SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 10:57 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 | 80143.84 | 2.3 | -0.40 | - | 84,540 | 26,650 | 26,650 | |||
| 3 Jul | 79986.80 | 2.7 | - | 82,610 | 19,850 | 19,850 | ||||
| 2 Jul | 79441.45 | 8.15 | - | 92,610 | 3,000 | 3,000 | ||||
| 1 Jul | 79476.19 | 5 | - | 6,540 | 1,010 | 1,010 | ||||
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| 28 Jun | 79032.73 | 15 | - | 510 | 330 | 330 | ||||
For SENSEX - strike price 82600 expiring on 05JUL2024
Delta for 82600 CE is -
Historical price for 82600 CE is as follows
On 4 Jul SENSEX was trading at 80143.84. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 26650 which increased total open position to 26650
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 19850 which increased total open position to 19850
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 3000
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1010 which increased total open position to 1010
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 330 which increased total open position to 330
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80143.84 | 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 82600 expiring on 05JUL2024
Delta for 82600 PE is -
Historical price for 82600 PE is as follows
On 4 Jul SENSEX was trading at 80143.84. 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