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[--[65.84.65.76]--]
SENSEX
Sensex
80157.65 170.85 (0.21%)

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Historical option data for SENSEX

04 Jul 2024 11:03 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80130.20 6.25 -6.45 - 5,53,230 79,440 79,440
3 Jul 79986.80 12.7 - 2,58,070 18,110 18,110
2 Jul 79441.45 17.65 - 1,03,110 12,140 12,140
1 Jul 79476.19 20.6 - 36,110 4,880 4,880
28 Jun 79032.73 0 - 0 0 0
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 81700 expiring on 05JUL2024

Delta for 81700 CE is -

Historical price for 81700 CE is as follows

On 4 Jul SENSEX was trading at 80130.20. The strike last trading price was 6.25, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 79440 which increased total open position to 79440


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 18110 which increased total open position to 18110


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 17.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 12140 which increased total open position to 12140


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 20.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4880 which increased total open position to 4880


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 80130.20 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 81700 expiring on 05JUL2024

Delta for 81700 PE is -

Historical price for 81700 PE is as follows

On 4 Jul SENSEX was trading at 80130.20. 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