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SENSEX
Sensex
80232.11 245.31 (0.31%)

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Historical option data for SENSEX

04 Jul 2024 10:26 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80229.66 896.9 139.75 - 4,970 6,680 6,680
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
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 80229.66. The strike last trading price was 896.9, which was 139.75 higher than the previous day. The implied volatity was -, the open interest changed by 6680 which increased total open position to 6680


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80229.66 55.1 -89.75 - 4,06,140 64,170 64,170
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 80229.66. The strike last trading price was 55.1, which was -89.75 lower than the previous day. The implied volatity was -, the open interest changed by 64170 which increased total open position to 64170


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