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[--[65.84.65.76]--]
SENSEX
Sensex
80232.11 245.31 (0.31%)

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Historical option data for SENSEX

04 Jul 2024 10:26 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80229.66 10.4 -6.10 - 2,98,880 35,300 35,300
3 Jul 79986.80 16.5 - 1,90,640 11,860 11,860
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 80229.66. The strike last trading price was 10.4, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by 35300 which increased total open position to 35300


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80229.66 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 80229.66. 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