Historical option data for SENSEX
11 Jun 2026 04:09 PM IST
| SENSEX 18-Jun-2026 (6d) 73000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 34.17
Theta: -54.5
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 73832.55 | 1261.9 | -115.3 (-8.37%) | 16.45 | 3,843 | 827 | 1,422 | |||||||||
| 10 Jun | 73983.18 | 1342.25 | -149.05 (-9.99%) | 14.01 | 1,029 | 317 | 595 | |||||||||
| 9 Jun | 73918.76 | 1489.65 | 227.55 (18.03%) | 18 | 749 | 139 | 278 | |||||||||
| 8 Jun | 73524.26 | 1230.25 | -631.3 (-33.91%) | 17.55 | 521 | 137 | 139 | |||||||||
| 5 Jun | 74243.34 | 1861.55 | -212.45 (-10.24%) | 16.66 | 2 | 1 | 2 | |||||||||
| 4 Jun | 74360.01 | 2074 | -21.15 (-1.01%) | 16.86 | 2 | 0 | 1 | |||||||||
| 3 Jun | 74346.17 | 2346.6 | 23.25 (1.00%) | - | 0 | 0 | 1 | |||||||||
| 2 Jun | 74649.84 | 2346.6 | 23.25 (1.00%) | - | 0 | 0 | 1 | |||||||||
| 1 Jun | 74267.34 | 2346.6 | 23.25 (1.00%) | 21.98 | 1 | 1 | 1 | |||||||||
For Sensex - strike price 73000 expiring on 18JUN2026
Delta for 73000 CE is 0.72
Historical price for 73000 CE is as follows
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1261.9, which was -115.3 lower than the previous day. The implied volatity was 16.45, the open interest changed by 827 which increased total open position to 1422
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1342.25, which was -149.05 lower than the previous day. The implied volatity was 14.01, the open interest changed by 317 which increased total open position to 595
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1489.65, which was 227.55 higher than the previous day. The implied volatity was 18, the open interest changed by 139 which increased total open position to 278
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1230.25, which was -631.3 lower than the previous day. The implied volatity was 17.55, the open interest changed by 137 which increased total open position to 139
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1861.55, which was -212.45 lower than the previous day. The implied volatity was 16.66, the open interest changed by 1 which increased total open position to 2
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2074, which was -21.15 lower than the previous day. The implied volatity was 16.86, the open interest changed by 0 which decreased total open position to 1
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2346.6, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 2346.6, which was 23.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2346.6, which was 23.25 higher than the previous day. The implied volatity was 21.98, the open interest changed by 1 which increased total open position to 1
| SENSEX 18-Jun-2026 (6d) 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 33.74
Theta: -32.78
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 73832.55 | 270 | -5.25 (-1.91%) | 15.87 | 54,926 | 3,679 | 9,987 |
| 10 Jun | 73983.18 | 287.9 | 29.45 (11.39%) | 16.6 | 24,375 | 3,103 | 6,308 |
| 9 Jun | 73918.76 | 248.1 | -325.95 (-56.78%) | 14.28 | 9,722 | 2,565 | 3,205 |
| 8 Jun | 73524.26 | 587 | 263.75 (81.59%) | 18.34 | 2,721 | 328 | 640 |
| 5 Jun | 74243.34 | 333.35 | 43.4 (14.97%) | 16.09 | 1,961 | 307 | 312 |
| 4 Jun | 74360.01 | 289.95 | -294.2 (-50.36%) | 15.74 | 19 | 5 | 5 |
| 3 Jun | 74346.17 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 74649.84 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 74267.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 73000 expiring on 18JUN2026
Delta for 73000 PE is -0.27
Historical price for 73000 PE is as follows
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 270, which was -5.25 lower than the previous day. The implied volatity was 15.87, the open interest changed by 3679 which increased total open position to 9987
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 287.9, which was 29.45 higher than the previous day. The implied volatity was 16.6, the open interest changed by 3103 which increased total open position to 6308
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 248.1, which was -325.95 lower than the previous day. The implied volatity was 14.28, the open interest changed by 2565 which increased total open position to 3205
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 587, which was 263.75 higher than the previous day. The implied volatity was 18.34, the open interest changed by 328 which increased total open position to 640
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 333.35, which was 43.4 higher than the previous day. The implied volatity was 16.09, the open interest changed by 307 which increased total open position to 312
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 289.95, which was -294.2 lower than the previous day. The implied volatity was 15.74, the open interest changed by 5 which increased total open position to 5
On 3 Jun SENSEX was trading at 74346.17. 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 2 Jun SENSEX was trading at 74649.84. 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 1 Jun SENSEX was trading at 74267.34. 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
