Historical option data for SENSEX
08 Jun 2026 11:37 AM IST
| SENSEX 11-Jun-2026 (3d) 74100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 26.73
Theta: -95.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 73712.34 | 419.55 | -351.45 (-45.58%) | 20.66 | 99,669 | 4,784 | 9,583 | |||||||||
| 5 Jun | 74243.34 | 749.65 | -163.1 (-17.87%) | 16.05 | 1,49,254 | 3,127 | 4,799 | |||||||||
| 4 Jun | 74360.01 | 976 | -137.45 (-12.34%) | 17.06 | 21,564 | 1,218 | 1,672 | |||||||||
| 3 Jun | 74346.17 | 1031.45 | -220.75 (-17.63%) | 18.53 | 3,050 | 359 | 454 | |||||||||
| 2 Jun | 74649.84 | 1348.45 | 285.7 (26.88%) | 20.15 | 704 | 68 | 95 | |||||||||
| 1 Jun | 74267.34 | 1080 | -233.2 (-17.76%) | 17.9 | 45 | 27 | 27 | |||||||||
| 29 May | 74775.74 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4583.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74100 expiring on 11JUN2026
Delta for 74100 CE is 0.41
Historical price for 74100 CE is as follows
On 8 Jun SENSEX was trading at 73712.34. The strike last trading price was 419.55, which was -351.45 lower than the previous day. The implied volatity was 20.66, the open interest changed by 4784 which increased total open position to 9583
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 749.65, which was -163.1 lower than the previous day. The implied volatity was 16.05, the open interest changed by 3127 which increased total open position to 4799
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 976, which was -137.45 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1218 which increased total open position to 1672
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1031.45, which was -220.75 lower than the previous day. The implied volatity was 18.53, the open interest changed by 359 which increased total open position to 454
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1348.45, which was 285.7 higher than the previous day. The implied volatity was 20.15, the open interest changed by 68 which increased total open position to 95
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1080, which was -233.2 lower than the previous day. The implied volatity was 17.9, the open interest changed by 27 which increased total open position to 27
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 4583.85, 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 (3d) 74100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 26.75
Theta: -77.49
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 73712.34 | 756.55 | 303.45 (66.97%) | 21.15 | 38,481 | -5,441 | 3,937 |
| 5 Jun | 74243.34 | 460.05 | 64.9 (16.42%) | 15.39 | 4,90,417 | 4,488 | 9,378 |
| 4 Jun | 74360.01 | 363.05 | -133.05 (-26.82%) | 14.1 | 31,206 | 4,238 | 4,890 |
| 3 Jun | 74346.17 | 494.65 | 151.1 (43.98%) | 15.52 | 5,269 | 452 | 652 |
| 2 Jun | 74649.84 | 315.1 | -268.9 (-46.04%) | 13.17 | 1,244 | 49 | 200 |
| 1 Jun | 74267.34 | 585.75 | 239.65 (69.24%) | 15.57 | 254 | 63 | 151 |
| 29 May | 74775.74 | 334.25 | 124.55 (59.39%) | 12.64 | 112 | 73 | 88 |
| 27 May | 75867.80 | 209.7 | -120.9 (-36.57%) | 14.64 | 15 | 15 | 15 |
| 26 May | 76009.70 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 485.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74100 expiring on 11JUN2026
Delta for 74100 PE is -0.58
Historical price for 74100 PE is as follows
On 8 Jun SENSEX was trading at 73712.34. The strike last trading price was 756.55, which was 303.45 higher than the previous day. The implied volatity was 21.15, the open interest changed by -5441 which decreased total open position to 3937
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 460.05, which was 64.9 higher than the previous day. The implied volatity was 15.39, the open interest changed by 4488 which increased total open position to 9378
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 363.05, which was -133.05 lower than the previous day. The implied volatity was 14.1, the open interest changed by 4238 which increased total open position to 4890
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 494.65, which was 151.1 higher than the previous day. The implied volatity was 15.52, the open interest changed by 452 which increased total open position to 652
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 315.1, which was -268.9 lower than the previous day. The implied volatity was 13.17, the open interest changed by 49 which increased total open position to 200
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 585.75, which was 239.65 higher than the previous day. The implied volatity was 15.57, the open interest changed by 63 which increased total open position to 151
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 334.25, which was 124.55 higher than the previous day. The implied volatity was 12.64, the open interest changed by 73 which increased total open position to 88
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 209.7, which was -120.9 lower than the previous day. The implied volatity was 14.64, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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 485.85, 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
