SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:38 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 | 80122.45 | 1367.15 | 91.95 | - | 110 | 1,030 | 1,030 | |||
| 3 Jul | 79986.80 | 1275.2 | - | 1,210 | 1,000 | 1,000 | ||||
| 2 Jul | 79441.45 | 920.55 | - | 2,100 | 1,150 | 1,150 | ||||
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| 1 Jul | 79476.19 | 968.35 | - | 10,070 | 940 | 940 | ||||
| 28 Jun | 79032.73 | 790 | - | 850 | 380 | 380 | ||||
| 27 Jun | 79243.18 | 903.3 | - | 870 | 110 | 110 | ||||
| 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 78700 expiring on 05JUL2024
Delta for 78700 CE is -
Historical price for 78700 CE is as follows
On 4 Jul SENSEX was trading at 80122.45. The strike last trading price was 1367.15, which was 91.95 higher than the previous day. The implied volatity was -, the open interest changed by 1030 which increased total open position to 1030
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1275.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 1000
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 920.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1150 which increased total open position to 1150
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 968.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 940 which increased total open position to 940
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 790, which was lower than the previous day. The implied volatity was -, the open interest changed by 380 which increased total open position to 380
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 903.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 110
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 | 80122.45 | 19.4 | -30.65 | - | 2,76,240 | 37,960 | 37,960 |
| 3 Jul | 79986.80 | 50.05 | - | 1,34,120 | 18,390 | 18,390 | |
| 2 Jul | 79441.45 | 166 | - | 1,28,330 | 11,950 | 11,950 | |
| 1 Jul | 79476.19 | 249 | - | 92,640 | 8,900 | 8,900 | |
| 28 Jun | 79032.73 | 361.95 | - | 27,820 | 3,940 | 3,940 | |
| 27 Jun | 79243.18 | 459.5 | - | 3,630 | 2,520 | 2,520 | |
| 26 Jun | 78674.25 | 771.35 | - | 50 | 140 | 140 | |
| 25 Jun | 78053.52 | 1485 | - | 100 | 100 | 100 | |
| 24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 78700 expiring on 05JUL2024
Delta for 78700 PE is -
Historical price for 78700 PE is as follows
On 4 Jul SENSEX was trading at 80122.45. The strike last trading price was 19.4, which was -30.65 lower than the previous day. The implied volatity was -, the open interest changed by 37960 which increased total open position to 37960
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 50.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18390 which increased total open position to 18390
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 166, which was lower than the previous day. The implied volatity was -, the open interest changed by 11950 which increased total open position to 11950
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 249, which was lower than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 8900
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 361.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3940 which increased total open position to 3940
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 459.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2520 which increased total open position to 2520
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 771.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 140 which increased total open position to 140
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 1485, which was lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 100
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