SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:00 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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