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[--[65.84.65.76]--]
SENSEX
Sensex
80137.43 150.63 (0.19%)

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Historical option data for SENSEX

04 Jul 2024 10:43 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80137.44 755.5 47.85 - 12,320 15,240 15,240
3 Jul 79986.80 707.65 - 98,910 16,430 16,430
2 Jul 79441.45 449.55 - 6,85,630 26,200 26,200
1 Jul 79476.19 532 - 5,64,340 13,310 13,310
28 Jun 79032.73 415 - 25,760 3,980 3,980
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 79400 expiring on 05JUL2024

Delta for 79400 CE is -

Historical price for 79400 CE is as follows

On 4 Jul SENSEX was trading at 80137.44. The strike last trading price was 755.5, which was 47.85 higher than the previous day. The implied volatity was -, the open interest changed by 15240 which increased total open position to 15240


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 707.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 16430 which increased total open position to 16430


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 449.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 26200 which increased total open position to 26200


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 532, which was lower than the previous day. The implied volatity was -, the open interest changed by 13310 which increased total open position to 13310


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 415, which was lower than the previous day. The implied volatity was -, the open interest changed by 3980 which increased total open position to 3980


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 80137.44 75 -92.55 - 7,65,010 94,550 94,550
3 Jul 79986.80 167.55 - 2,78,720 30,160 30,160
2 Jul 79441.45 410.55 - 9,37,540 30,540 30,540
1 Jul 79476.19 489 - 3,28,290 16,960 16,960
28 Jun 79032.73 698.45 - 20,260 1,970 1,970
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 79400 expiring on 05JUL2024

Delta for 79400 PE is -

Historical price for 79400 PE is as follows

On 4 Jul SENSEX was trading at 80137.44. The strike last trading price was 75, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by 94550 which increased total open position to 94550


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 167.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 30160 which increased total open position to 30160


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 410.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 30540 which increased total open position to 30540


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 489, which was lower than the previous day. The implied volatity was -, the open interest changed by 16960 which increased total open position to 16960


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 698.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 1970 which increased total open position to 1970


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