SENSEX
Sensex
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 | 87.05 | -30.60 | - | 10,70,840 | 95,420 | 95,420 | |||
| 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 80188.80. The strike last trading price was 87.05, which was -30.60 lower than the previous day. The implied volatity was -, the open interest changed by 95420 which increased total open position to 95420
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 | 80188.80 | 573.15 | -228.95 | - | 76,270 | 6,360 | 6,360 |
| 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 80188.80. The strike last trading price was 573.15, which was -228.95 lower than the previous day. The implied volatity was -, the open interest changed by 6360 which increased total open position to 6360
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