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SENSEX
Sensex
79996.6 -53.07 (-0.07%)

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Historical option data for SENSEX

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 79996.60 450 -118.30 - 3,00,370 47,210 47,210
4 Jul 80049.67 568.3 - 26,370 12,650 12,650
3 Jul 79986.80 591 - 3,380 1,160 1,160
2 Jul 79441.45 460 - 420 130 130
1 Jul 79476.19 0 - 0 10 10
28 Jun 79032.73 320 - 10 10 10

For SENSEX - strike price 80000 expiring on 12JUL2024

Delta for 80000 CE is -

Historical price for 80000 CE is as follows

On 5 Jul SENSEX was trading at 79996.60. The strike last trading price was 450, which was -118.30 lower than the previous day. The implied volatity was -, the open interest changed by 47210 which increased total open position to 47210


On 4 Jul SENSEX was trading at 80049.67. The strike last trading price was 568.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 12650 which increased total open position to 12650


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 591, which was lower than the previous day. The implied volatity was -, the open interest changed by 1160 which increased total open position to 1160


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 460, which was lower than the previous day. The implied volatity was -, the open interest changed by 130 which increased total open position to 130


On 1 Jul SENSEX was trading at 79476.19. 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 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 320, 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
5 Jul 79996.60 475 -42.55 - 2,05,660 45,980 45,980
4 Jul 80049.67 517.55 - 31,140 10,010 10,010
3 Jul 79986.80 652.05 - 3,170 1,440 1,440
2 Jul 79441.45 773.1 - 170 90 90
1 Jul 79476.19 0 - 0 0 0
28 Jun 79032.73 0 - 0 0 0

For SENSEX - strike price 80000 expiring on 12JUL2024

Delta for 80000 PE is -

Historical price for 80000 PE is as follows

On 5 Jul SENSEX was trading at 79996.60. The strike last trading price was 475, which was -42.55 lower than the previous day. The implied volatity was -, the open interest changed by 45980 which increased total open position to 45980


On 4 Jul SENSEX was trading at 80049.67. The strike last trading price was 517.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10010 which increased total open position to 10010


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 652.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1440 which increased total open position to 1440


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 773.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 90


On 1 Jul SENSEX was trading at 79476.19. 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 28 Jun SENSEX was trading at 79032.73. 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