SENSEX
Sensex
Historical option data for SENSEX
15 May 2026 04:09 PM IST
| SENSEX 21-May-2026 (6d) 73900 CE | ||||||||||||||||
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Delta: 0.82
Vega: 24.92
Theta: -52.23
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 75237.99 | 1672.6 | -140.95 (-7.77%) | 17.18 | 20 | 6 | 66 | |||||||||
| 14 May | 75398.72 | 1785.95 | 385.95 (27.57%) | 16.25 | 69 | 30 | 60 | |||||||||
| 13 May | 74608.98 | 1400 | -2.15 (-0.15%) | 19.53 | 60 | 30 | 30 | |||||||||
| 12 May | 74559.24 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
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| 4 May | 77269.40 | 4298.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 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 73900 expiring on 21MAY2026
Delta for 73900 CE is 0.82
Historical price for 73900 CE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1672.6, which was -140.95 lower than the previous day. The implied volatity was 17.18, the open interest changed by 6 which increased total open position to 66
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1785.95, which was 385.95 higher than the previous day. The implied volatity was 16.25, the open interest changed by 30 which increased total open position to 60
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1400, which was -2.15 lower than the previous day. The implied volatity was 19.53, the open interest changed by 30 which increased total open position to 30
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 4298.55, 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 4298.55, 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 4298.55, 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 4298.55, 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 4298.55, 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 4298.55, 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 4298.55, 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 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 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 (6d) 73900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 28.33
Theta: -44.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 75237.99 | 248.95 | 13.8 (5.87%) | 20.57 | 61,676 | 1,001 | 1,776 |
| 14 May | 75398.72 | 213 | -296.6 (-58.20%) | 18.72 | 5,425 | 688 | 775 |
| 13 May | 74608.98 | 477.05 | -45.7 (-8.74%) | 19.7 | 534 | 76 | 87 |
| 12 May | 74559.24 | 522.75 | 272.85 (109.18%) | 18.96 | 17 | 11 | 11 |
| 11 May | 76015.28 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 223.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 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 73900 expiring on 21MAY2026
Delta for 73900 PE is -0.22
Historical price for 73900 PE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 248.95, which was 13.8 higher than the previous day. The implied volatity was 20.57, the open interest changed by 1001 which increased total open position to 1776
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 213, which was -296.6 lower than the previous day. The implied volatity was 18.72, the open interest changed by 688 which increased total open position to 775
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 477.05, which was -45.7 lower than the previous day. The implied volatity was 19.7, the open interest changed by 76 which increased total open position to 87
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 522.75, which was 272.85 higher than the previous day. The implied volatity was 18.96, the open interest changed by 11 which increased total open position to 11
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 223.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 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
