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SENSEX
Sensex
80214.87 228.07 (0.29%)

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Historical option data for SENSEX

04 Jul 2024 10:23 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80273.35 3.65 -3.60 - 1,68,540 39,310 39,310
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
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 80273.35. The strike last trading price was 3.65, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 39310 which increased total open position to 39310


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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80273.35 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 80273.35. 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