SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:20 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 | 80179.05 | 31.25 | -23.75 | - | 25,06,060 | 2,39,700 | 2,39,700 | |||
| 3 Jul | 79986.80 | 55 | - | 10,17,520 | 1,37,410 | 1,37,410 | ||||
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| 2 Jul | 79441.45 | 43 | - | 8,53,110 | 87,100 | 87,100 | ||||
| 1 Jul | 79476.19 | 59.55 | - | 6,28,440 | 50,710 | 50,710 | ||||
| 28 Jun | 79032.73 | 89 | - | 69,120 | 20,570 | 20,570 | ||||
| 27 Jun | 79243.18 | 98 | - | 3,000 | 2,690 | 2,690 | ||||
For SENSEX - strike price 81000 expiring on 05JUL2024
Delta for 81000 CE is -
Historical price for 81000 CE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 31.25, which was -23.75 lower than the previous day. The implied volatity was -, the open interest changed by 239700 which increased total open position to 239700
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 55, which was lower than the previous day. The implied volatity was -, the open interest changed by 137410 which increased total open position to 137410
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 43, which was lower than the previous day. The implied volatity was -, the open interest changed by 87100 which increased total open position to 87100
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 50710 which increased total open position to 50710
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 89, which was lower than the previous day. The implied volatity was -, the open interest changed by 20570 which increased total open position to 20570
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 98, which was lower than the previous day. The implied volatity was -, the open interest changed by 2690 which increased total open position to 2690
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80179.05 | 920 | -216.55 | - | 23,790 | 12,590 | 12,590 |
| 3 Jul | 79986.80 | 1136.55 | - | 12,520 | 9,530 | 9,530 | |
| 2 Jul | 79441.45 | 1460 | - | 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 81000 expiring on 05JUL2024
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 920, which was -216.55 lower than the previous day. The implied volatity was -, the open interest changed by 12590 which increased total open position to 12590
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1136.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9530 which increased total open position to 9530
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 1460, 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