SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:26 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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4 Jul | 80196.99 | 174 | -30.25 | - | 23,88,110 | 1,71,060 | 1,71,060 | |||
3 Jul | 79986.80 | 204.25 | - | 4,57,600 | 35,390 | 35,390 | ||||
2 Jul | 79441.45 | 126.55 | - | 2,25,340 | 28,170 | 28,170 | ||||
1 Jul | 79476.19 | 172 | - | 93,460 | 12,540 | 12,540 | ||||
28 Jun | 79032.73 | 165 | - | 6,040 | 1,960 | 1,960 | ||||
27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 80300 expiring on 05JUL2024
Delta for 80300 CE is -
Historical price for 80300 CE is as follows
On 4 Jul SENSEX was trading at 80196.99. The strike last trading price was 174, which was -30.25 lower than the previous day. The implied volatity was -, the open interest changed by 171060 which increased total open position to 171060
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 204.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 35390 which increased total open position to 35390
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 126.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 28170 which increased total open position to 28170
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 172, which was lower than the previous day. The implied volatity was -, the open interest changed by 12540 which increased total open position to 12540
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 165, which was lower than the previous day. The implied volatity was -, the open interest changed by 1960 which increased total open position to 1960
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 | 80196.99 | 361.8 | -217.20 | - | 13,77,790 | 60,450 | 60,450 |
3 Jul | 79986.80 | 579 | - | 18,160 | 2,450 | 2,450 | |
2 Jul | 79441.45 | 973.55 | - | 2,380 | 230 | 230 | |
1 Jul | 79476.19 | 1043.45 | - | 40 | 20 | 20 | |
28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | |
27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 80300 expiring on 05JUL2024
Delta for 80300 PE is -
Historical price for 80300 PE is as follows
On 4 Jul SENSEX was trading at 80196.99. The strike last trading price was 361.8, which was -217.20 lower than the previous day. The implied volatity was -, the open interest changed by 60450 which increased total open position to 60450
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 579, which was lower than the previous day. The implied volatity was -, the open interest changed by 2450 which increased total open position to 2450
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 973.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 230 which increased total open position to 230
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1043.45, 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 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