Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 74200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 26.7
Theta: -102.83
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 619.95 | -719.75 (-53.72%) | 20.64 | 52,680 | 4,654 | 4,770 | |||||||||
| 29 May | 74775.74 | 1337.4 | -478 (-26.33%) | 24.92 | 167 | 54 | 116 | |||||||||
| 27 May | 75867.80 | 2413.35 | -327.55 (-11.95%) | - | 0 | 0 | 62 | |||||||||
| 26 May | 76009.70 | 2413.35 | -327.55 (-11.95%) | 24.56 | 5 | 0 | 62 | |||||||||
| 25 May | 76488.96 | 2740.9 | 942.5 (52.41%) | 19.66 | 1 | -1 | 62 | |||||||||
| 22 May | 75415.35 | 1798.4 | 238.5 (15.29%) | 15.39 | 12 | 0 | 63 | |||||||||
| 21 May | 75183.36 | 1917.3 | 51.25 (2.75%) | - | 0 | 0 | 63 | |||||||||
| 20 May | 75318.39 | 1917.3 | 51.25 (2.75%) | 17.53 | 12 | -1 | 63 | |||||||||
| 19 May | 75200.85 | 2000 | 15.75 (0.79%) | - | 0 | 0 | 64 | |||||||||
| 18 May | 75315.04 | 2000 | 15.75 (0.79%) | 17.25 | 66 | 64 | 64 | |||||||||
| 15 May | 75237.99 | 4369.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4369.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4369.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74200 expiring on 04JUN2026
Delta for 74200 CE is 0.54
Historical price for 74200 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 619.95, which was -719.75 lower than the previous day. The implied volatity was 20.64, the open interest changed by 4654 which increased total open position to 4770
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1337.4, which was -478 lower than the previous day. The implied volatity was 24.92, the open interest changed by 54 which increased total open position to 116
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2413.35, which was -327.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2413.35, which was -327.55 lower than the previous day. The implied volatity was 24.56, the open interest changed by 0 which decreased total open position to 62
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2740.9, which was 942.5 higher than the previous day. The implied volatity was 19.66, the open interest changed by -1 which decreased total open position to 62
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1798.4, which was 238.5 higher than the previous day. The implied volatity was 15.39, the open interest changed by 0 which decreased total open position to 63
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1917.3, which was 51.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1917.3, which was 51.25 higher than the previous day. The implied volatity was 17.53, the open interest changed by -1 which decreased total open position to 63
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2000, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2000, which was 15.75 higher than the previous day. The implied volatity was 17.25, the open interest changed by 64 which increased total open position to 64
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 4369.45, 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 4369.45, 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 4369.45, 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
| SENSEX 04-Jun-2026 (3d) 74200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 26.61
Theta: -61.91
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 363.6 | 170.85 (88.64%) | 16.02 | 4,28,855 | 4,378 | 9,136 |
| 29 May | 74775.74 | 185 | 100.2 (118.16%) | 11.84 | 1,23,311 | 4,036 | 4,758 |
| 27 May | 75867.80 | 80.4 | -48.3 (-37.53%) | 13.51 | 2,621 | 612 | 722 |
| 26 May | 76009.70 | 138.8 | 1.9 (1.39%) | 15.94 | 163 | 96 | 110 |
| 25 May | 76488.96 | 136.9 | -221.6 (-61.81%) | 17.78 | 10 | 3 | 14 |
| 22 May | 75415.35 | 358.5 | -204.5 (-36.32%) | 16.26 | 17 | 10 | 11 |
| 21 May | 75183.36 | 566.85 | -12.85 (-2.22%) | 18.63 | 10 | 0 | 1 |
| 20 May | 75318.39 | 579.7 | -5.85 (-1.00%) | 19.13 | 2 | 1 | 1 |
| 19 May | 75200.85 | 585.55 | -169.95 (-22.50%) | 18 | 1 | -1 | 0 |
| 18 May | 75315.04 | 755.5 | 130.5 (20.88%) | 21.33 | 1 | 1 | 1 |
| 15 May | 75237.99 | 625 | -5.3 (-0.84%) | 17.7 | 2 | 0 | 0 |
| 14 May | 75398.72 | 437.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 437.35 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74200 expiring on 04JUN2026
Delta for 74200 PE is -0.45
Historical price for 74200 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 363.6, which was 170.85 higher than the previous day. The implied volatity was 16.02, the open interest changed by 4378 which increased total open position to 9136
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 185, which was 100.2 higher than the previous day. The implied volatity was 11.84, the open interest changed by 4036 which increased total open position to 4758
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 80.4, which was -48.3 lower than the previous day. The implied volatity was 13.51, the open interest changed by 612 which increased total open position to 722
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 138.8, which was 1.9 higher than the previous day. The implied volatity was 15.94, the open interest changed by 96 which increased total open position to 110
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 136.9, which was -221.6 lower than the previous day. The implied volatity was 17.78, the open interest changed by 3 which increased total open position to 14
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 358.5, which was -204.5 lower than the previous day. The implied volatity was 16.26, the open interest changed by 10 which increased total open position to 11
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 566.85, which was -12.85 lower than the previous day. The implied volatity was 18.63, 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 579.7, which was -5.85 lower than the previous day. The implied volatity was 19.13, the open interest changed by 1 which increased total open position to 1
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 585.55, which was -169.95 lower than the previous day. The implied volatity was 18, the open interest changed by -1 which decreased total open position to 0
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 755.5, which was 130.5 higher than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 1
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 625, which was -5.3 lower than the previous day. The implied volatity was 17.7, 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 437.35, 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 437.35, 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
