Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 72800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 May | 74775.74 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 5550.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 72800 expiring on 04JUN2026
Delta for 72800 CE is -
Historical price for 72800 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 5550.55, 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 29 May SENSEX was trading at 74775.74. The strike last trading price was 5550.55, 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 5550.55, 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 5550.55, 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 5550.55, 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 5550.55, 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 5550.55, 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 5550.55, 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 5550.55, 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 (3d) 72800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.1
Vega: 11.57
Theta: -32.51
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 55.45 | 18.85 (51.50%) | 17.9 | 1,13,690 | 2,034 | 3,910 |
| 29 May | 74775.74 | 33.3 | 15.55 (87.61%) | 14.13 | 42,948 | 1,532 | 1,876 |
| 27 May | 75867.80 | 18.5 | -20.8 (-52.93%) | 15.42 | 561 | 334 | 344 |
| 26 May | 76009.70 | 387.3 | 0 (0.00%) | - | 0 | 0 | 10 |
| 25 May | 76488.96 | 387.3 | 0 (0.00%) | - | 0 | 0 | 10 |
| 22 May | 75415.35 | 387.3 | 0 (0.00%) | - | 0 | 0 | 10 |
| 21 May | 75183.36 | 387.3 | 0 (0.00%) | 22.71 | 10 | 10 | 10 |
| 20 May | 75318.39 | 227.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 227.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 72800 expiring on 04JUN2026
Delta for 72800 PE is -0.1
Historical price for 72800 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 55.45, which was 18.85 higher than the previous day. The implied volatity was 17.9, the open interest changed by 2034 which increased total open position to 3910
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 33.3, which was 15.55 higher than the previous day. The implied volatity was 14.13, the open interest changed by 1532 which increased total open position to 1876
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 18.5, which was -20.8 lower than the previous day. The implied volatity was 15.42, the open interest changed by 334 which increased total open position to 344
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 387.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 387.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 387.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 387.3, which was 0 lower than the previous day. The implied volatity was 22.71, the open interest changed by 10 which increased total open position to 10
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 227.3, 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 227.3, 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
