Historical option data for SENSEX
08 Jun 2026 04:09 PM IST
| SENSEX 11-Jun-2026 (2d) 73900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 25.71
Theta: -94.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 73524.26 | 378.15 | -526.45 (-58.20%) | 20.23 | 2,96,814 | 7,346 | 8,430 | |||||||||
| 5 Jun | 74243.34 | 873 | -187 (-17.64%) | 16.2 | 20,699 | 509 | 1,084 | |||||||||
| 4 Jun | 74360.01 | 1138.4 | -74.6 (-6.15%) | 18.03 | 4,682 | 188 | 575 | |||||||||
| 3 Jun | 74346.17 | 1145 | -226.6 (-16.52%) | 18.41 | 3,091 | 309 | 387 | |||||||||
| 2 Jun | 74649.84 | 1449.1 | 261.25 (21.99%) | 19.55 | 453 | 34 | 78 | |||||||||
| 1 Jun | 74267.34 | 1190 | -255.75 (-17.69%) | 17.78 | 66 | 44 | 44 | |||||||||
| 29 May | 74775.74 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4744.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 73900 expiring on 11JUN2026
Delta for 73900 CE is 0.4
Historical price for 73900 CE is as follows
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 378.15, which was -526.45 lower than the previous day. The implied volatity was 20.23, the open interest changed by 7346 which increased total open position to 8430
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 873, which was -187 lower than the previous day. The implied volatity was 16.2, the open interest changed by 509 which increased total open position to 1084
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1138.4, which was -74.6 lower than the previous day. The implied volatity was 18.03, the open interest changed by 188 which increased total open position to 575
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1145, which was -226.6 lower than the previous day. The implied volatity was 18.41, the open interest changed by 309 which increased total open position to 387
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1449.1, which was 261.25 higher than the previous day. The implied volatity was 19.55, the open interest changed by 34 which increased total open position to 78
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1190, which was -255.75 lower than the previous day. The implied volatity was 17.78, the open interest changed by 44 which increased total open position to 44
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4744.3, 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 27 May SENSEX was trading at 75867.80. The strike last trading price was 4744.3, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 4744.3, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 4744.3, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 4744.3, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 4744.3, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 4744.3, 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 4744.3, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 4744.3, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 4744.3, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 4744.3, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 4744.3, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 4744.3, 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
| SENSEX 11-Jun-2026 (2d) 73900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 25.67
Theta: -72.22
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 73524.26 | 725.9 | 351.3 (93.78%) | 19.77 | 1,99,185 | -1,194 | 2,287 |
| 5 Jun | 74243.34 | 375 | 46.85 (14.28%) | 15.27 | 2,97,395 | 1,821 | 3,481 |
| 4 Jun | 74360.01 | 306.9 | -122.25 (-28.49%) | 14.44 | 25,479 | 1,178 | 1,660 |
| 3 Jun | 74346.17 | 433.4 | 143.5 (49.50%) | 15.91 | 4,510 | 164 | 482 |
| 2 Jun | 74649.84 | 262.6 | -244.85 (-48.25%) | 13.35 | 1,427 | 231 | 318 |
| 1 Jun | 74267.34 | 511 | 205.8 (67.43%) | 15.7 | 152 | 12 | 87 |
| 29 May | 74775.74 | 326.9 | 142.5 (77.28%) | 14.89 | 135 | 60 | 75 |
| 27 May | 75867.80 | 184.4 | -104.1 (-36.08%) | 14.86 | 15 | 15 | 15 |
| 26 May | 76009.70 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 447.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 73900 expiring on 11JUN2026
Delta for 73900 PE is -0.6
Historical price for 73900 PE is as follows
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 725.9, which was 351.3 higher than the previous day. The implied volatity was 19.77, the open interest changed by -1194 which decreased total open position to 2287
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 375, which was 46.85 higher than the previous day. The implied volatity was 15.27, the open interest changed by 1821 which increased total open position to 3481
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 306.9, which was -122.25 lower than the previous day. The implied volatity was 14.44, the open interest changed by 1178 which increased total open position to 1660
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 433.4, which was 143.5 higher than the previous day. The implied volatity was 15.91, the open interest changed by 164 which increased total open position to 482
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 262.6, which was -244.85 lower than the previous day. The implied volatity was 13.35, the open interest changed by 231 which increased total open position to 318
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 511, which was 205.8 higher than the previous day. The implied volatity was 15.7, the open interest changed by 12 which increased total open position to 87
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 326.9, which was 142.5 higher than the previous day. The implied volatity was 14.89, the open interest changed by 60 which increased total open position to 75
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 184.4, which was -104.1 lower than the previous day. The implied volatity was 14.86, the open interest changed by 15 which increased total open position to 15
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 447.7, 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 447.7, 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 447.7, 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 447.7, 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 447.7, 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 447.7, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 447.7, 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 447.7, 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 447.7, 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 447.7, 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 447.7, 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
