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SENSEX
Sensex
80174.79 187.99 (0.24%)

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Historical option data for SENSEX

04 Jul 2024 11:22 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80180.60 112 -33.00 - 24,83,810 2,21,570 2,21,570
3 Jul 79986.80 145 - 5,70,970 57,780 57,780
2 Jul 79441.45 91.6 - 3,26,490 65,340 65,340
1 Jul 79476.19 118.1 - 2,79,080 38,820 38,820
28 Jun 79032.73 133 - 50,970 9,700 9,700
27 Jun 79243.18 177.25 - 410 370 370

For SENSEX - strike price 80500 expiring on 05JUL2024

Delta for 80500 CE is -

Historical price for 80500 CE is as follows

On 4 Jul SENSEX was trading at 80180.60. The strike last trading price was 112, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by 221570 which increased total open position to 221570


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 145, which was lower than the previous day. The implied volatity was -, the open interest changed by 57780 which increased total open position to 57780


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 91.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 65340 which increased total open position to 65340


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 118.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 38820 which increased total open position to 38820


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 133, which was lower than the previous day. The implied volatity was -, the open interest changed by 9700 which increased total open position to 9700


On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 177.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 370 which increased total open position to 370


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80180.60 495 -212.45 - 4,62,550 34,310 34,310
3 Jul 79986.80 707.45 - 37,160 8,870 8,870
2 Jul 79441.45 1147.15 - 2,670 2,820 2,820
1 Jul 79476.19 1171.25 - 2,400 2,070 2,070
28 Jun 79032.73 1482.95 - 70 40 40
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80500 expiring on 05JUL2024

Delta for 80500 PE is -

Historical price for 80500 PE is as follows

On 4 Jul SENSEX was trading at 80180.60. The strike last trading price was 495, which was -212.45 lower than the previous day. The implied volatity was -, the open interest changed by 34310 which increased total open position to 34310


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 707.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 8870 which increased total open position to 8870


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1147.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2820 which increased total open position to 2820


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 1171.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2070 which increased total open position to 2070


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 1482.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40


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