SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:37 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80154.58 | 1333.05 | 148.80 | - | 170 | 1,110 | 1,110 | |||
3 Jul | 79986.80 | 1184.25 | - | 1,830 | 1,200 | 1,200 | ||||
2 Jul | 79441.45 | 840.55 | - | 4,500 | 1,450 | 1,450 | ||||
1 Jul | 79476.19 | 901.1 | - | 13,070 | 1,280 | 1,280 | ||||
28 Jun | 79032.73 | 710.4 | - | 4,270 | 880 | 880 | ||||
27 Jun | 79243.18 | 898.55 | - | 2,910 | 500 | 500 | ||||
26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
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25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | ||||
24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 78800 expiring on 05JUL2024
Delta for 78800 CE is -
Historical price for 78800 CE is as follows
On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 1333.05, which was 148.80 higher than the previous day. The implied volatity was -, the open interest changed by 1110 which increased total open position to 1110
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1184.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 840.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1450 which increased total open position to 1450
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 901.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1280 which increased total open position to 1280
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 710.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 880 which increased total open position to 880
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 898.55, 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 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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80154.58 | 21 | -39.75 | - | 5,55,670 | 64,640 | 64,640 |
3 Jul | 79986.80 | 60.75 | - | 1,82,980 | 34,990 | 34,990 | |
2 Jul | 79441.45 | 198.95 | - | 2,14,400 | 15,860 | 15,860 | |
1 Jul | 79476.19 | 270 | - | 1,05,150 | 8,790 | 8,790 | |
28 Jun | 79032.73 | 390.75 | - | 24,780 | 2,860 | 2,860 | |
27 Jun | 79243.18 | 465.9 | - | 3,670 | 1,020 | 1,020 | |
26 Jun | 78674.25 | 813.75 | - | 100 | 60 | 60 | |
25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 | |
24 Jun | 77341.08 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 78800 expiring on 05JUL2024
Delta for 78800 PE is -
Historical price for 78800 PE is as follows
On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 21, which was -39.75 lower than the previous day. The implied volatity was -, the open interest changed by 64640 which increased total open position to 64640
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 60.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 34990 which increased total open position to 34990
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 198.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15860 which increased total open position to 15860
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 8790 which increased total open position to 8790
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 390.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2860 which increased total open position to 2860
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 465.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1020 which increased total open position to 1020
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 813.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
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