Historical option data for SENSEX
05 Jun 2026 04:14 PM IST
| SENSEX 11-Jun-2026 (4d) 74300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 37.91
Theta: -61.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 74243.34 | 640.3 | -147.75 (-18.75%) | 16 | 3,10,428 | 2,755 | 9,266 | |||||||||
| 4 Jun | 74360.01 | 845.5 | -108.1 (-11.34%) | 16.72 | 46,245 | 5,795 | 6,511 | |||||||||
| 3 Jun | 74346.17 | 894.05 | -172.9 (-16.21%) | 17.92 | 4,010 | 608 | 716 | |||||||||
| 2 Jun | 74649.84 | 1146.15 | 194.2 (20.40%) | 18.32 | 754 | 10 | 108 | |||||||||
| 1 Jun | 74267.34 | 949.45 | -238.3 (-20.06%) | 17.46 | 242 | 98 | 98 | |||||||||
| 29 May | 74775.74 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4425.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74300 expiring on 11JUN2026
Delta for 74300 CE is 0.52
Historical price for 74300 CE is as follows
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 640.3, which was -147.75 lower than the previous day. The implied volatity was 16, the open interest changed by 2755 which increased total open position to 9266
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 845.5, which was -108.1 lower than the previous day. The implied volatity was 16.72, the open interest changed by 5795 which increased total open position to 6511
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 894.05, which was -172.9 lower than the previous day. The implied volatity was 17.92, the open interest changed by 608 which increased total open position to 716
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1146.15, which was 194.2 higher than the previous day. The implied volatity was 18.32, the open interest changed by 10 which increased total open position to 108
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 949.45, which was -238.3 lower than the previous day. The implied volatity was 17.46, the open interest changed by 98 which increased total open position to 98
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 4425.85, 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 (4d) 74300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 37.9
Theta: -38.27
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 74243.34 | 545.8 | 56.7 (11.59%) | 15.23 | 5,42,084 | -3,214 | 10,238 |
| 4 Jun | 74360.01 | 445.4 | -130.05 (-22.60%) | 14.18 | 55,874 | 12,595 | 13,452 |
| 3 Jun | 74346.17 | 571.5 | 152.9 (36.53%) | 15.3 | 5,050 | 719 | 857 |
| 2 Jun | 74649.84 | 375.8 | -298 (-44.23%) | 12.99 | 1,123 | 6 | 138 |
| 1 Jun | 74267.34 | 679.65 | 264.9 (63.87%) | 15.67 | 507 | 59 | 132 |
| 29 May | 74775.74 | 447.1 | 210 (88.57%) | 13.58 | 188 | 58 | 73 |
| 27 May | 75867.80 | 237.1 | -140.15 (-37.15%) | 14.38 | 15 | 15 | 15 |
| 26 May | 76009.70 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 526.4 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74300 expiring on 11JUN2026
Delta for 74300 PE is -0.48
Historical price for 74300 PE is as follows
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 545.8, which was 56.7 higher than the previous day. The implied volatity was 15.23, the open interest changed by -3214 which decreased total open position to 10238
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 445.4, which was -130.05 lower than the previous day. The implied volatity was 14.18, the open interest changed by 12595 which increased total open position to 13452
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 571.5, which was 152.9 higher than the previous day. The implied volatity was 15.3, the open interest changed by 719 which increased total open position to 857
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 375.8, which was -298 lower than the previous day. The implied volatity was 12.99, the open interest changed by 6 which increased total open position to 138
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 679.65, which was 264.9 higher than the previous day. The implied volatity was 15.67, the open interest changed by 59 which increased total open position to 132
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 447.1, which was 210 higher than the previous day. The implied volatity was 13.58, the open interest changed by 58 which increased total open position to 73
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 237.1, which was -140.15 lower than the previous day. The implied volatity was 14.38, 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 526.4, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 526.4, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 526.4, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 526.4, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 526.4, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 526.4, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 526.4, 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 May SENSEX was trading at 75237.99. The strike last trading price was 526.4, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 526.4, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 526.4, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 526.4, 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
