024

Delta for 78600 CE is -

Historical price for 78600 CE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 0, which was -1360.25 lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 540


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1360.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 540 which increased total open position to 540


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 986.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 580 which increased total open position to 580


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1058.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 320


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 850.1, 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 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 972.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 160


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 13.5 -34.50 - 3,81,210 45,950 45,950
3 Jul 79986.80 48 - 96,070 18,490 18,490
2 Jul 79441.45 141.9 - 96,230 10,020 10,020
1 Jul 79476.19 226.2 - 45,380 5,520 5,520
28 Jun 79032.73 340 - 11,820 1,770 1,770
27 Jun 79243.18 403.85 - 3,400 950 950
26 Jun 78674.25 712 - 210 190 190
25 Jun 78053.52 0 - 0 0 0
24 Jun 77341.08 0 - 0 0 0

For SENSEX - strike price 78600 expiring on 05JUL2024

Delta for 78600 PE is -

Historical price for 78600 PE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 13.5, which was -34.50 lower than the previous day. The implied volatity was -, the open interest changed by 45950 which increased total open position to 45950


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 18490 which increased total open position to 18490


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 141.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 10020 which increased total open position to 10020


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 226.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5520 which increased total open position to 5520


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 340, which was lower than the previous day. The implied volatity was -, the open interest changed by 1770 which increased total open position to 1770


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 403.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 950 which increased total open position to 950


On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 712, which was lower than the previous day. The implied volatity was -, the open interest changed by 190 which increased total open position to 190


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