SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:22 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
4 Jul | 80180.60 | 2.1 | -0.45 | - | 73,810 | 20,840 | 20,840 | |||
|
||||||||||
3 Jul | 79986.80 | 2.55 | - | 65,930 | 14,990 | 14,990 | ||||
2 Jul | 79441.45 | 6.5 | - | 60,560 | 2,520 | 2,520 | ||||
1 Jul | 79476.19 | 4.25 | - | 550 | 320 | 320 | ||||
28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 |
For SENSEX - strike price 82700 expiring on 05JUL2024
Delta for 82700 CE is -
Historical price for 82700 CE is as follows
On 4 Jul SENSEX was trading at 80180.60. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 20840 which increased total open position to 20840
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 14990 which increased total open position to 14990
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2520 which increased total open position to 2520
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 320
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 | 80180.60 | 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 82700 expiring on 05JUL2024
Delta for 82700 PE is -
Historical price for 82700 PE is as follows
On 4 Jul SENSEX was trading at 80180.60. 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