Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 72300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 5995.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 72300 expiring on 04JUN2026
Delta for 72300 CE is -
Historical price for 72300 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 5995.95, 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 5995.95, 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 5995.95, 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 5995.95, 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 5995.95, 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 5995.95, 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 5995.95, 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 5995.95, 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) 72300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 7.41
Theta: -8.72
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 20.45 | 8.4 (69.71%) | 15.29 | 36,090 | 860 | 1,285 |
| 27 May | 75867.80 | 12.6 | -7.85 (-38.39%) | 16.43 | 999 | 425 | 425 |
| 26 May | 76009.70 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 175.8 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 72300 expiring on 04JUN2026
Delta for 72300 PE is -0.04
Historical price for 72300 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 20.45, which was 8.4 higher than the previous day. The implied volatity was 15.29, the open interest changed by 860 which increased total open position to 1285
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 12.6, which was -7.85 lower than the previous day. The implied volatity was 16.43, the open interest changed by 425 which increased total open position to 425
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 175.8, 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 175.8, 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 175.8, 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 175.8, 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 175.8, 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 175.8, 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
