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[--[65.84.65.76]--]
SENSEX
Sensex
80071.11 84.31 (0.11%)

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Historical option data for SENSEX

04 Jul 2024 10:49 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80082.60 24.45 -20.55 - 6,85,160 62,170 62,170
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 80082.60. The strike last trading price was 24.45, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by 62170 which increased total open position to 62170


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80082.60 948.75 948.75 - 290 220 220
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 80082.60. The strike last trading price was 948.75, which was 948.75 higher than the previous day. The implied volatity was -, the open interest changed by 220 which increased total open position to 220


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