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[--[65.84.65.76]--]
SENSEX
Sensex
80208.8 222.00 (0.28%)

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Historical option data for SENSEX

04 Jul 2024 11:30 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80211.89 14.75 -15.25 - 7,06,370 45,400 45,400
3 Jul 79986.80 30 - 2,03,660 16,000 16,000
2 Jul 79441.45 23.45 - 1,57,880 7,630 7,630
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 81300 expiring on 05JUL2024

Delta for 81300 CE is -

Historical price for 81300 CE is as follows

On 4 Jul SENSEX was trading at 80211.89. The strike last trading price was 14.75, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by 45400 which increased total open position to 45400


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 16000 which increased total open position to 16000


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 23.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7630 which increased total open position to 7630


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 80211.89 1313.25 1313.25 - 430 320 320
3 Jul 79986.80 0 - 0 0 0
2 Jul 79441.45 1863.7 - 60 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 81300 expiring on 05JUL2024

Delta for 81300 PE is -

Historical price for 81300 PE is as follows

On 4 Jul SENSEX was trading at 80211.89. The strike last trading price was 1313.25, which was 1313.25 higher than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 320


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 1863.7, 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