SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:20 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 80179.05 | 2.55 | -0.90 | - | 6,87,050 | 2,29,260 | 2,29,260 | |||
| 3 Jul | 79986.80 | 3.45 | - | 4,12,640 | 79,310 | 79,310 | ||||
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| 2 Jul | 79441.45 | 7.3 | - | 3,78,870 | 67,300 | 67,300 | ||||
| 1 Jul | 79476.19 | 7.6 | - | 1,50,490 | 35,730 | 35,730 | ||||
| 28 Jun | 79032.73 | 18 | - | 15,540 | 8,180 | 8,180 | ||||
For SENSEX - strike price 82500 expiring on 05JUL2024
Delta for 82500 CE is -
Historical price for 82500 CE is as follows
On 4 Jul SENSEX was trading at 80179.05. The strike last trading price was 2.55, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 229260 which increased total open position to 229260
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 79310 which increased total open position to 79310
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 67300 which increased total open position to 67300
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 35730 which increased total open position to 35730
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by 8180 which increased total open position to 8180
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80179.05 | 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 82500 expiring on 05JUL2024
Delta for 82500 PE is -
Historical price for 82500 PE is as follows
On 4 Jul SENSEX was trading at 80179.05. 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