Historical option data for SENSEX
03 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (1d) 74400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 15.47
Theta: -158.26
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 74346.17 | 279 | -385.6 (-58.02%) | 19.09 | 28,36,335 | 18,447 | 23,148 | |||||||||
| 2 Jun | 74649.84 | 675 | 144.95 (27.35%) | 23.52 | 3,71,259 | -1,181 | 4,701 | |||||||||
| 1 Jun | 74267.34 | 506.25 | -675.6 (-57.16%) | 19.93 | 1,30,716 | 5,563 | 5,882 | |||||||||
| 29 May | 74775.74 | 1179.7 | -592.3 (-33.43%) | 23.86 | 3,014 | 285 | 319 | |||||||||
| 27 May | 75867.80 | 1772 | -137 (-7.18%) | 14.89 | 10 | 0 | 34 | |||||||||
| 26 May | 76009.70 | 1930 | -435.4 (-18.41%) | 14.77 | 8 | 2 | 34 | |||||||||
| 25 May | 76488.96 | 1735.4 | 235.85 (15.73%) | - | 0 | 0 | 32 | |||||||||
| 22 May | 75415.35 | 1735.4 | 235.85 (15.73%) | 17.12 | 17 | 1 | 32 | |||||||||
| 21 May | 75183.36 | 1498.9 | -218.05 (-12.70%) | 14.78 | 11 | 0 | 31 | |||||||||
| 20 May | 75318.39 | 1724.8 | 89.65 (5.48%) | 16.49 | 6 | 0 | 31 | |||||||||
| 19 May | 75200.85 | 1644.5 | -182.35 (-9.98%) | 15.93 | 8 | -7 | 31 | |||||||||
| 18 May | 75315.04 | 1826.85 | -30.55 (-1.64%) | 16.6 | 48 | 38 | 38 | |||||||||
| 15 May | 75237.99 | 4210.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4210.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4210.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74400 expiring on 04JUN2026
Delta for 74400 CE is 0.48
Historical price for 74400 CE is as follows
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 279, which was -385.6 lower than the previous day. The implied volatity was 19.09, the open interest changed by 18447 which increased total open position to 23148
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 675, which was 144.95 higher than the previous day. The implied volatity was 23.52, the open interest changed by -1181 which decreased total open position to 4701
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 506.25, which was -675.6 lower than the previous day. The implied volatity was 19.93, the open interest changed by 5563 which increased total open position to 5882
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1179.7, which was -592.3 lower than the previous day. The implied volatity was 23.86, the open interest changed by 285 which increased total open position to 319
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1772, which was -137 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 34
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1930, which was -435.4 lower than the previous day. The implied volatity was 14.77, the open interest changed by 2 which increased total open position to 34
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1735.4, which was 235.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1735.4, which was 235.85 higher than the previous day. The implied volatity was 17.12, the open interest changed by 1 which increased total open position to 32
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1498.9, which was -218.05 lower than the previous day. The implied volatity was 14.78, the open interest changed by 0 which decreased total open position to 31
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1724.8, which was 89.65 higher than the previous day. The implied volatity was 16.49, the open interest changed by 0 which decreased total open position to 31
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1644.5, which was -182.35 lower than the previous day. The implied volatity was 15.93, the open interest changed by -7 which decreased total open position to 31
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1826.85, which was -30.55 lower than the previous day. The implied volatity was 16.6, the open interest changed by 38 which increased total open position to 38
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 4210.1, 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 4210.1, 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 4210.1, 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 (1d) 74400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 15.46
Theta: -133.32
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 74346.17 | 303.55 | 134 (79.03%) | 18.5 | 15,68,987 | 9,006 | 20,620 |
| 2 Jun | 74649.84 | 153.45 | -307.5 (-66.71%) | 12.5 | 4,12,503 | 429 | 11,614 |
| 1 Jun | 74267.34 | 457.6 | 216.4 (89.72%) | 15.89 | 5,09,236 | 7,982 | 11,185 |
| 29 May | 74775.74 | 236.5 | 132.25 (126.86%) | 11.59 | 1,20,876 | 2,641 | 3,203 |
| 27 May | 75867.80 | 107.75 | -47.65 (-30.66%) | 13.59 | 2,787 | 459 | 562 |
| 26 May | 76009.70 | 147.5 | -16.9 (-10.28%) | 15.14 | 286 | 87 | 103 |
| 25 May | 76488.96 | 454.95 | -145.8 (-24.27%) | - | 0 | 0 | 16 |
| 22 May | 75415.35 | 454.95 | -145.8 (-24.27%) | 17.1 | 21 | 7 | 16 |
| 21 May | 75183.36 | 600.75 | -158.7 (-20.90%) | 18 | 3 | -2 | 9 |
| 20 May | 75318.39 | 759.45 | 0 (0.00%) | 21.18 | 44 | -23 | 11 |
| 19 May | 75200.85 | 984.1 | 188.6 (23.71%) | - | 0 | 0 | 34 |
| 18 May | 75315.04 | 984.1 | 188.6 (23.71%) | 23.95 | 44 | 34 | 34 |
| 15 May | 75237.99 | 476.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 476.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 476.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74400 expiring on 04JUN2026
Delta for 74400 PE is -0.52
Historical price for 74400 PE is as follows
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 303.55, which was 134 higher than the previous day. The implied volatity was 18.5, the open interest changed by 9006 which increased total open position to 20620
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 153.45, which was -307.5 lower than the previous day. The implied volatity was 12.5, the open interest changed by 429 which increased total open position to 11614
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 457.6, which was 216.4 higher than the previous day. The implied volatity was 15.89, the open interest changed by 7982 which increased total open position to 11185
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 236.5, which was 132.25 higher than the previous day. The implied volatity was 11.59, the open interest changed by 2641 which increased total open position to 3203
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 107.75, which was -47.65 lower than the previous day. The implied volatity was 13.59, the open interest changed by 459 which increased total open position to 562
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 147.5, which was -16.9 lower than the previous day. The implied volatity was 15.14, the open interest changed by 87 which increased total open position to 103
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 454.95, which was -145.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 454.95, which was -145.8 lower than the previous day. The implied volatity was 17.1, the open interest changed by 7 which increased total open position to 16
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 600.75, which was -158.7 lower than the previous day. The implied volatity was 18, the open interest changed by -2 which decreased total open position to 9
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 759.45, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by -23 which decreased total open position to 11
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 984.1, which was 188.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 984.1, which was 188.6 higher than the previous day. The implied volatity was 23.95, the open interest changed by 34 which increased total open position to 34
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 476.7, 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 476.7, 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 476.7, 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
