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SENSEX
Sensex
80232.11 245.31 (0.31%)

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Historical option data for SENSEX

04 Jul 2024 10:27 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80164.91 158.65 -16.30 - 11,33,150 1,12,510 1,12,510
3 Jul 79986.80 174.95 - 2,70,480 15,350 15,350
2 Jul 79441.45 109.3 - 2,21,120 13,650 13,650
1 Jul 79476.19 148.25 - 74,450 7,310 7,310
28 Jun 79032.73 141.35 - 7,750 2,200 2,200
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80400 expiring on 05JUL2024

Delta for 80400 CE is -

Historical price for 80400 CE is as follows

On 4 Jul SENSEX was trading at 80164.91. The strike last trading price was 158.65, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 112510 which increased total open position to 112510


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 174.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 15350 which increased total open position to 15350


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 109.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13650 which increased total open position to 13650


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 148.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7310 which increased total open position to 7310


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 141.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2200 which increased total open position to 2200


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 80164.91 461.85 -190.25 - 3,85,610 37,920 37,920
3 Jul 79986.80 652.1 - 10,720 2,410 2,410
2 Jul 79441.45 1034.3 - 1,580 240 240
1 Jul 79476.19 1119.6 - 240 230 230
28 Jun 79032.73 0 - 0 0 0
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80400 expiring on 05JUL2024

Delta for 80400 PE is -

Historical price for 80400 PE is as follows

On 4 Jul SENSEX was trading at 80164.91. The strike last trading price was 461.85, which was -190.25 lower than the previous day. The implied volatity was -, the open interest changed by 37920 which increased total open position to 37920


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 652.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2410 which increased total open position to 2410


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1034.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 240 which increased total open position to 240


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1119.6, 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 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