SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:46 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80097.10 | 1163.75 | 60.55 | - | 590 | 2,100 | 2,100 | |||
3 Jul | 79986.80 | 1103.2 | - | 7,180 | 2,190 | 2,190 | ||||
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2 Jul | 79441.45 | 751.25 | - | 5,350 | 2,280 | 2,280 | ||||
1 Jul | 79476.19 | 829.55 | - | 36,530 | 1,870 | 1,870 | ||||
28 Jun | 79032.73 | 640.85 | - | 6,800 | 2,340 | 2,340 | ||||
27 Jun | 79243.18 | 788.8 | - | 4,230 | 140 | 140 | ||||
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 78900 expiring on 05JUL2024
Delta for 78900 CE is -
Historical price for 78900 CE is as follows
On 4 Jul SENSEX was trading at 80097.10. The strike last trading price was 1163.75, which was 60.55 higher than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1103.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2190 which increased total open position to 2190
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 751.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2280 which increased total open position to 2280
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 829.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1870 which increased total open position to 1870
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 640.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2340 which increased total open position to 2340
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 788.8, 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 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 | 80097.10 | 29.85 | -47.65 | - | 4,30,790 | 48,970 | 48,970 |
3 Jul | 79986.80 | 77.5 | - | 1,93,660 | 19,420 | 19,420 | |
2 Jul | 79441.45 | 221.3 | - | 1,93,220 | 12,300 | 12,300 | |
1 Jul | 79476.19 | 294.8 | - | 1,30,730 | 10,380 | 10,380 | |
28 Jun | 79032.73 | 443.95 | - | 27,600 | 4,860 | 4,860 | |
27 Jun | 79243.18 | 529 | - | 2,770 | 920 | 920 | |
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 78900 expiring on 05JUL2024
Delta for 78900 PE is -
Historical price for 78900 PE is as follows
On 4 Jul SENSEX was trading at 80097.10. The strike last trading price was 29.85, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 48970 which increased total open position to 48970
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 77.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 19420 which increased total open position to 19420
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 221.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12300 which increased total open position to 12300
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 294.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 10380 which increased total open position to 10380
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 443.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 4860 which increased total open position to 4860
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 529, which was lower than the previous day. The implied volatity was -, the open interest changed by 920 which increased total open position to 920
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