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[--[65.84.65.76]--]
SENSEX
Sensex
80208.8 222.00 (0.28%)

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Historical option data for SENSEX

04 Jul 2024 11:30 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80211.89 5.15 -5.35 - 7,33,600 95,150 95,150
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
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 80211.89. The strike last trading price was 5.15, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 95150 which increased total open position to 95150


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80211.89 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 80211.89. 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