Historical option data for SENSEX
12 Jun 2026 04:09 PM IST
| SENSEX 18-Jun-2026 (3d) 70000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 6.85
Theta: -33.61
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 75527.95 | 4639.05 | 772.2 (19.97%) | 26.88 | 10 | 0 | 563 | |||||||||
| 11 Jun | 73832.55 | 3905.6 | -216.9 (-5.26%) | 19.87 | 485 | 475 | 563 | |||||||||
| 10 Jun | 73983.18 | 4100 | 73.65 (1.83%) | 15.18 | 88 | 88 | 88 | |||||||||
| 9 Jun | 73918.76 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 73524.26 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 74243.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 74360.01 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 74346.17 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 74649.84 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 70000 expiring on 18JUN2026
Delta for 70000 CE is 0.97
Historical price for 70000 CE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 4639.05, which was 772.2 higher than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 563
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 3905.6, which was -216.9 lower than the previous day. The implied volatity was 19.87, the open interest changed by 475 which increased total open position to 563
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 4100, which was 73.65 higher than the previous day. The implied volatity was 15.18, the open interest changed by 88 which increased total open position to 88
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 18-Jun-2026 (3d) 70000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.93
Theta: -6.33
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 75527.95 | 10.5 | -6.75 (-39.13%) | 26.89 | 2,04,757 | 8,321 | 22,571 |
| 11 Jun | 73832.55 | 16.35 | -2.05 (-11.14%) | 19.86 | 60,033 | 7,430 | 14,250 |
| 10 Jun | 73983.18 | 17.75 | -2 (-10.13%) | 19.47 | 24,782 | 2,394 | 6,820 |
| 9 Jun | 73918.76 | 18.45 | -55.05 (-74.90%) | 18.31 | 18,459 | 2,869 | 4,426 |
| 8 Jun | 73524.26 | 80.85 | 49.3 (156.26%) | 21.22 | 4,973 | 782 | 1,557 |
| 5 Jun | 74243.34 | 30.9 | -6.55 (-17.49%) | 17.92 | 2,395 | 596 | 775 |
| 4 Jun | 74360.01 | 35.75 | -15.4 (-30.11%) | 18.44 | 236 | 174 | 179 |
| 3 Jun | 74346.17 | 55 | 13.2 (31.58%) | 19.04 | 5 | 5 | 5 |
| 2 Jun | 74649.84 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 70000 expiring on 18JUN2026
Delta for 70000 PE is -0.01
Historical price for 70000 PE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 10.5, which was -6.75 lower than the previous day. The implied volatity was 26.89, the open interest changed by 8321 which increased total open position to 22571
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 16.35, which was -2.05 lower than the previous day. The implied volatity was 19.86, the open interest changed by 7430 which increased total open position to 14250
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 17.75, which was -2 lower than the previous day. The implied volatity was 19.47, the open interest changed by 2394 which increased total open position to 6820
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 18.45, which was -55.05 lower than the previous day. The implied volatity was 18.31, the open interest changed by 2869 which increased total open position to 4426
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 80.85, which was 49.3 higher than the previous day. The implied volatity was 21.22, the open interest changed by 782 which increased total open position to 1557
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 30.9, which was -6.55 lower than the previous day. The implied volatity was 17.92, the open interest changed by 596 which increased total open position to 775
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 35.75, which was -15.4 lower than the previous day. The implied volatity was 18.44, the open interest changed by 174 which increased total open position to 179
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 55, which was 13.2 higher than the previous day. The implied volatity was 19.04, the open interest changed by 5 which increased total open position to 5
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
