SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:20 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80179.05 | 831.95 | 74.80 | - | 14,000 | 6,970 | 6,970 | |||
3 Jul | 79986.80 | 757.15 | - | 36,230 | 7,230 | 7,230 | ||||
2 Jul | 79441.45 | 507 | - | 3,64,290 | 17,220 | 17,220 | ||||
1 Jul | 79476.19 | 590 | - | 5,79,840 | 33,630 | 33,630 | ||||
28 Jun | 79032.73 | 455.25 | - | 32,960 | 4,520 | 4,520 | ||||
27 Jun | 79243.18 | 625 | - | 150 | 110 | 110 | ||||
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26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
25 Jun | 78053.52 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 79300 expiring on 05JUL2024
Delta for 79300 CE is -
Historical price for 79300 CE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 831.95, which was 74.80 higher than the previous day. The implied volatity was -, the open interest changed by 6970 which increased total open position to 6970
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 757.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 7230 which increased total open position to 7230
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 507, which was lower than the previous day. The implied volatity was -, the open interest changed by 17220 which increased total open position to 17220
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 590, which was lower than the previous day. The implied volatity was -, the open interest changed by 33630 which increased total open position to 33630
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 455.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 4520 which increased total open position to 4520
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 625, which was lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 110
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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80179.05 | 53.85 | -91.00 | - | 7,50,080 | 67,190 | 67,190 |
3 Jul | 79986.80 | 144.85 | - | 2,68,170 | 32,640 | 32,640 | |
2 Jul | 79441.45 | 362.2 | - | 6,59,550 | 33,260 | 33,260 | |
1 Jul | 79476.19 | 438.45 | - | 2,68,160 | 16,470 | 16,470 | |
28 Jun | 79032.73 | 643 | - | 27,050 | 2,370 | 2,370 | |
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 79300 expiring on 05JUL2024
Delta for 79300 PE is -
Historical price for 79300 PE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 53.85, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 67190 which increased total open position to 67190
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 144.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 32640 which increased total open position to 32640
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 362.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 33260 which increased total open position to 33260
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 438.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16470 which increased total open position to 16470
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 643, which was lower than the previous day. The implied volatity was -, the open interest changed by 2370 which increased total open position to 2370
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