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SENSEX
Sensex
80220.25 233.45 (0.29%)

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Historical option data for SENSEX

04 Jul 2024 10:31 AM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
4 Jul 80195.14 1.35 -0.40 - 7,650 4,780 4,780
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 80195.14. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 4780 which increased total open position to 4780


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 80195.14 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 80195.14. 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