SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:24 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80200.18 | 2.35 | -2.55 | - | 1,45,280 | 45,980 | 45,980 | |||
3 Jul | 79986.80 | 4.9 | - | 99,820 | 14,450 | 14,450 | ||||
2 Jul | 79441.45 | 17 | - | 130 | 20 | 20 | ||||
1 Jul | 79476.19 | 0 | - | 0 | 0 | 0 | ||||
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28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 82300 expiring on 05JUL2024
Delta for 82300 CE is -
Historical price for 82300 CE is as follows
On 4 Jul SENSEX was trading at 80200.18. The strike last trading price was 2.35, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 45980 which increased total open position to 45980
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 14450 which increased total open position to 14450
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
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 | 80200.18 | 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 82300 expiring on 05JUL2024
Delta for 82300 PE is -
Historical price for 82300 PE is as follows
On 4 Jul SENSEX was trading at 80200.18. 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