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SENSEX
Sensex
80197.7 210.90 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:25 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80188.80 176.35 -27.90 - 23,82,830 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 80188.80. The strike last trading price was 176.35, which was -27.90 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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80188.80 361 -218.00 - 13,73,340 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 80188.80. The strike last trading price was 361, which was -218.00 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