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[--[65.84.65.76]--]
SENSEX
Sensex
80169.73 182.93 (0.23%)

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Historical option data for SENSEX

04 Jul 2024 11:13 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80186.34 4.6 -3.45 - 4,86,480 59,530 59,530
3 Jul 79986.80 8.05 - 2,35,840 20,110 20,110
2 Jul 79441.45 14.65 - 1,79,070 6,550 6,550
1 Jul 79476.19 13.55 - 2,100 340 340
28 Jun 79032.73 0 - 0 0 0
27 Jun 79243.18 0 - 0 0 0

For SENSEX - strike price 81900 expiring on 05JUL2024

Delta for 81900 CE is -

Historical price for 81900 CE is as follows

On 4 Jul SENSEX was trading at 80186.34. The strike last trading price was 4.6, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 59530 which increased total open position to 59530


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 20110 which increased total open position to 20110


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 6550 which increased total open position to 6550


On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 340 which increased total open position to 340


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 80186.34 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 81900 expiring on 05JUL2024

Delta for 81900 PE is -

Historical price for 81900 PE is as follows

On 4 Jul SENSEX was trading at 80186.34. 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