SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:25 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 | 80245.71 | 28.3 | -11.20 | - | 5,35,210 | 92,660 | 92,660 | |||
| 3 Jul | 79986.80 | 39.5 | - | 2,16,010 | 33,830 | 33,830 | ||||
| 2 Jul | 79441.45 | 27.95 | - | 2,28,940 | 21,850 | 21,850 | ||||
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| 1 Jul | 79476.19 | 43.7 | - | 37,350 | 8,970 | 8,970 | ||||
| 28 Jun | 79032.73 | 75.6 | - | 40 | 60 | 60 | ||||
| 27 Jun | 79243.18 | 70 | - | 20 | 20 | 20 | ||||
For SENSEX - strike price 81200 expiring on 05JUL2024
Delta for 81200 CE is -
Historical price for 81200 CE is as follows
On 4 Jul SENSEX was trading at 80245.71. The strike last trading price was 28.3, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by 92660 which increased total open position to 92660
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 39.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 33830 which increased total open position to 33830
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 27.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 21850 which increased total open position to 21850
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 43.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 8970 which increased total open position to 8970
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 75.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80245.71 | 1055 | 1055.00 | - | 1,030 | 610 | 610 |
| 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 81200 expiring on 05JUL2024
Delta for 81200 PE is -
Historical price for 81200 PE is as follows
On 4 Jul SENSEX was trading at 80245.71. The strike last trading price was 1055, which was 1055.00 higher than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 610
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