SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:35 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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4 Jul | 80155.94 | 21.65 | -23.35 | - | 8,44,710 | 71,590 | 71,590 | |||
3 Jul | 79986.80 | 45 | - | 2,30,540 | 21,740 | 21,740 | ||||
2 Jul | 79441.45 | 31.9 | - | 1,38,050 | 5,870 | 5,870 | ||||
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 81100 expiring on 05JUL2024
Delta for 81100 CE is -
Historical price for 81100 CE is as follows
On 4 Jul SENSEX was trading at 80155.94. The strike last trading price was 21.65, which was -23.35 lower than the previous day. The implied volatity was -, the open interest changed by 71590 which increased total open position to 71590
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by 21740 which increased total open position to 21740
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 31.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5870 which increased total open position to 5870
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
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80155.94 | 1100.45 | 1100.45 | - | 310 | 230 | 230 |
3 Jul | 79986.80 | 0 | - | 0 | 0 | 0 | |
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 81100 expiring on 05JUL2024
Delta for 81100 PE is -
Historical price for 81100 PE is as follows
On 4 Jul SENSEX was trading at 80155.94. The strike last trading price was 1100.45, which was 1100.45 higher than the previous day. The implied volatity was -, the open interest changed by 230 which increased total open position to 230
On 3 Jul SENSEX was trading at 79986.80. 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 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