Historical option data for SENSEX
08 Jun 2026 10:35 AM IST
| SENSEX 11-Jun-2026 (3d) 74400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 25.54
Theta: -91.7
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 73747.02 | 339.75 | -275.6 (-44.79%) | 21.27 | 72,104 | 2,564 | 16,545 | |||||||||
| 5 Jun | 74243.34 | 588.25 | -151.05 (-20.43%) | 15.94 | 3,61,452 | 3,885 | 13,981 | |||||||||
| 4 Jun | 74360.01 | 780 | -130.55 (-14.34%) | 16.47 | 46,678 | 9,482 | 10,096 | |||||||||
| 3 Jun | 74346.17 | 848.4 | -179.35 (-17.45%) | 18.07 | 5,314 | 511 | 614 | |||||||||
| 2 Jun | 74649.84 | 1057.55 | 151.5 (16.72%) | 17.66 | 557 | 26 | 103 | |||||||||
| 1 Jun | 74267.34 | 876.85 | -250.9 (-22.25%) | 17.03 | 221 | 77 | 77 | |||||||||
| 29 May | 74775.74 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4347.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74400 expiring on 11JUN2026
Delta for 74400 CE is 0.35
Historical price for 74400 CE is as follows
On 8 Jun SENSEX was trading at 73747.02. The strike last trading price was 339.75, which was -275.6 lower than the previous day. The implied volatity was 21.27, the open interest changed by 2564 which increased total open position to 16545
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 588.25, which was -151.05 lower than the previous day. The implied volatity was 15.94, the open interest changed by 3885 which increased total open position to 13981
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 780, which was -130.55 lower than the previous day. The implied volatity was 16.47, the open interest changed by 9482 which increased total open position to 10096
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 848.4, which was -179.35 lower than the previous day. The implied volatity was 18.07, the open interest changed by 511 which increased total open position to 614
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1057.55, which was 151.5 higher than the previous day. The implied volatity was 17.66, the open interest changed by 26 which increased total open position to 103
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 876.85, which was -250.9 lower than the previous day. The implied volatity was 17.03, the open interest changed by 77 which increased total open position to 77
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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 4347.8, 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) 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 25.5
Theta: -70.29
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 73747.02 | 925.15 | 334.3 (56.58%) | 21.05 | 11,363 | -3,132 | 4,773 |
| 5 Jun | 74243.34 | 599.4 | 79.8 (15.36%) | 15.33 | 5,40,936 | 4 | 7,905 |
| 4 Jun | 74360.01 | 487.75 | -121.8 (-19.98%) | 14.15 | 44,601 | 7,202 | 7,901 |
| 3 Jun | 74346.17 | 616.2 | 201.15 (48.46%) | 15.26 | 6,693 | 549 | 699 |
| 2 Jun | 74649.84 | 406.6 | -316.2 (-43.75%) | 12.84 | 938 | 52 | 150 |
| 1 Jun | 74267.34 | 716.95 | 244.5 (51.75%) | 15.46 | 696 | 33 | 98 |
| 29 May | 74775.74 | 464.75 | 198.5 (74.55%) | 13.23 | 96 | 48 | 65 |
| 27 May | 75867.80 | 266.25 | -136.05 (-33.82%) | 14.58 | 19 | 17 | 17 |
| 26 May | 76009.70 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 547.6 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74400 expiring on 11JUN2026
Delta for 74400 PE is -0.65
Historical price for 74400 PE is as follows
On 8 Jun SENSEX was trading at 73747.02. The strike last trading price was 925.15, which was 334.3 higher than the previous day. The implied volatity was 21.05, the open interest changed by -3132 which decreased total open position to 4773
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 599.4, which was 79.8 higher than the previous day. The implied volatity was 15.33, the open interest changed by 4 which increased total open position to 7905
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 487.75, which was -121.8 lower than the previous day. The implied volatity was 14.15, the open interest changed by 7202 which increased total open position to 7901
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 616.2, which was 201.15 higher than the previous day. The implied volatity was 15.26, the open interest changed by 549 which increased total open position to 699
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 406.6, which was -316.2 lower than the previous day. The implied volatity was 12.84, the open interest changed by 52 which increased total open position to 150
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 716.95, which was 244.5 higher than the previous day. The implied volatity was 15.46, the open interest changed by 33 which increased total open position to 98
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 464.75, which was 198.5 higher than the previous day. The implied volatity was 13.23, the open interest changed by 48 which increased total open position to 65
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 266.25, which was -136.05 lower than the previous day. The implied volatity was 14.58, the open interest changed by 17 which increased total open position to 17
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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 547.6, 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
