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SENSEX
Sensex
80163.03 176.23 (0.22%)

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Historical option data for SENSEX

04 Jul 2024 11:37 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80154.58 199.15 -37.50 - 27,14,580 1,96,630 1,96,630
3 Jul 79986.80 236.65 - 5,52,350 48,660 48,660
2 Jul 79441.45 152 - 1,74,630 17,730 17,730
1 Jul 79476.19 198.05 - 88,490 6,850 6,850
28 Jun 79032.73 176.35 - 7,300 1,350 1,350
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80200 expiring on 05JUL2024

Delta for 80200 CE is -

Historical price for 80200 CE is as follows

On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 199.15, which was -37.50 lower than the previous day. The implied volatity was -, the open interest changed by 196630 which increased total open position to 196630


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 236.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 48660 which increased total open position to 48660


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 152, which was lower than the previous day. The implied volatity was -, the open interest changed by 17730 which increased total open position to 17730


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 198.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6850 which increased total open position to 6850


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 176.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350


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 80154.58 318.25 -205.00 - 20,49,100 1,55,640 1,55,640
3 Jul 79986.80 523.25 - 61,360 5,510 5,510
2 Jul 79441.45 906.2 - 8,890 1,160 1,160
1 Jul 79476.19 969.9 - 130 10 10
28 Jun 79032.73 982.15 - 40 20 20
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80200 expiring on 05JUL2024

Delta for 80200 PE is -

Historical price for 80200 PE is as follows

On 4 Jul SENSEX was trading at 80154.58. The strike last trading price was 318.25, which was -205.00 lower than the previous day. The implied volatity was -, the open interest changed by 155640 which increased total open position to 155640


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 523.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5510 which increased total open position to 5510


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 906.2, 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 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 969.9, 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 982.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20


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