SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:55 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80103.93 | 3.55 | -3.70 | - | 2,13,540 | 44,930 | 44,930 | |||
3 Jul | 79986.80 | 7.25 | - | 1,75,580 | 18,600 | 18,600 | ||||
2 Jul | 79441.45 | 8.05 | - | 64,070 | 4,060 | 4,060 | ||||
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1 Jul | 79476.19 | 0 | - | 0 | 0 | 0 | ||||
28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 82100 expiring on 05JUL2024
Delta for 82100 CE is -
Historical price for 82100 CE is as follows
On 4 Jul SENSEX was trading at 80103.93. The strike last trading price was 3.55, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 44930 which increased total open position to 44930
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18600 which increased total open position to 18600
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4060 which increased total open position to 4060
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
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
4 Jul | 80103.93 | 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 |
For SENSEX - strike price 82100 expiring on 05JUL2024
Delta for 82100 PE is -
Historical price for 82100 PE is as follows
On 4 Jul SENSEX was trading at 80103.93. 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