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SENSEX
Sensex
80198.47 211.67 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:23 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 265.35 -8.65 - 12,77,610 1,14,750 1,14,750
3 Jul 79986.80 274 - 6,49,130 38,640 38,640
2 Jul 79441.45 174.45 - 1,75,690 26,380 26,380
1 Jul 79476.19 220.55 - 82,540 11,010 11,010
28 Jun 79032.73 203.2 - 6,130 1,330 1,330
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80100 expiring on 05JUL2024

Delta for 80100 CE is -

Historical price for 80100 CE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 265.35, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 114750 which increased total open position to 114750


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 274, which was lower than the previous day. The implied volatity was -, the open interest changed by 38640 which increased total open position to 38640


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 174.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 26380 which increased total open position to 26380


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 220.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11010 which increased total open position to 11010


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 203.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1330 which increased total open position to 1330


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.64 255.7 -204.30 - 16,22,710 1,15,460 1,15,460
3 Jul 79986.80 460 - 1,56,920 14,340 14,340
2 Jul 79441.45 836.8 - 5,610 690 690
1 Jul 79476.19 925.6 - 1,140 220 220
28 Jun 79032.73 0 - 0 0 0
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80100 expiring on 05JUL2024

Delta for 80100 PE is -

Historical price for 80100 PE is as follows

On 4 Jul SENSEX was trading at 80183.64. The strike last trading price was 255.7, which was -204.30 lower than the previous day. The implied volatity was -, the open interest changed by 115460 which increased total open position to 115460


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 460, which was lower than the previous day. The implied volatity was -, the open interest changed by 14340 which increased total open position to 14340


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 836.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 690 which increased total open position to 690


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 925.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 220


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


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