SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:24 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80194.92 | 7.45 | -9.05 | - | 5,22,420 | 45,270 | 45,270 | |||
3 Jul | 79986.80 | 16.5 | - | 1,90,640 | 11,860 | 11,860 | ||||
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2 Jul | 79441.45 | 15.2 | - | 1,73,820 | 13,440 | 13,440 | ||||
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 81600 expiring on 05JUL2024
Delta for 81600 CE is -
Historical price for 81600 CE is as follows
On 4 Jul SENSEX was trading at 80194.92. The strike last trading price was 7.45, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 45270 which increased total open position to 45270
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 16.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 11860 which increased total open position to 11860
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 13440 which increased total open position to 13440
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: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80194.92 | 0 | 0.00 | - | 0 | 0 | 0 |
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 81600 expiring on 05JUL2024
Delta for 81600 PE is -
Historical price for 81600 PE is as follows
On 4 Jul SENSEX was trading at 80194.92. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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