Related Pages for SENSEX
[--[65.84.65.76]--]
SENSEX
Sensex
80090.39 103.59 (0.13%)

Back to Option Chain

Historical option data for SENSEX

04 Jul 2024 10:50 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80089.64 1.45 -0.30 - 8,240 4,700 4,700
3 Jul 79986.80 1.75 - 2,460 2,210 2,210
2 Jul 79441.45 3.15 - 7,800 2,180 2,180

For SENSEX - strike price 83400 expiring on 05JUL2024

Delta for 83400 CE is -

Historical price for 83400 CE is as follows

On 4 Jul SENSEX was trading at 80089.64. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 4700 which increased total open position to 4700


On 3 Jul SENSEX was trading at 79986.80. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2210 which increased total open position to 2210


On 2 Jul SENSEX was trading at 79441.45. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2180 which increased total open position to 2180


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80089.64 0 0.00 - 0 0 0
3 Jul 79986.80 0 - 0 0 0
2 Jul 79441.45 0 - 0 0 0

For SENSEX - strike price 83400 expiring on 05JUL2024

Delta for 83400 PE is -

Historical price for 83400 PE is as follows

On 4 Jul SENSEX was trading at 80089.64. 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