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[--[65.84.65.76]--]
SENSEX
Sensex
80198.68 211.88 (0.26%)

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Historical option data for SENSEX

04 Jul 2024 11:29 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80204.23 52.85 -31.15 - 9,43,680 67,080 67,080
3 Jul 79986.80 84 - 2,58,090 20,050 20,050
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 80204.23. The strike last trading price was 52.85, which was -31.15 lower than the previous day. The implied volatity was -, the open interest changed by 67080 which increased total open position to 67080


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80204.23 729.5 -232.65 - 10,990 1,160 1,160
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 80204.23. The strike last trading price was 729.5, which was -232.65 lower than the previous day. The implied volatity was -, the open interest changed by 1160 which increased total open position to 1160


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