SENSEX
Sensex
Historical option data for SENSEX
02 Jul 2024 10:37 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 79493.83 | 782.65 | 5.00 | - | 44,790 | 42,750 | 42,750 | |||
| 1 Jul | 79476.19 | 777.65 | - | 4,55,080 | 41,800 | 41,800 | ||||
| 28 Jun | 79032.73 | 614 | - | 1,16,750 | 25,320 | 25,320 | ||||
| 27 Jun | 79243.18 | 773.85 | - | 86,820 | 12,000 | 12,000 | ||||
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| 26 Jun | 78674.25 | 472.4 | - | 7,330 | 1,780 | 1,780 | ||||
| 25 Jun | 78053.52 | 321.65 | - | 1,580 | 320 | 320 | ||||
| 24 Jun | 77341.08 | 162.35 | - | 40 | 40 | 40 | ||||
For SENSEX - strike price 79000 expiring on 05JUL2024
Delta for 79000 CE is -
Historical price for 79000 CE is as follows
On 2 Jul SENSEX was trading at 79493.83. The strike last trading price was 782.65, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 42750 which increased total open position to 42750
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 777.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 41800 which increased total open position to 41800
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 614, which was lower than the previous day. The implied volatity was -, the open interest changed by 25320 which increased total open position to 25320
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 773.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 472.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1780 which increased total open position to 1780
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 321.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 320
On 24 Jun SENSEX was trading at 77341.08. The strike last trading price was 162.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 79493.83 | 261.85 | -70.20 | - | 2,50,500 | 85,340 | 85,340 |
| 1 Jul | 79476.19 | 332.05 | - | 7,80,220 | 78,240 | 78,240 | |
| 28 Jun | 79032.73 | 496.95 | - | 2,76,300 | 32,300 | 32,300 | |
| 27 Jun | 79243.18 | 560 | - | 29,130 | 8,400 | 8,400 | |
| 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 79000 expiring on 05JUL2024
Delta for 79000 PE is -
Historical price for 79000 PE is as follows
On 2 Jul SENSEX was trading at 79493.83. The strike last trading price was 261.85, which was -70.20 lower than the previous day. The implied volatity was -, the open interest changed by 85340 which increased total open position to 85340
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 332.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 78240 which increased total open position to 78240
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 496.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 32300 which increased total open position to 32300
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 560, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 8400
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