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SENSEX
Sensex
80214.87 228.07 (0.29%)

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Historical option data for SENSEX

04 Jul 2024 10:23 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80273.35 531.05 131.55 - 94,350 22,430 22,430
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
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 80273.35. The strike last trading price was 531.05, which was 131.55 higher than the previous day. The implied volatity was -, the open interest changed by 22430 which increased total open position to 22430


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80273.35 145.75 -147.55 - 5,75,360 80,830 80,830
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 80273.35. The strike last trading price was 145.75, which was -147.55 lower than the previous day. The implied volatity was -, the open interest changed by 80830 which increased total open position to 80830


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