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SENSEX
Sensex
80071.11 84.31 (0.11%)

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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 1.8 -0.75 - 62,150 23,350 23,350
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 80060.12. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 23350 which increased total open position to 23350


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 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 82700 expiring on 05JUL2024

Delta for 82700 PE is -

Historical price for 82700 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