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[--[65.84.65.76]--]
SENSEX
Sensex
80140.18 153.38 (0.19%)

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Historical option data for SENSEX

04 Jul 2024 10:47 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80060.12 2.3 -1.25 - 1,50,790 19,200 19,200
3 Jul 79986.80 3.55 - 1,05,890 12,430 12,430
2 Jul 79441.45 20.7 - 1,120 60 60
1 Jul 79476.19 0 - 0 0 0
28 Jun 79032.73 0 - 0 0 0

For SENSEX - strike price 82400 expiring on 05JUL2024

Delta for 82400 CE is -

Historical price for 82400 CE is as follows

On 4 Jul SENSEX was trading at 80060.12. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 19200 which increased total open position to 19200


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12430 which increased total open position to 12430


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 60


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 80060.12 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 82400 expiring on 05JUL2024

Delta for 82400 PE is -

Historical price for 82400 PE is as follows

On 4 Jul SENSEX was trading at 80060.12. 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