SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:11 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80174.26 | 222.8 | -13.85 | - | 22,84,880 | 1,77,830 | 1,77,830 | |||
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 | ||||
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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 80174.26. The strike last trading price was 222.8, which was -13.85 lower than the previous day. The implied volatity was -, the open interest changed by 177830 which increased total open position to 177830
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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80174.26 | 323.35 | -199.90 | - | 17,87,480 | 1,42,020 | 1,42,020 |
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 80174.26. The strike last trading price was 323.35, which was -199.90 lower than the previous day. The implied volatity was -, the open interest changed by 142020 which increased total open position to 142020
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