SENSEX
Sensex
Historical option data for SENSEX
04 Jul 2024 11:36 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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| 4 Jul | 80145.32 | 1.7 | -0.25 | - | 10,800 | 5,500 | 5,500 | |||
| 3 Jul | 79986.80 | 1.95 | - | 36,640 | 5,050 | 5,050 | ||||
| 2 Jul | 79441.45 | 3.8 | - | 39,690 | 7,380 | 7,380 | ||||
| 1 Jul | 79476.19 | 5.25 | - | 3,170 | 1,230 | 1,230 | ||||
For SENSEX - strike price 83200 expiring on 05JUL2024
Delta for 83200 CE is -
Historical price for 83200 CE is as follows
On 4 Jul SENSEX was trading at 80145.32. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500
On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5050 which increased total open position to 5050
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 7380 which increased total open position to 7380
On 1 Jul SENSEX was trading at 79476.19. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1230 which increased total open position to 1230
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 80145.32 | 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 83200 expiring on 05JUL2024
Delta for 83200 PE is -
Historical price for 83200 PE is as follows
On 4 Jul SENSEX was trading at 80145.32. 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