SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:47 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 | 80060.12 | 544.8 | 26.75 | - | 46,810 | 18,210 | 18,210 | |||
| 3 Jul | 79986.80 | 518.05 | - | 1,94,120 | 18,910 | 18,910 | ||||
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| 2 Jul | 79441.45 | 351 | - | 7,51,200 | 28,440 | 28,440 | ||||
| 1 Jul | 79476.19 | 418 | - | 2,30,700 | 12,310 | 12,310 | ||||
| 28 Jun | 79032.73 | 338.95 | - | 58,980 | 6,110 | 6,110 | ||||
| 27 Jun | 79243.18 | 440 | - | 70 | 50 | 50 | ||||
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 79600 expiring on 05JUL2024
Delta for 79600 CE is -
Historical price for 79600 CE is as follows
On 4 Jul SENSEX was trading at 80060.12. The strike last trading price was 544.8, which was 26.75 higher than the previous day. The implied volatity was -, the open interest changed by 18210 which increased total open position to 18210
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 518.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18910 which increased total open position to 18910
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 351, which was lower than the previous day. The implied volatity was -, the open interest changed by 28440 which increased total open position to 28440
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 418, which was lower than the previous day. The implied volatity was -, the open interest changed by 12310 which increased total open position to 12310
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 338.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 6110 which increased total open position to 6110
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 440, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80060.12 | 140.35 | -78.65 | - | 8,94,860 | 98,810 | 98,810 |
| 3 Jul | 79986.80 | 219 | - | 3,65,830 | 25,290 | 25,290 | |
| 2 Jul | 79441.45 | 510.05 | - | 4,22,420 | 13,310 | 13,310 | |
| 1 Jul | 79476.19 | 574.95 | - | 41,130 | 3,690 | 3,690 | |
| 28 Jun | 79032.73 | 820 | - | 10,860 | 700 | 700 | |
| 27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | |
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 79600 expiring on 05JUL2024
Delta for 79600 PE is -
Historical price for 79600 PE is as follows
On 4 Jul SENSEX was trading at 80060.12. The strike last trading price was 140.35, which was -78.65 lower than the previous day. The implied volatity was -, the open interest changed by 98810 which increased total open position to 98810
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 219, which was lower than the previous day. The implied volatity was -, the open interest changed by 25290 which increased total open position to 25290
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 510.05, 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 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 574.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 3690 which increased total open position to 3690
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 820, which was lower than the previous day. The implied volatity was -, the open interest changed by 700 which increased total open position to 700
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