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Historical option data for SENSEX

19 Jun 2026 04:09 PM IST
SENSEX 25-Jun-2026 (3d) 73500 CE
Delta: 0.95
Vega: 10.12
Theta: -35.94
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 3203.05 -783.05 (-19.64%) 20.11 62 -33 183
18 Jun 77409.98 4028.95 354.55 (9.65%) 9.84 23 -5 216
17 Jun 77155.62 3673.85 495.85 (15.60%) - 145 -74 221
16 Jun 76808.48 3178 178 (5.93%) - 1 -1 295
15 Jun 76264.33 3000 629.85 (26.57%) 15.89 49 -39 296
12 Jun 75527.95 2425 1314.95 (118.46%) 14.6 712 -23 335
11 Jun 73832.55 1172.45 -82.05 (-6.54%) 14.45 650 -5 358
10 Jun 73983.18 1232 -126.65 (-9.32%) 13.07 170 -25 363
9 Jun 73918.76 1361 162.75 (13.58%) 15.39 575 54 388
8 Jun 73524.26 1212.45 -419.75 (-25.72%) 16.54 538 182 334
5 Jun 74243.34 1625.35 -150.85 (-8.49%) 13.73 35 0 152
4 Jun 74360.01 1951.85 30.05 (1.56%) 16.05 299 35 152
3 Jun 74346.17 1845.85 -126.15 (-6.40%) 15 354 85 117
2 Jun 74649.84 1972 35.75 (1.85%) 12.96 63 22 32
1 Jun 74267.34 3200 -92.35 (-2.80%) - 0 0 10
29 May 74775.74 3200 -92.35 (-2.80%) - 0 0 10
27 May 75867.80 3200 -92.35 (-2.80%) 14.17 1 1 10
26 May 76009.70 3416.4 544.8 (18.97%) - 0 0 9
25 May 76488.96 3416.4 544.8 (18.97%) 8.3 8 8 9
22 May 75415.35 3491.9 0 (0.00%) - 0 0 1
21 May 75183.36 3491.9 0 (0.00%) - 0 0 1
20 May 75318.39 3491.9 0 (0.00%) - 0 0 1
19 May 75200.85 3491.9 0 (0.00%) 21.75 1 1 1
18 May 75315.04 5377.45 0 (0.00%) - 0 0 0
15 May 75237.99 5377.45 0 (0.00%) - 0 0 0
14 May 75398.72 5377.45 0 (0.00%) - 0 0 0
13 May 74608.98 5377.45 0 (0.00%) - 0 0 0
12 May 74559.24 5377.45 0 (0.00%) - 0 0 0
11 May 76015.28 5377.45 0 (0.00%) - 0 0 0
8 May 77328.19 5377.45 0 (0.00%) - 0 0 0
7 May 77844.52 5377.45 0 (0.00%) - 0 0 0
6 May 77958.52 5377.45 0 (0.00%) - 0 0 0
5 May 77017.79 5377.45 0 (0.00%) - 0 0 0
8 Apr 77562.90 - - - 0 0 0
7 Apr 74616.58 0 0 (0.00%) - 0 0 0
6 Apr 74106.85 0 0 (0.00%) - 0 0 0
2 Apr 73319.55 0 0 (0.00%) - 0 0 0
1 Apr 73134.32 0 0 (0.00%) - 0 0 0
30 Mar 71947.55 0 0 (0.00%) - 0 0 0


For Sensex - strike price 73500 expiring on 25JUN2026

Delta for 73500 CE is 0.95

Historical price for 73500 CE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 3203.05, which was -783.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by -33 which decreased total open position to 183


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 4028.95, which was 354.55 higher than the previous day. The implied volatity was 9.84, the open interest changed by -5 which decreased total open position to 216


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 3673.85, which was 495.85 higher than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 221


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 3178, which was 178 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 295


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 3000, which was 629.85 higher than the previous day. The implied volatity was 15.89, the open interest changed by -39 which decreased total open position to 296


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 2425, which was 1314.95 higher than the previous day. The implied volatity was 14.6, the open interest changed by -23 which decreased total open position to 335


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1172.45, which was -82.05 lower than the previous day. The implied volatity was 14.45, the open interest changed by -5 which decreased total open position to 358


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1232, which was -126.65 lower than the previous day. The implied volatity was 13.07, the open interest changed by -25 which decreased total open position to 363


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1361, which was 162.75 higher than the previous day. The implied volatity was 15.39, the open interest changed by 54 which increased total open position to 388


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1212.45, which was -419.75 lower than the previous day. The implied volatity was 16.54, the open interest changed by 182 which increased total open position to 334


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1625.35, which was -150.85 lower than the previous day. The implied volatity was 13.73, the open interest changed by 0 which decreased total open position to 152


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1951.85, which was 30.05 higher than the previous day. The implied volatity was 16.05, the open interest changed by 35 which increased total open position to 152


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1845.85, which was -126.15 lower than the previous day. The implied volatity was 15, the open interest changed by 85 which increased total open position to 117


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1972, which was 35.75 higher than the previous day. The implied volatity was 12.96, the open interest changed by 22 which increased total open position to 32


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 3200, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3200, which was -92.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3200, which was -92.35 lower than the previous day. The implied volatity was 14.17, the open interest changed by 1 which increased total open position to 10


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3416.4, which was 544.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3416.4, which was 544.8 higher than the previous day. The implied volatity was 8.3, the open interest changed by 8 which increased total open position to 9


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 3491.9, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 3491.9, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 3491.9, 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 3491.9, which was 0 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1 which increased total open position to 1


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 5377.45, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 5377.45, 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 Apr SENSEX was trading at 77562.90. 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 7 Apr SENSEX was trading at 74616.58. 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 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


On 2 Apr SENSEX was trading at 73319.55. 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 Apr SENSEX was trading at 73134.32. 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 30 Mar SENSEX was trading at 71947.55. 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 25-Jun-2026 (3d) 73500 PE
Delta: -0.02
Vega: 4.54
Theta: -6.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 12 0.55 (4.80%) 17.57 1,67,751 4,622 10,918
18 Jun 77409.98 11.3 -7.8 (-40.84%) 18.23 37,465 2,756 6,296
17 Jun 77155.62 18.4 -19.95 (-52.02%) 17.49 12,105 1,556 3,540
16 Jun 76808.48 38.35 -51.9 (-57.51%) 17.5 6,551 869 1,984
15 Jun 76264.33 90.55 -135.65 (-59.97%) 17.68 4,050 -373 1,115
12 Jun 75527.95 216.75 -483.7 (-69.06%) 17.06 3,819 713 1,488
11 Jun 73832.55 685.15 31.65 (4.84%) 16.74 1,329 226 775
10 Jun 73983.18 672.45 53.95 (8.72%) 17.09 587 -7 549
9 Jun 73918.76 613.8 -375.1 (-37.93%) 15.27 977 117 556
8 Jun 73524.26 1007.85 376.05 (59.52%) 18.4 968 116 439
5 Jun 74243.34 636.6 37.95 (6.34%) 16.24 214 37 323
4 Jun 74360.01 560 -75.45 (-11.87%) 15.81 492 -32 286
3 Jun 74346.17 641.75 141.3 (28.23%) 16.28 792 191 318
2 Jun 74649.84 500 -211.15 (-29.69%) 15.25 341 64 127
1 Jun 74267.34 711.7 210.85 (42.10%) 16.43 111 0 63
29 May 74775.74 492.5 146.35 (42.28%) 14.8 134 24 63
27 May 75867.80 339.4 -81.7 (-19.40%) 15.82 59 -7 39
26 May 76009.70 416.25 38 (10.05%) 17.38 102 23 46
25 May 76488.96 349.35 -377.55 (-51.94%) 17.67 59 11 23
22 May 75415.35 715.4 -208.85 (-22.60%) 18.94 19 7 12
21 May 75183.36 924.25 28.05 (3.13%) 20.59 10 2 5
20 May 75318.39 903.05 -35.6 (-3.79%) 20.6 34 -20 3
19 May 75200.85 959.25 -43 (-4.29%) 20.66 24 19 23
18 May 75315.04 987.1 88.55 (9.85%) 21.26 34 4 4
15 May 75237.99 519 0 (0.00%) - 0 0 0
14 May 75398.72 519 0 (0.00%) - 0 0 0
13 May 74608.98 519 0 (0.00%) - 0 0 0
12 May 74559.24 519 0 (0.00%) - 0 0 0
11 May 76015.28 519 0 (0.00%) - 0 0 0
8 May 77328.19 519 0 (0.00%) - 0 0 0
7 May 77844.52 519 0 (0.00%) - 0 0 0
6 May 77958.52 519 0 (0.00%) - 0 0 0
5 May 77017.79 519 0 (0.00%) - 0 0 0
8 Apr 77562.90 - - - 0 0 0
7 Apr 74616.58 0 0 (0.00%) - 0 0 0
6 Apr 74106.85 0 0 (0.00%) - 0 0 0
2 Apr 73319.55 0 0 (0.00%) - 0 0 0
1 Apr 73134.32 0 0 (0.00%) - 0 0 0
30 Mar 71947.55 0 0 (0.00%) - 0 0 0


For Sensex - strike price 73500 expiring on 25JUN2026

Delta for 73500 PE is -0.02

Historical price for 73500 PE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 12, which was 0.55 higher than the previous day. The implied volatity was 17.57, the open interest changed by 4622 which increased total open position to 10918


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 11.3, which was -7.8 lower than the previous day. The implied volatity was 18.23, the open interest changed by 2756 which increased total open position to 6296


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 18.4, which was -19.95 lower than the previous day. The implied volatity was 17.49, the open interest changed by 1556 which increased total open position to 3540


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 38.35, which was -51.9 lower than the previous day. The implied volatity was 17.5, the open interest changed by 869 which increased total open position to 1984


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 90.55, which was -135.65 lower than the previous day. The implied volatity was 17.68, the open interest changed by -373 which decreased total open position to 1115


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 216.75, which was -483.7 lower than the previous day. The implied volatity was 17.06, the open interest changed by 713 which increased total open position to 1488


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 685.15, which was 31.65 higher than the previous day. The implied volatity was 16.74, the open interest changed by 226 which increased total open position to 775


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 672.45, which was 53.95 higher than the previous day. The implied volatity was 17.09, the open interest changed by -7 which decreased total open position to 549


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 613.8, which was -375.1 lower than the previous day. The implied volatity was 15.27, the open interest changed by 117 which increased total open position to 556


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1007.85, which was 376.05 higher than the previous day. The implied volatity was 18.4, the open interest changed by 116 which increased total open position to 439


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 636.6, which was 37.95 higher than the previous day. The implied volatity was 16.24, the open interest changed by 37 which increased total open position to 323


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 560, which was -75.45 lower than the previous day. The implied volatity was 15.81, the open interest changed by -32 which decreased total open position to 286


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 641.75, which was 141.3 higher than the previous day. The implied volatity was 16.28, the open interest changed by 191 which increased total open position to 318


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 500, which was -211.15 lower than the previous day. The implied volatity was 15.25, the open interest changed by 64 which increased total open position to 127


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 711.7, which was 210.85 higher than the previous day. The implied volatity was 16.43, the open interest changed by 0 which decreased total open position to 63


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 492.5, which was 146.35 higher than the previous day. The implied volatity was 14.8, the open interest changed by 24 which increased total open position to 63


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 339.4, which was -81.7 lower than the previous day. The implied volatity was 15.82, the open interest changed by -7 which decreased total open position to 39


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 416.25, which was 38 higher than the previous day. The implied volatity was 17.38, the open interest changed by 23 which increased total open position to 46


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 349.35, which was -377.55 lower than the previous day. The implied volatity was 17.67, the open interest changed by 11 which increased total open position to 23


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 715.4, which was -208.85 lower than the previous day. The implied volatity was 18.94, the open interest changed by 7 which increased total open position to 12


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 924.25, which was 28.05 higher than the previous day. The implied volatity was 20.59, the open interest changed by 2 which increased total open position to 5


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 903.05, which was -35.6 lower than the previous day. The implied volatity was 20.6, the open interest changed by -20 which decreased total open position to 3


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 959.25, which was -43 lower than the previous day. The implied volatity was 20.66, the open interest changed by 19 which increased total open position to 23


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 987.1, which was 88.55 higher than the previous day. The implied volatity was 21.26, the open interest changed by 4 which increased total open position to 4


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 519, 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 519, 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 519, 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 519, 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 519, 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 519, 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 519, 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 519, 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 519, 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 Apr SENSEX was trading at 77562.90. 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 7 Apr SENSEX was trading at 74616.58. 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 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


On 2 Apr SENSEX was trading at 73319.55. 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 Apr SENSEX was trading at 73134.32. 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 30 Mar SENSEX was trading at 71947.55. 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