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[--[65.84.65.76]--]
SENSEX
Sensex
80198.47 211.67 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:23 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 1215 111.80 - 690 2,140 2,140
3 Jul 79986.80 1103.2 - 7,180 2,190 2,190
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 80183.64. The strike last trading price was 1215, which was 111.80 higher than the previous day. The implied volatity was -, the open interest changed by 2140 which increased total open position to 2140


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 23 -54.50 - 5,55,020 49,170 49,170
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 80183.64. The strike last trading price was 23, which was -54.50 lower than the previous day. The implied volatity was -, the open interest changed by 49170 which increased total open position to 49170


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