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SENSEX
Sensex
80117.64 130.84 (0.16%)

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Historical option data for SENSEX

04 Jul 2024 10:56 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80120.12 10.2 -10.20 - 13,58,020 2,11,310 2,11,310
3 Jul 79986.80 20.4 - 9,88,440 1,15,960 1,15,960
2 Jul 79441.45 21 - 6,54,140 66,880 66,880
1 Jul 79476.19 31.65 - 2,75,700 35,950 35,950
28 Jun 79032.73 53.4 - 43,140 14,920 14,920
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 81500 expiring on 05JUL2024

Delta for 81500 CE is -

Historical price for 81500 CE is as follows

On 4 Jul SENSEX was trading at 80120.12. The strike last trading price was 10.2, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by 211310 which increased total open position to 211310


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 20.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 115960 which increased total open position to 115960


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 66880 which increased total open position to 66880


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 35950 which increased total open position to 35950


On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 53.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 14920 which increased total open position to 14920


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 80120.12 1341 1341.00 - 60 10 10
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 81500 expiring on 05JUL2024

Delta for 81500 PE is -

Historical price for 81500 PE is as follows

On 4 Jul SENSEX was trading at 80120.12. The strike last trading price was 1341, which was 1341.00 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


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