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SENSEX
Sensex
80132.02 145.22 (0.18%)

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Historical option data for SENSEX

04 Jul 2024 11:01 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80122.96 1.95 -0.30 - 68,700 23,700 23,700
3 Jul 79986.80 2.25 - 74,270 9,040 9,040
2 Jul 79441.45 6 - 40,940 5,070 5,070
1 Jul 79476.19 0 - 0 0 0
28 Jun 79032.73 0 - 0 0 0

For SENSEX - strike price 82800 expiring on 05JUL2024

Delta for 82800 CE is -

Historical price for 82800 CE is as follows

On 4 Jul SENSEX was trading at 80122.96. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 23700 which increased total open position to 23700


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9040 which increased total open position to 9040


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5070 which increased total open position to 5070


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 80122.96 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 82800 expiring on 05JUL2024

Delta for 82800 PE is -

Historical price for 82800 PE is as follows

On 4 Jul SENSEX was trading at 80122.96. 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