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SENSEX
Sensex
80071.11 84.31 (0.11%)

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Historical option data for SENSEX

04 Jul 2024 10:49 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80082.60 970 38.85 - 1,670 7,170 7,170
3 Jul 79986.80 931.15 - 10,950 7,470 7,470
2 Jul 79441.45 614.15 - 56,990 8,420 8,420
1 Jul 79476.19 660.7 - 2,79,150 8,900 8,900
28 Jun 79032.73 548.8 - 18,520 3,170 3,170
27 Jun 79243.18 0 - 0 0 0
26 Jun 78674.25 0 - 0 0 0
25 Jun 78053.52 0 - 0 0 0

For SENSEX - strike price 79100 expiring on 05JUL2024

Delta for 79100 CE is -

Historical price for 79100 CE is as follows

On 4 Jul SENSEX was trading at 80082.60. The strike last trading price was 970, which was 38.85 higher than the previous day. The implied volatity was -, the open interest changed by 7170 which increased total open position to 7170


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 931.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7470 which increased total open position to 7470


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 614.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 8420 which increased total open position to 8420


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 660.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8900 which increased total open position to 8900


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 548.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 3170 which increased total open position to 3170


On 27 Jun SENSEX was trading at 79243.18. 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 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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80082.60 48.75 -58.50 - 4,82,170 33,370 33,370
3 Jul 79986.80 107.25 - 1,79,480 22,280 22,280
2 Jul 79441.45 287.5 - 2,64,260 17,660 17,660
1 Jul 79476.19 363.6 - 2,46,810 16,840 16,840
28 Jun 79032.73 530 - 34,250 3,420 3,420
27 Jun 79243.18 619.2 - 3,120 2,530 2,530
26 Jun 78674.25 0 - 0 0 0
25 Jun 78053.52 0 - 0 0 0

For SENSEX - strike price 79100 expiring on 05JUL2024

Delta for 79100 PE is -

Historical price for 79100 PE is as follows

On 4 Jul SENSEX was trading at 80082.60. The strike last trading price was 48.75, which was -58.50 lower than the previous day. The implied volatity was -, the open interest changed by 33370 which increased total open position to 33370


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 107.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22280 which increased total open position to 22280


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 287.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 17660 which increased total open position to 17660


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 363.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 16840 which increased total open position to 16840


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 530, which was lower than the previous day. The implied volatity was -, the open interest changed by 3420 which increased total open position to 3420


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 619.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2530 which increased total open position to 2530


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