SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:08 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 4 Jul | 80138.68 | 306.45 | -12.55 | - | 14,00,490 | 1,60,700 | 1,60,700 | |||
| 3 Jul | 79986.80 | 319 | - | 22,17,560 | 1,21,190 | 1,21,190 | ||||
| 2 Jul | 79441.45 | 206.4 | - | 8,10,650 | 68,910 | 68,910 | ||||
| 1 Jul | 79476.19 | 255 | - | 3,80,490 | 48,400 | 48,400 | ||||
| 28 Jun | 79032.73 | 221 | - | 2,05,100 | 26,510 | 26,510 | ||||
| 27 Jun | 79243.18 | 292.3 | - | 53,140 | 10,520 | 10,520 | ||||
| 26 Jun | 78674.25 | 188.8 | - | 2,260 | 1,460 | 1,460 | ||||
For SENSEX - strike price 80000 expiring on 05JUL2024
Delta for 80000 CE is -
Historical price for 80000 CE is as follows
On 4 Jul SENSEX was trading at 80138.68. The strike last trading price was 306.45, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 160700 which increased total open position to 160700
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 319, which was lower than the previous day. The implied volatity was -, the open interest changed by 121190 which increased total open position to 121190
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 206.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 68910 which increased total open position to 68910
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 255, which was lower than the previous day. The implied volatity was -, the open interest changed by 48400 which increased total open position to 48400
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 221, which was lower than the previous day. The implied volatity was -, the open interest changed by 26510 which increased total open position to 26510
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 292.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 10520 which increased total open position to 10520
On 26 Jun SENSEX was trading at 78674.25. The strike last trading price was 188.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1460 which increased total open position to 1460
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80138.68 | 246.85 | -139.40 | - | 26,03,290 | 2,05,230 | 2,05,230 |
| 3 Jul | 79986.80 | 386.25 | - | 10,21,350 | 81,610 | 81,610 | |
| 2 Jul | 79441.45 | 748.45 | - | 84,610 | 9,630 | 9,630 | |
| 1 Jul | 79476.19 | 798.5 | - | 30,480 | 6,120 | 6,120 | |
| 28 Jun | 79032.73 | 1107 | - | 11,930 | 1,430 | 1,430 | |
| 27 Jun | 79243.18 | 900 | - | 110 | 110 | 110 | |
| 26 Jun | 78674.25 | 0 | - | 0 | 0 | 0 | |
For SENSEX - strike price 80000 expiring on 05JUL2024
Delta for 80000 PE is -
Historical price for 80000 PE is as follows
On 4 Jul SENSEX was trading at 80138.68. The strike last trading price was 246.85, which was -139.40 lower than the previous day. The implied volatity was -, the open interest changed by 205230 which increased total open position to 205230
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 386.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 81610 which increased total open position to 81610
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 748.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9630 which increased total open position to 9630
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 798.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6120 which increased total open position to 6120
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1107, which was lower than the previous day. The implied volatity was -, the open interest changed by 1430 which increased total open position to 1430
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 900, which was lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 110
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