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[--[65.84.65.76]--]
SENSEX
Sensex
80106.85 120.05 (0.15%)

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Historical option data for SENSEX

04 Jul 2024 10:40 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80115.84 39.6 -29.90 - 7,59,840 61,720 61,720
3 Jul 79986.80 69.5 - 1,90,670 22,240 22,240
2 Jul 79441.45 42.4 - 1,94,380 13,750 13,750
1 Jul 79476.19 75 - 48,370 2,810 2,810
28 Jun 79032.73 90.25 - 2,600 1,130 1,130
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 80900 expiring on 05JUL2024

Delta for 80900 CE is -

Historical price for 80900 CE is as follows

On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 39.6, which was -29.90 lower than the previous day. The implied volatity was -, the open interest changed by 61720 which increased total open position to 61720


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 69.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22240 which increased total open position to 22240


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 42.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 13750 which increased total open position to 13750


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2810 which increased total open position to 2810


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 90.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1130 which increased total open position to 1130


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 80115.84 899.4 -155.60 - 2,950 1,020 1,020
3 Jul 79986.80 1055 - 470 290 290
2 Jul 79441.45 1497.55 - 50 50 50
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 80900 expiring on 05JUL2024

Delta for 80900 PE is -

Historical price for 80900 PE is as follows

On 4 Jul SENSEX was trading at 80115.84. The strike last trading price was 899.4, which was -155.60 lower than the previous day. The implied volatity was -, the open interest changed by 1020 which increased total open position to 1020


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1055, which was lower than the previous day. The implied volatity was -, the open interest changed by 290 which increased total open position to 290


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1497.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50


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