SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:13 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 | 80186.34 | 1.9 | -0.25 | - | 27,300 | 9,220 | 9,220 | |||
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| 3 Jul | 79986.80 | 2.15 | - | 29,600 | 5,830 | 5,830 | ||||
| 2 Jul | 79441.45 | 3.8 | - | 55,750 | 4,390 | 4,390 | ||||
| 1 Jul | 79476.19 | 8.25 | - | 12,880 | 1,340 | 1,340 | ||||
| 28 Jun | 79032.73 | 0 | - | 0 | 0 | 0 | ||||
For SENSEX - strike price 82900 expiring on 05JUL2024
Delta for 82900 CE is -
Historical price for 82900 CE is as follows
On 4 Jul SENSEX was trading at 80186.34. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 9220 which increased total open position to 9220
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5830 which increased total open position to 5830
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4390 which increased total open position to 4390
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1340 which increased total open position to 1340
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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80186.34 | 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 82900 expiring on 05JUL2024
Delta for 82900 PE is -
Historical price for 82900 PE is as follows
On 4 Jul SENSEX was trading at 80186.34. 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