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[--[65.84.65.76]--]
SENSEX
Sensex
80187.8 201.00 (0.25%)

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Historical option data for SENSEX

04 Jul 2024 11:32 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80183.80 11.85 -13.05 - 5,40,330 44,150 44,150
3 Jul 79986.80 24.9 - 2,29,220 21,740 21,740
2 Jul 79441.45 26 - 1,91,770 12,540 12,540
1 Jul 79476.19 30.55 - 53,050 7,430 7,430
28 Jun 79032.73 66.45 - 420 330 330
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 81400 expiring on 05JUL2024

Delta for 81400 CE is -

Historical price for 81400 CE is as follows

On 4 Jul SENSEX was trading at 80183.80. The strike last trading price was 11.85, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 44150 which increased total open position to 44150


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 24.9, 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 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 12540 which increased total open position to 12540


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 7430 which increased total open position to 7430


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 66.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 330 which increased total open position to 330


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 80183.80 1314.4 1314.40 - 20 20 20
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 81400 expiring on 05JUL2024

Delta for 81400 PE is -

Historical price for 81400 PE is as follows

On 4 Jul SENSEX was trading at 80183.80. The strike last trading price was 1314.4, which was 1314.40 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20


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