SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:26 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 | 80196.99 | 1.95 | -0.30 | - | 3,27,950 | 1,09,320 | 1,09,320 | |||
| 3 Jul | 79986.80 | 2.25 | - | 3,13,200 | 79,760 | 79,760 | ||||
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| 2 Jul | 79441.45 | 5.5 | - | 2,71,900 | 49,760 | 49,760 | ||||
| 1 Jul | 79476.19 | 5.7 | - | 1,67,320 | 29,990 | 29,990 | ||||
| 28 Jun | 79032.73 | 12.3 | - | 26,650 | 15,400 | 15,400 | ||||
For SENSEX - strike price 83000 expiring on 05JUL2024
Delta for 83000 CE is -
Historical price for 83000 CE is as follows
On 4 Jul SENSEX was trading at 80196.99. 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 109320 which increased total open position to 109320
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 79760 which increased total open position to 79760
On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49760 which increased total open position to 49760
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 29990 which increased total open position to 29990
On 28 Jun SENSEX was trading at 79032.73. The strike last trading price was 12.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 15400 which increased total open position to 15400
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80196.99 | 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 83000 expiring on 05JUL2024
Delta for 83000 PE is -
Historical price for 83000 PE is as follows
On 4 Jul SENSEX was trading at 80196.99. 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