SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:43 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80137.44 | 57.3 | -26.70 | - | 7,22,650 | 61,490 | 61,490 | |||
| 3 Jul | 79986.80 | 84 | - | 2,58,090 | 20,050 | 20,050 | ||||
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| 2 Jul | 79441.45 | 60.65 | - | 2,37,730 | 21,250 | 21,250 | ||||
| 1 Jul | 79476.19 | 75.55 | - | 1,12,970 | 10,100 | 10,100 | ||||
| 28 Jun | 79032.73 | 94.5 | - | 480 | 210 | 210 | ||||
| 27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 80800 expiring on 05JUL2024
Delta for 80800 CE is -
Historical price for 80800 CE is as follows
On 4 Jul SENSEX was trading at 80137.44. The strike last trading price was 57.3, which was -26.70 lower than the previous day. The implied volatity was -, the open interest changed by 61490 which increased total open position to 61490
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 84, which was lower than the previous day. The implied volatity was -, the open interest changed by 20050 which increased total open position to 20050
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 60.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 21250 which increased total open position to 21250
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 75.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10100 which increased total open position to 10100
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 94.5, 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 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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80137.44 | 777.15 | -185.00 | - | 8,200 | 1,330 | 1,330 |
| 3 Jul | 79986.80 | 962.15 | - | 610 | 160 | 160 | |
| 2 Jul | 79441.45 | 1351.15 | - | 20 | 20 | 20 | |
| 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 80800 expiring on 05JUL2024
Delta for 80800 PE is -
Historical price for 80800 PE is as follows
On 4 Jul SENSEX was trading at 80137.44. The strike last trading price was 777.15, which was -185.00 lower than the previous day. The implied volatity was -, the open interest changed by 1330 which increased total open position to 1330
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 962.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 160 which increased total open position to 160
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1351.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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