Historical option data for SENSEX
02 Jun 2026 04:14 PM IST
| SENSEX 04-Jun-2026 (2d) 73000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 15.74
Theta: -167.55
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 74649.84 | 1940 | 409.15 (26.73%) | 38.48 | 8,622 | -77 | 704 | |||||||||
| 1 Jun | 74267.34 | 1520 | -916.6 (-37.62%) | 24.54 | 2,895 | 124 | 781 | |||||||||
| 29 May | 74775.74 | 2410 | -607.4 (-20.13%) | 32.81 | 1,081 | 261 | 657 | |||||||||
| 27 May | 75867.80 | 3161.55 | -463.45 (-12.78%) | 22.58 | 407 | 372 | 396 | |||||||||
| 26 May | 76009.70 | 3625 | 12.35 (0.34%) | 32.83 | 4 | 2 | 24 | |||||||||
| 25 May | 76488.96 | 3612.65 | 913.45 (33.84%) | 9.37 | 21 | 21 | 22 | |||||||||
| 22 May | 75415.35 | 3000 | 84.85 (2.91%) | - | 0 | 0 | 1 | |||||||||
| 21 May | 75183.36 | 3000 | 84.85 (2.91%) | 25.06 | 1 | 0 | 1 | |||||||||
| 20 May | 75318.39 | 3044.4 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 75200.85 | 3044.4 | 0 (0.00%) | 23.74 | 1 | 1 | 1 | |||||||||
For Sensex - strike price 73000 expiring on 04JUN2026
Delta for 73000 CE is 0.79
Historical price for 73000 CE is as follows
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1940, which was 409.15 higher than the previous day. The implied volatity was 38.48, the open interest changed by -77 which decreased total open position to 704
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1520, which was -916.6 lower than the previous day. The implied volatity was 24.54, the open interest changed by 124 which increased total open position to 781
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2410, which was -607.4 lower than the previous day. The implied volatity was 32.81, the open interest changed by 261 which increased total open position to 657
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3161.55, which was -463.45 lower than the previous day. The implied volatity was 22.58, the open interest changed by 372 which increased total open position to 396
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3625, which was 12.35 higher than the previous day. The implied volatity was 32.83, the open interest changed by 2 which increased total open position to 24
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3612.65, which was 913.45 higher than the previous day. The implied volatity was 9.37, the open interest changed by 21 which increased total open position to 22
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 3000, which was 84.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 3000, which was 84.85 higher than the previous day. The implied volatity was 25.06, 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 3044.4, 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 3044.4, which was 0 lower than the previous day. The implied volatity was 23.74, the open interest changed by 1 which increased total open position to 1
| SENSEX 04-Jun-2026 (2d) 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 4.41
Theta: -18.41
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 74649.84 | 13.95 | -61.4 (-81.49%) | 17.33 | 10,59,789 | 55,563 | 94,812 |
| 1 Jun | 74267.34 | 74 | 27.95 (60.69%) | 17.57 | 5,96,639 | 5,427 | 39,249 |
| 29 May | 74775.74 | 42.65 | 20.85 (95.64%) | 13.8 | 4,82,564 | 22,508 | 33,822 |
| 27 May | 75867.80 | 21 | -21.15 (-50.18%) | 14.93 | 47,643 | 5,072 | 11,314 |
| 26 May | 76009.70 | 40.1 | -7.25 (-15.31%) | 16.57 | 20,510 | 5,113 | 6,242 |
| 25 May | 76488.96 | 44.6 | -124.4 (-73.61%) | 18.21 | 5,006 | 822 | 1,129 |
| 22 May | 75415.35 | 164.8 | -121.6 (-42.46%) | 17.33 | 1,603 | 156 | 307 |
| 21 May | 75183.36 | 290 | -19.95 (-6.44%) | 19.29 | 251 | 124 | 151 |
| 20 May | 75318.39 | 300 | -89.95 (-23.07%) | 19.59 | 71 | 20 | 27 |
| 19 May | 75200.85 | 390 | -152.6 (-28.12%) | 20.52 | 8 | 7 | 7 |
For Sensex - strike price 73000 expiring on 04JUN2026
Delta for 73000 PE is -0.04
Historical price for 73000 PE is as follows
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 13.95, which was -61.4 lower than the previous day. The implied volatity was 17.33, the open interest changed by 55563 which increased total open position to 94812
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 74, which was 27.95 higher than the previous day. The implied volatity was 17.57, the open interest changed by 5427 which increased total open position to 39249
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 42.65, which was 20.85 higher than the previous day. The implied volatity was 13.8, the open interest changed by 22508 which increased total open position to 33822
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 21, which was -21.15 lower than the previous day. The implied volatity was 14.93, the open interest changed by 5072 which increased total open position to 11314
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 40.1, which was -7.25 lower than the previous day. The implied volatity was 16.57, the open interest changed by 5113 which increased total open position to 6242
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 44.6, which was -124.4 lower than the previous day. The implied volatity was 18.21, the open interest changed by 822 which increased total open position to 1129
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 164.8, which was -121.6 lower than the previous day. The implied volatity was 17.33, the open interest changed by 156 which increased total open position to 307
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 290, which was -19.95 lower than the previous day. The implied volatity was 19.29, the open interest changed by 124 which increased total open position to 151
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 300, which was -89.95 lower than the previous day. The implied volatity was 19.59, the open interest changed by 20 which increased total open position to 27
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 390, which was -152.6 lower than the previous day. The implied volatity was 20.52, the open interest changed by 7 which increased total open position to 7
