SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:07 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80134.89 | 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 80134.89. 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 | 80134.89 | 17.3 | -30.70 | - | 3,57,070 | 45,450 | 45,450 |
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 80134.89. The strike last trading price was 17.3, which was -30.70 lower than the previous day. The implied volatity was -, the open interest changed by 45450 which increased total open position to 45450
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