Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
80232.11 245.31 (0.31%)

Back to Option Chain

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 80229.66 568.5 114.85 - 61,900 21,630 21,630
3 Jul 79986.80 453.65 - 2,85,380 28,590 28,590
2 Jul 79441.45 309.1 - 6,07,810 42,810 42,810
1 Jul 79476.19 377 - 1,75,330 9,010 9,010
28 Jun 79032.73 311.8 - 23,890 2,430 2,430
27 Jun 79243.18 0 - 0 0 0
26 Jun 78674.25 0 - 0 0 0

For SENSEX - strike price 79700 expiring on 05JUL2024

Delta for 79700 CE is -

Historical price for 79700 CE is as follows

On 4 Jul SENSEX was trading at 80229.66. The strike last trading price was 568.5, which was 114.85 higher than the previous day. The implied volatity was -, the open interest changed by 21630 which increased total open position to 21630


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 453.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 28590 which increased total open position to 28590


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 309.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 42810 which increased total open position to 42810


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 377, which was lower than the previous day. The implied volatity was -, the open interest changed by 9010 which increased total open position to 9010


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 311.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 2430 which increased total open position to 2430


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80229.66 125.45 -140.55 - 4,87,880 95,860 95,860
3 Jul 79986.80 266 - 4,44,640 30,650 30,650
2 Jul 79441.45 568.25 - 2,09,170 6,640 6,640
1 Jul 79476.19 618 - 17,880 1,950 1,950
28 Jun 79032.73 892.35 - 9,770 700 700
27 Jun 79243.18 0 - 0 0 0
26 Jun 78674.25 0 - 0 0 0

For SENSEX - strike price 79700 expiring on 05JUL2024

Delta for 79700 PE is -

Historical price for 79700 PE is as follows

On 4 Jul SENSEX was trading at 80229.66. The strike last trading price was 125.45, which was -140.55 lower than the previous day. The implied volatity was -, the open interest changed by 95860 which increased total open position to 95860


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 266, which was lower than the previous day. The implied volatity was -, the open interest changed by 30650 which increased total open position to 30650


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 568.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6640 which increased total open position to 6640


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 618, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 892.35, 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