Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 71300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 71300 expiring on 04JUN2026
Delta for 71300 CE is -
Historical price for 71300 CE is as follows
On 29 May SENSEX was trading at 74775.74. 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 27 May SENSEX was trading at 75867.80. 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 26 May SENSEX was trading at 76009.70. 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 25 May SENSEX was trading at 76488.96. 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 22 May SENSEX was trading at 75415.35. 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 21 May SENSEX was trading at 75183.36. 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 20 May SENSEX was trading at 75318.39. 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 19 May SENSEX was trading at 75200.85. 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 04-Jun-2026 (5d) 71300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 4.23
Theta: -6.12
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 11.55 | 4.6 (66.19%) | 18.41 | 3,644 | 221 | 233 |
| 27 May | 75867.80 | 6.75 | 2.1 (45.16%) | 18.63 | 18 | 12 | 12 |
| 26 May | 76009.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 71300 expiring on 04JUN2026
Delta for 71300 PE is -0.02
Historical price for 71300 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 11.55, which was 4.6 higher than the previous day. The implied volatity was 18.41, the open interest changed by 221 which increased total open position to 233
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 6.75, which was 2.1 higher than the previous day. The implied volatity was 18.63, the open interest changed by 12 which increased total open position to 12
On 26 May SENSEX was trading at 76009.70. 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 25 May SENSEX was trading at 76488.96. 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 22 May SENSEX was trading at 75415.35. 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 21 May SENSEX was trading at 75183.36. 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 20 May SENSEX was trading at 75318.39. 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 19 May SENSEX was trading at 75200.85. 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
