SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:40 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80115.84 | 419.8 | 20.30 | - | 1,23,540 | 23,110 | 23,110 | |||
3 Jul | 79986.80 | 399.5 | - | 7,72,060 | 38,300 | 38,300 | ||||
2 Jul | 79441.45 | 270 | - | 4,01,210 | 20,370 | 20,370 | ||||
1 Jul | 79476.19 | 333 | - | 1,62,810 | 7,770 | 7,770 | ||||
28 Jun | 79032.73 | 282 | - | 22,770 | 4,960 | 4,960 | ||||
27 Jun | 79243.18 | 0 | - | 0 | 10 | 10 | ||||
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26 Jun | 78674.25 | 201.6 | - | 20 | 10 | 10 |
For SENSEX - strike price 79800 expiring on 05JUL2024
Delta for 79800 CE is -
Historical price for 79800 CE is as follows
On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 419.8, which was 20.30 higher than the previous day. The implied volatity was -, the open interest changed by 23110 which increased total open position to 23110
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 399.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 38300 which increased total open position to 38300
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 20370 which increased total open position to 20370
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 333, which was lower than the previous day. The implied volatity was -, the open interest changed by 7770 which increased total open position to 7770
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 282, which was lower than the previous day. The implied volatity was -, the open interest changed by 4960 which increased total open position to 4960
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 10 which increased total open position to 10
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 201.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80115.84 | 178 | -115.30 | - | 8,39,190 | 82,900 | 82,900 |
3 Jul | 79986.80 | 293.3 | - | 7,55,440 | 46,760 | 46,760 | |
2 Jul | 79441.45 | 620.55 | - | 94,820 | 3,510 | 3,510 | |
1 Jul | 79476.19 | 689.35 | - | 13,120 | 2,190 | 2,190 | |
28 Jun | 79032.73 | 975.5 | - | 4,600 | 430 | 430 | |
27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | |
26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 79800 expiring on 05JUL2024
Delta for 79800 PE is -
Historical price for 79800 PE is as follows
On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 178, which was -115.30 lower than the previous day. The implied volatity was -, the open interest changed by 82900 which increased total open position to 82900
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 293.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 46760 which increased total open position to 46760
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 620.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3510 which increased total open position to 3510
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 689.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2190 which increased total open position to 2190
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 975.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 430 which increased total open position to 430
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