Historical option data for SENSEX
05 Jun 2026 09:35 AM IST
| SENSEX 11-Jun-2026 (6d) 74500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 38.64
Theta: -64.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 74550.65 | 764.7 | 82.3 (12.06%) | 17.29 | 65,647 | 11,865 | 31,593 | |||||||||
| 4 Jun | 74360.01 | 730 | -124.95 (-14.61%) | 16.54 | 1,00,191 | 5,008 | 19,728 | |||||||||
| 3 Jun | 74346.17 | 807.4 | -165.8 (-17.04%) | 18.29 | 51,433 | 12,983 | 14,720 | |||||||||
| 2 Jun | 74649.84 | 995.95 | 151.5 (17.94%) | 17.55 | 8,802 | 1,180 | 1,737 | |||||||||
| 1 Jun | 74267.34 | 840 | -581.9 (-40.92%) | 17.3 | 2,200 | 538 | 557 | |||||||||
| 29 May | 74775.74 | 1450 | -290.25 (-16.68%) | 18.37 | 31 | 19 | 19 | |||||||||
| 27 May | 75867.80 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4270.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74500 expiring on 11JUN2026
Delta for 74500 CE is 0.55
Historical price for 74500 CE is as follows
On 5 Jun SENSEX was trading at 74550.65. The strike last trading price was 764.7, which was 82.3 higher than the previous day. The implied volatity was 17.29, the open interest changed by 11865 which increased total open position to 31593
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 730, which was -124.95 lower than the previous day. The implied volatity was 16.54, the open interest changed by 5008 which increased total open position to 19728
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 807.4, which was -165.8 lower than the previous day. The implied volatity was 18.29, the open interest changed by 12983 which increased total open position to 14720
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 995.95, which was 151.5 higher than the previous day. The implied volatity was 17.55, the open interest changed by 1180 which increased total open position to 1737
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 840, which was -581.9 lower than the previous day. The implied volatity was 17.3, the open interest changed by 538 which increased total open position to 557
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1450, which was -290.25 lower than the previous day. The implied volatity was 18.37, the open interest changed by 19 which increased total open position to 19
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 4270.35, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 4270.35, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 4270.35, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 4270.35, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 4270.35, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 4270.35, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 4270.35, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 4270.35, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 4270.35, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 4270.35, 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 4270.35, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 4270.35, 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
| SENSEX 11-Jun-2026 (6d) 74500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 38.61
Theta: -40.83
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 74550.65 | 546.35 | -26.05 (-4.55%) | 16.24 | 97,045 | 14,840 | 34,728 |
| 4 Jun | 74360.01 | 525 | -136.2 (-20.60%) | 13.93 | 87,209 | 5,070 | 19,888 |
| 3 Jun | 74346.17 | 672.75 | 214.15 (46.70%) | 15.43 | 42,557 | 12,810 | 14,818 |
| 2 Jun | 74649.84 | 435.5 | -318.75 (-42.26%) | 12.59 | 8,231 | 1,183 | 2,008 |
| 1 Jun | 74267.34 | 763.9 | 278.5 (57.38%) | 15.4 | 3,281 | 136 | 825 |
| 29 May | 74775.74 | 479.05 | 218.1 (83.58%) | 12.79 | 2,524 | 654 | 689 |
| 27 May | 75867.80 | 254.4 | -63 (-19.85%) | 13.82 | 106 | 23 | 35 |
| 26 May | 76009.70 | 317.4 | -4.1 (-1.28%) | 15.49 | 5 | 1 | 12 |
| 25 May | 76488.96 | 321.15 | -318.45 (-49.79%) | 17.58 | 19 | 8 | 11 |
| 22 May | 75415.35 | 877.85 | -256.6 (-22.62%) | - | 0 | 0 | 3 |
| 21 May | 75183.36 | 877.85 | -256.6 (-22.62%) | 19.07 | 3 | 3 | 3 |
| 20 May | 75318.39 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 569.45 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74500 expiring on 11JUN2026
Delta for 74500 PE is -0.45
Historical price for 74500 PE is as follows
On 5 Jun SENSEX was trading at 74550.65. The strike last trading price was 546.35, which was -26.05 lower than the previous day. The implied volatity was 16.24, the open interest changed by 14840 which increased total open position to 34728
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 525, which was -136.2 lower than the previous day. The implied volatity was 13.93, the open interest changed by 5070 which increased total open position to 19888
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 672.75, which was 214.15 higher than the previous day. The implied volatity was 15.43, the open interest changed by 12810 which increased total open position to 14818
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 435.5, which was -318.75 lower than the previous day. The implied volatity was 12.59, the open interest changed by 1183 which increased total open position to 2008
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 763.9, which was 278.5 higher than the previous day. The implied volatity was 15.4, the open interest changed by 136 which increased total open position to 825
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 479.05, which was 218.1 higher than the previous day. The implied volatity was 12.79, the open interest changed by 654 which increased total open position to 689
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 254.4, which was -63 lower than the previous day. The implied volatity was 13.82, the open interest changed by 23 which increased total open position to 35
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 317.4, which was -4.1 lower than the previous day. The implied volatity was 15.49, the open interest changed by 1 which increased total open position to 12
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 321.15, which was -318.45 lower than the previous day. The implied volatity was 17.58, the open interest changed by 8 which increased total open position to 11
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 877.85, which was -256.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 877.85, which was -256.6 lower than the previous day. The implied volatity was 19.07, the open interest changed by 3 which increased total open position to 3
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 569.45, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 569.45, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 569.45, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 569.45, 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 569.45, 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 569.45, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 569.45, 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
