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SENSEX
Sensex
80127.48 140.68 (0.18%)

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Historical option data for SENSEX

04 Jul 2024 10:43 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80137.44 1296.9 112.65 - 150 1,100 1,100
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
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 80137.44. The strike last trading price was 1296.9, which was 112.65 higher than the previous day. The implied volatity was -, the open interest changed by 1100 which increased total open position to 1100


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80137.44 22.2 -38.55 - 3,54,520 38,980 38,980
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 80137.44. The strike last trading price was 22.2, which was -38.55 lower than the previous day. The implied volatity was -, the open interest changed by 38980 which increased total open position to 38980


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