SENSEX
Sensex
Historical option data for SENSEX
15 May 2026 04:09 PM IST
| SENSEX 21-May-2026 (4d) 72700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 75237.99 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 5375.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 74616.58 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 74106.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 72700 expiring on 21MAY2026
Delta for 72700 CE is -
Historical price for 72700 CE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 5375.35, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 5375.35, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 5375.35, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 5375.35, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 5375.35, 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 May SENSEX was trading at 77328.19. The strike last trading price was 5375.35, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 5375.35, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 5375.35, 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 May SENSEX was trading at 77017.79. The strike last trading price was 5375.35, 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 May SENSEX was trading at 77269.40. The strike last trading price was 5375.35, 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 7 Apr SENSEX was trading at 74616.58. The strike last trading price was -, 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 6 Apr SENSEX was trading at 74106.85. 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 21-May-2026 (4d) 72700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 16.26
Theta: -27.87
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 75237.99 | 95.2 | -2.8 (-2.86%) | 22.03 | 40,592 | 1,281 | 1,634 |
| 14 May | 75398.72 | 88.05 | -143.8 (-62.02%) | 20.66 | 1,518 | 327 | 353 |
| 13 May | 74608.98 | 222.85 | -65.2 (-22.63%) | 21.19 | 54 | 26 | 26 |
| 12 May | 74559.24 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 105.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | - | - | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 72700 expiring on 21MAY2026
Delta for 72700 PE is -0.09
Historical price for 72700 PE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 95.2, which was -2.8 lower than the previous day. The implied volatity was 22.03, the open interest changed by 1281 which increased total open position to 1634
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 88.05, which was -143.8 lower than the previous day. The implied volatity was 20.66, the open interest changed by 327 which increased total open position to 353
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 222.85, which was -65.2 lower than the previous day. The implied volatity was 21.19, the open interest changed by 26 which increased total open position to 26
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 105.25, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 105.25, 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 May SENSEX was trading at 77328.19. The strike last trading price was 105.25, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 105.25, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 105.25, 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 May SENSEX was trading at 77017.79. The strike last trading price was 105.25, 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 May SENSEX was trading at 77269.40. The strike last trading price was 105.25, 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 7 Apr SENSEX was trading at 74616.58. The strike last trading price was -, 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 6 Apr SENSEX was trading at 74106.85. 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
