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[--[65.84.65.76]--]
SENSEX
Sensex
80158.34 171.54 (0.21%)

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Historical option data for SENSEX

04 Jul 2024 11:38 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80151.41 59.4 -36.60 - 11,14,390 86,650 86,650
3 Jul 79986.80 96 - 2,39,580 22,900 22,900
2 Jul 79441.45 65.5 - 1,32,790 14,110 14,110
1 Jul 79476.19 86.5 - 52,340 4,010 4,010
28 Jun 79032.73 106.6 - 6,830 830 830
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80700 expiring on 05JUL2024

Delta for 80700 CE is -

Historical price for 80700 CE is as follows

On 4 Jul SENSEX was trading at 80151.41. The strike last trading price was 59.4, which was -36.60 lower than the previous day. The implied volatity was -, the open interest changed by 86650 which increased total open position to 86650


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 96, which was lower than the previous day. The implied volatity was -, the open interest changed by 22900 which increased total open position to 22900


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 65.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 14110 which increased total open position to 14110


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 86.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4010 which increased total open position to 4010


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 106.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 830 which increased total open position to 830


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 80151.41 670 -205.00 - 26,260 3,590 3,590
3 Jul 79986.80 875 - 1,540 240 240
2 Jul 79441.45 0 - 0 0 0
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 80700 expiring on 05JUL2024

Delta for 80700 PE is -

Historical price for 80700 PE is as follows

On 4 Jul SENSEX was trading at 80151.41. The strike last trading price was 670, which was -205.00 lower than the previous day. The implied volatity was -, the open interest changed by 3590 which increased total open position to 3590


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 875, 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 2 Jul SENSEX was trading at 79441.45. 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 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