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SENSEX
Sensex
80208.8 222.00 (0.28%)

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Historical option data for SENSEX

04 Jul 2024 11:30 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80211.89 88.45 -29.20 - 11,01,510 97,560 97,560
3 Jul 79986.80 117.65 - 2,50,770 27,270 27,270
2 Jul 79441.45 82.75 - 1,50,600 12,640 12,640
1 Jul 79476.19 102.6 - 44,350 3,670 3,670
28 Jun 79032.73 114.5 - 4,850 960 960
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80600 expiring on 05JUL2024

Delta for 80600 CE is -

Historical price for 80600 CE is as follows

On 4 Jul SENSEX was trading at 80211.89. The strike last trading price was 88.45, which was -29.20 lower than the previous day. The implied volatity was -, the open interest changed by 97560 which increased total open position to 97560


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 117.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 27270 which increased total open position to 27270


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 82.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 12640 which increased total open position to 12640


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 102.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3670 which increased total open position to 3670


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 114.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 960 which increased total open position to 960


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 80211.89 551.4 -250.70 - 76,840 6,240 6,240
3 Jul 79986.80 802.1 - 4,130 810 810
2 Jul 79441.45 1346.1 - 470 210 210
1 Jul 79476.19 0 - 0 0 0
28 Jun 79032.73 0 - 0 0 0
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80600 expiring on 05JUL2024

Delta for 80600 PE is -

Historical price for 80600 PE is as follows

On 4 Jul SENSEX was trading at 80211.89. The strike last trading price was 551.4, which was -250.70 lower than the previous day. The implied volatity was -, the open interest changed by 6240 which increased total open position to 6240


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 802.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 810 which increased total open position to 810


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1346.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 210 which increased total open position to 210


On 1 Jul SENSEX was trading at 79476.19. 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 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