Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
80168.79 181.99 (0.23%)

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Historical option data for SENSEX

04 Jul 2024 11:06 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80158.99 14.35 -15.65 - 6,20,660 39,790 39,790
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 80158.99. The strike last trading price was 14.35, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 39790 which increased total open position to 39790


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 80158.99 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 80158.99. 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