Historical option data for SENSEX
20 May 2026 09:45 AM IST
| SENSEX 21-May-2026 (1d) 73600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 1.78
Theta: -29.91
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 74868.81 | 1296.1 | -315.85 (-19.59%) | 14.03 | 330 | -107 | 249 | |||||||||
| 19 May | 75200.85 | 1601.1 | -282.5 (-15.00%) | 14.27 | 124 | -55 | 356 | |||||||||
| 18 May | 75315.04 | 1902.15 | 52.7 (2.85%) | 23.93 | 1,506 | 411 | 411 | |||||||||
| 15 May | 75237.99 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 4560.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 4560.75 | 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 | |||||||||
For Sensex - strike price 73600 expiring on 21MAY2026
Delta for 73600 CE is 0.98
Historical price for 73600 CE is as follows
On 20 May SENSEX was trading at 74868.81. The strike last trading price was 1296.1, which was -315.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by -107 which decreased total open position to 249
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1601.1, which was -282.5 lower than the previous day. The implied volatity was 14.27, the open interest changed by -55 which decreased total open position to 356
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1902.15, which was 52.7 higher than the previous day. The implied volatity was 23.93, the open interest changed by 411 which increased total open position to 411
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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 4560.75, 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
| SENSEX 21-May-2026 (1d) 73600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 8.88
Theta: -90.36
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 74868.81 | 69.3 | 23.3 (50.65%) | 25.93 | 1,41,880 | 14,636 | 25,058 |
| 19 May | 75200.85 | 50.15 | -99.65 (-66.52%) | 21.96 | 1,55,807 | 2,993 | 10,422 |
| 18 May | 75315.04 | 142.5 | -67.15 (-32.03%) | 26.15 | 1,29,296 | 5,471 | 7,429 |
| 15 May | 75237.99 | 186.7 | -1.15 (-0.61%) | 20.51 | 53,936 | 1,568 | 1,958 |
| 14 May | 75398.72 | 170 | -255.55 (-60.05%) | 19.16 | 3,221 | 265 | 390 |
| 13 May | 74608.98 | 405 | -57 (-12.34%) | 20.29 | 709 | 120 | 125 |
| 12 May | 74559.24 | 462 | 263.95 (133.27%) | 19.9 | 10 | 5 | 5 |
| 11 May | 76015.28 | 186.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 186.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 186.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 186.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 186.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 186.9 | 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 |
For Sensex - strike price 73600 expiring on 21MAY2026
Delta for 73600 PE is -0.12
Historical price for 73600 PE is as follows
On 20 May SENSEX was trading at 74868.81. The strike last trading price was 69.3, which was 23.3 higher than the previous day. The implied volatity was 25.93, the open interest changed by 14636 which increased total open position to 25058
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 50.15, which was -99.65 lower than the previous day. The implied volatity was 21.96, the open interest changed by 2993 which increased total open position to 10422
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 142.5, which was -67.15 lower than the previous day. The implied volatity was 26.15, the open interest changed by 5471 which increased total open position to 7429
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 186.7, which was -1.15 lower than the previous day. The implied volatity was 20.51, the open interest changed by 1568 which increased total open position to 1958
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 170, which was -255.55 lower than the previous day. The implied volatity was 19.16, the open interest changed by 265 which increased total open position to 390
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 405, which was -57 lower than the previous day. The implied volatity was 20.29, the open interest changed by 120 which increased total open position to 125
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 462, which was 263.95 higher than the previous day. The implied volatity was 19.9, the open interest changed by 5 which increased total open position to 5
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 186.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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
