SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:35 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80093.50 | 3.4 | -3.70 | - | 10,96,000 | 3,36,550 | 3,36,550 | |||
| 3 Jul | 79986.80 | 7.1 | - | 7,48,960 | 1,77,110 | 1,77,110 | ||||
| 2 Jul | 79441.45 | 11.7 | - | 7,79,650 | 83,860 | 83,860 | ||||
| 1 Jul | 79476.19 | 15.45 | - | 2,09,820 | 45,320 | 45,320 | ||||
| 28 Jun | 79032.73 | 26.9 | - | 54,950 | 20,200 | 20,200 | ||||
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| 27 Jun | 79243.18 | 22 | - | 40 | 30 | 30 | ||||
For SENSEX - strike price 82000 expiring on 05JUL2024
Delta for 82000 CE is -
Historical price for 82000 CE is as follows
On 4 Jul SENSEX was trading at 80093.50. The strike last trading price was 3.4, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 336550 which increased total open position to 336550
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 177110 which increased total open position to 177110
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 83860 which increased total open position to 83860
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 45320 which increased total open position to 45320
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 26.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 20200 which increased total open position to 20200
On 27 Jun SENSEX was trading at 79243.18. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80093.50 | 1786.6 | 1786.60 | - | 10 | 10 | 10 |
| 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 82000 expiring on 05JUL2024
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 4 Jul SENSEX was trading at 80093.50. The strike last trading price was 1786.6, which was 1786.60 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
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