SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:56 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80120.12 | 643.65 | 49.00 | - | 74,590 | 50,230 | 50,230 | |||
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| 3 Jul | 79986.80 | 594.65 | - | 3,25,960 | 66,260 | 66,260 | ||||
| 2 Jul | 79441.45 | 396.05 | - | 13,71,970 | 76,070 | 76,070 | ||||
| 1 Jul | 79476.19 | 471 | - | 6,76,690 | 50,960 | 50,960 | ||||
| 28 Jun | 79032.73 | 372 | - | 2,30,220 | 24,930 | 24,930 | ||||
| 27 Jun | 79243.18 | 479.95 | - | 58,840 | 8,600 | 8,600 | ||||
| 26 Jun | 78674.25 | 290.75 | - | 6,970 | 1,710 | 1,710 | ||||
| 25 Jun | 78053.52 | 179.65 | - | 1,270 | 210 | 210 | ||||
For SENSEX - strike price 79500 expiring on 05JUL2024
Delta for 79500 CE is -
Historical price for 79500 CE is as follows
On 4 Jul SENSEX was trading at 80120.12. The strike last trading price was 643.65, which was 49.00 higher than the previous day. The implied volatity was -, the open interest changed by 50230 which increased total open position to 50230
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 594.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 66260 which increased total open position to 66260
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 396.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 76070 which increased total open position to 76070
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 471, which was lower than the previous day. The implied volatity was -, the open interest changed by 50960 which increased total open position to 50960
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 372, which was lower than the previous day. The implied volatity was -, the open interest changed by 24930 which increased total open position to 24930
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 479.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 8600 which increased total open position to 8600
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 290.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1710 which increased total open position to 1710
On 25 Jun SENSEX was trading at 78053.52. The strike last trading price was 179.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80120.12 | 99 | -86.00 | - | 13,88,720 | 1,57,980 | 1,57,980 |
| 3 Jul | 79986.80 | 185 | - | 6,45,750 | 94,670 | 94,670 | |
| 2 Jul | 79441.45 | 458 | - | 12,17,010 | 49,500 | 49,500 | |
| 1 Jul | 79476.19 | 540.05 | - | 2,83,790 | 34,110 | 34,110 | |
| 28 Jun | 79032.73 | 760 | - | 1,23,850 | 11,800 | 11,800 | |
| 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 79500 expiring on 05JUL2024
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 4 Jul SENSEX was trading at 80120.12. The strike last trading price was 99, which was -86.00 lower than the previous day. The implied volatity was -, the open interest changed by 157980 which increased total open position to 157980
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 185, which was lower than the previous day. The implied volatity was -, the open interest changed by 94670 which increased total open position to 94670
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 458, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 49500
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 540.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 34110 which increased total open position to 34110
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 760, which was lower than the previous day. The implied volatity was -, the open interest changed by 11800 which increased total open position to 11800
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