[--[65.84.65.76]--]
SENSEX
Sensex

80131.14 144.34 (0.18%)

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Historical option data for SENSEX

04 Jul 2024 11:00 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80128.82 3.15 -2.80 - 2,12,630 81,440 81,440
3 Jul 79986.80 5.95 - 2,16,180 39,640 39,640
2 Jul 79441.45 12 - 1,38,290 10,130 10,130
1 Jul 79476.19 0 - 0 0 0
28 Jun 79032.73 0 - 0 0 0


For SENSEX - strike price 82200 expiring on 05JUL2024

Delta for 82200 CE is -

Historical price for 82200 CE is as follows

On 4 Jul SENSEX was trading at 80128.82. The strike last trading price was 3.15, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 81440 which increased total open position to 81440


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 5.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 39640 which increased total open position to 39640


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 10130 which increased total open position to 10130


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 80128.82 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 82200 expiring on 05JUL2024

Delta for 82200 PE is -

Historical price for 82200 PE is as follows

On 4 Jul SENSEX was trading at 80128.82. 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