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[--[65.84.65.76]--]
SENSEX
Sensex
80109.04 122.24 (0.15%)

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Historical option data for SENSEX

04 Jul 2024 10:36 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80139.22 1.3 -0.90 - 16,310 6,850 6,850
3 Jul 79986.80 2.2 - 1,510 630 630
2 Jul 79441.45 7 - 3,350 310 310
1 Jul 79476.19 0 - 0 0 0

For SENSEX - strike price 83100 expiring on 05JUL2024

Delta for 83100 CE is -

Historical price for 83100 CE is as follows

On 4 Jul SENSEX was trading at 80139.22. The strike last trading price was 1.3, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 6850 which increased total open position to 6850


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 630 which increased total open position to 630


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 310 which increased total open position to 310


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


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80139.22 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

For SENSEX - strike price 83100 expiring on 05JUL2024

Delta for 83100 PE is -

Historical price for 83100 PE is as follows

On 4 Jul SENSEX was trading at 80139.22. 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