SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:09 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80170.64 | 5.2 | -5.30 | - | 7,06,350 | 92,140 | 92,140 | |||
3 Jul | 79986.80 | 10.5 | - | 2,53,490 | 35,380 | 35,380 | ||||
2 Jul | 79441.45 | 13 | - | 1,79,360 | 9,320 | 9,320 | ||||
1 Jul | 79476.19 | 13.7 | - | 10 | 10 | 10 | ||||
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28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | ||||
27 Jun | 79243.18 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 81800 expiring on 05JUL2024
Delta for 81800 CE is -
Historical price for 81800 CE is as follows
On 4 Jul SENSEX was trading at 80170.64. The strike last trading price was 5.2, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 92140 which increased total open position to 92140
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 35380 which increased total open position to 35380
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 9320 which increased total open position to 9320
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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 | 80170.64 | 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 81800 expiring on 05JUL2024
Delta for 81800 PE is -
Historical price for 81800 PE is as follows
On 4 Jul SENSEX was trading at 80170.64. 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