SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:40 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 | 80115.84 | 353.5 | 0.00 | - | 2,29,380 | 30,190 | 30,190 | |||
| 3 Jul | 79986.80 | 353.5 | - | 12,08,180 | 48,680 | 48,680 | ||||
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| 2 Jul | 79441.45 | 234 | - | 3,73,670 | 20,380 | 20,380 | ||||
| 1 Jul | 79476.19 | 289.9 | - | 1,78,890 | 9,260 | 9,260 | ||||
| 28 Jun | 79032.73 | 250 | - | 23,170 | 9,090 | 9,090 | ||||
| 27 Jun | 79243.18 | 354.3 | - | 80 | 80 | 80 | ||||
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 79900 expiring on 05JUL2024
Delta for 79900 CE is -
Historical price for 79900 CE is as follows
On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 353.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 30190 which increased total open position to 30190
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 353.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 48680 which increased total open position to 48680
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 234, which was lower than the previous day. The implied volatity was -, the open interest changed by 20380 which increased total open position to 20380
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 289.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 9260 which increased total open position to 9260
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 250, which was lower than the previous day. The implied volatity was -, the open interest changed by 9090 which increased total open position to 9090
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 354.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 80
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 | 80115.84 | 215.4 | -124.60 | - | 7,41,280 | 76,310 | 76,310 |
| 3 Jul | 79986.80 | 340 | - | 8,25,680 | 40,340 | 40,340 | |
| 2 Jul | 79441.45 | 686.85 | - | 29,380 | 740 | 740 | |
| 1 Jul | 79476.19 | 748.7 | - | 8,480 | 1,040 | 1,040 | |
| 28 Jun | 79032.73 | 1022.35 | - | 2,640 | 390 | 390 | |
| 27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | |
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 79900 expiring on 05JUL2024
Delta for 79900 PE is -
Historical price for 79900 PE is as follows
On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 215.4, which was -124.60 lower than the previous day. The implied volatity was -, the open interest changed by 76310 which increased total open position to 76310
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 340, which was lower than the previous day. The implied volatity was -, the open interest changed by 40340 which increased total open position to 40340
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 686.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 740 which increased total open position to 740
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 748.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1040 which increased total open position to 1040
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1022.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 390 which increased total open position to 390
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