Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 70500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 5400 | -206.4 (-3.68%) | - | 0 | 0 | 1 | |||||||||
| 27 May | 75867.80 | 5400 | -206.4 (-3.68%) | 27.63 | 4 | -1 | 1 | |||||||||
| 26 May | 76009.70 | 5150 | 309.3 (6.39%) | - | 0 | 0 | 2 | |||||||||
| 25 May | 76488.96 | 5150 | 309.3 (6.39%) | - | 0 | 0 | 2 | |||||||||
| 22 May | 75415.35 | 5150 | 309.3 (6.39%) | - | 1 | 1 | 2 | |||||||||
| 21 May | 75183.36 | 5133 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 75318.39 | 5133 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 75200.85 | 5133 | 0 (0.00%) | 23.89 | 1 | 1 | 1 | |||||||||
For Sensex - strike price 70500 expiring on 04JUN2026
Delta for 70500 CE is -
Historical price for 70500 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 5400, which was -206.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 5400, which was -206.4 lower than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 1
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 5150, which was 309.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 5150, which was 309.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 5150, which was 309.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 5133, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 5133, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 5133, which was 0 lower than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 1
| SENSEX 04-Jun-2026 (5d) 70500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.96
Theta: -4.94
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 8.3 | 2.6 (45.61%) | 21 | 60,257 | 2,458 | 3,412 |
| 27 May | 75867.80 | 5.5 | -4 (-42.11%) | 20.95 | 4,554 | 445 | 954 |
| 26 May | 76009.70 | 7.8 | -5.4 (-40.91%) | 21.12 | 753 | 485 | 509 |
| 25 May | 76488.96 | 13.2 | -17.35 (-56.79%) | 23.21 | 21 | -11 | 24 |
| 22 May | 75415.35 | 30.55 | -39.25 (-56.23%) | 19.85 | 26 | 5 | 35 |
| 21 May | 75183.36 | 69.8 | -62.2 (-47.12%) | 21.62 | 37 | 24 | 30 |
| 20 May | 75318.39 | 132 | 0 (0.00%) | 24.67 | 5 | 5 | 6 |
| 19 May | 75200.85 | 132 | -5.6 (-4.07%) | 23.5 | 2 | 1 | 1 |
For Sensex - strike price 70500 expiring on 04JUN2026
Delta for 70500 PE is -0.01
Historical price for 70500 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 8.3, which was 2.6 higher than the previous day. The implied volatity was 21, the open interest changed by 2458 which increased total open position to 3412
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 5.5, which was -4 lower than the previous day. The implied volatity was 20.95, the open interest changed by 445 which increased total open position to 954
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 7.8, which was -5.4 lower than the previous day. The implied volatity was 21.12, the open interest changed by 485 which increased total open position to 509
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 13.2, which was -17.35 lower than the previous day. The implied volatity was 23.21, the open interest changed by -11 which decreased total open position to 24
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 30.55, which was -39.25 lower than the previous day. The implied volatity was 19.85, the open interest changed by 5 which increased total open position to 35
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 69.8, which was -62.2 lower than the previous day. The implied volatity was 21.62, the open interest changed by 24 which increased total open position to 30
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 132, which was 0 lower than the previous day. The implied volatity was 24.67, the open interest changed by 5 which increased total open position to 6
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 132, which was -5.6 lower than the previous day. The implied volatity was 23.5, the open interest changed by 1 which increased total open position to 1
