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SENSEX
Sensex
80157.65 170.85 (0.21%)

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Historical option data for SENSEX

04 Jul 2024 11:04 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80164.31 920 85.15 - 8,720 12,800 12,800
3 Jul 79986.80 834.85 - 28,860 13,210 13,210
2 Jul 79441.45 560 - 1,29,510 17,290 17,290
1 Jul 79476.19 629 - 3,75,790 17,970 17,970
28 Jun 79032.73 511 - 54,760 7,960 7,960
27 Jun 79243.18 675.75 - 490 370 370
26 Jun 78674.25 0 - 0 0 0
25 Jun 78053.52 0 - 0 0 0

For SENSEX - strike price 79200 expiring on 05JUL2024

Delta for 79200 CE is -

Historical price for 79200 CE is as follows

On 4 Jul SENSEX was trading at 80164.31. The strike last trading price was 920, which was 85.15 higher than the previous day. The implied volatity was -, the open interest changed by 12800 which increased total open position to 12800


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 834.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 13210 which increased total open position to 13210


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 560, which was lower than the previous day. The implied volatity was -, the open interest changed by 17290 which increased total open position to 17290


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 629, which was lower than the previous day. The implied volatity was -, the open interest changed by 17970 which increased total open position to 17970


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 511, which was lower than the previous day. The implied volatity was -, the open interest changed by 7960 which increased total open position to 7960


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 675.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 370 which increased total open position to 370


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 80164.31 50.3 -74.55 - 6,66,980 59,210 59,210
3 Jul 79986.80 124.85 - 2,43,050 40,410 40,410
2 Jul 79441.45 317.55 - 3,78,090 26,300 26,300
1 Jul 79476.19 400 - 3,73,800 20,840 20,840
28 Jun 79032.73 556.85 - 59,220 4,650 4,650
27 Jun 79243.18 650 - 650 550 550
26 Jun 78674.25 0 - 0 0 0
25 Jun 78053.52 0 - 0 0 0

For SENSEX - strike price 79200 expiring on 05JUL2024

Delta for 79200 PE is -

Historical price for 79200 PE is as follows

On 4 Jul SENSEX was trading at 80164.31. The strike last trading price was 50.3, which was -74.55 lower than the previous day. The implied volatity was -, the open interest changed by 59210 which increased total open position to 59210


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 124.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 40410 which increased total open position to 40410


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 317.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 26300 which increased total open position to 26300


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 400, which was lower than the previous day. The implied volatity was -, the open interest changed by 20840 which increased total open position to 20840


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 556.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 4650


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 650, which was lower than the previous day. The implied volatity was -, the open interest changed by 550 which increased total open position to 550


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