Historical option data for SENSEX
08 Jun 2026 12:48 PM IST
| SENSEX 25-Jun-2026 (17d) 74500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 63.52
Theta: -38.51
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 73866.85 | 876.65 | -217.85 (-19.90%) | 15.84 | 717 | 15 | 4,051 | |||||||||
| 5 Jun | 74243.34 | 1052.2 | -135.95 (-11.44%) | 14.08 | 1,018 | 4 | 4,036 | |||||||||
| 4 Jun | 74360.01 | 1227.7 | -76.75 (-5.88%) | 14.42 | 3,930 | 1,758 | 4,032 | |||||||||
| 3 Jun | 74346.17 | 1245.4 | -205.25 (-14.15%) | 15.03 | 4,441 | 2,025 | 2,274 | |||||||||
| 2 Jun | 74649.84 | 1480.55 | 183.7 (14.17%) | 15.39 | 508 | -26 | 249 | |||||||||
| 1 Jun | 74267.34 | 1284.3 | -585.65 (-31.32%) | 15.1 | 444 | 142 | 275 | |||||||||
| 29 May | 74775.74 | 1820.45 | -529.55 (-22.53%) | 15.28 | 176 | 69 | 133 | |||||||||
| 27 May | 75867.80 | 2350 | -75 (-3.09%) | 13.15 | 8 | 0 | 64 | |||||||||
| 26 May | 76009.70 | 2425 | -480.65 (-16.54%) | 12.12 | 19 | 3 | 64 | |||||||||
| 25 May | 76488.96 | 2948 | 448 (17.92%) | 13.05 | 40 | 32 | 61 | |||||||||
| 22 May | 75415.35 | 2500 | 400 (19.05%) | 17.26 | 21 | -14 | 29 | |||||||||
| 21 May | 75183.36 | 2100 | -265.6 (-11.23%) | 13.96 | 16 | -8 | 43 | |||||||||
| 20 May | 75318.39 | 2343.95 | 49.75 (2.17%) | 15.4 | 134 | 12 | 51 | |||||||||
| 19 May | 75200.85 | 2255.95 | -191 (-7.81%) | 14.94 | 77 | -6 | 39 | |||||||||
| 18 May | 75315.04 | 2469.85 | 45.85 (1.89%) | 16.01 | 64 | 31 | 45 | |||||||||
| 15 May | 75237.99 | 2424 | -131 (-5.13%) | 14.77 | 3 | 2 | 14 | |||||||||
| 14 May | 75398.72 | 2555 | 391.15 (18.08%) | 15.1 | 17 | -6 | 12 | |||||||||
| 13 May | 74608.98 | 2160.2 | -93.65 (-4.16%) | 15.62 | 33 | 15 | 18 | |||||||||
| 12 May | 74559.24 | 2267.6 | -995.05 (-30.50%) | 17.06 | 3 | 3 | 3 | |||||||||
| 11 May | 76015.28 | 4601.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 4601.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 4601.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 4601.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 4601.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 74106.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74500 expiring on 25JUN2026
Delta for 74500 CE is 0.46
Historical price for 74500 CE is as follows
On 8 Jun SENSEX was trading at 73866.85. The strike last trading price was 876.65, which was -217.85 lower than the previous day. The implied volatity was 15.84, the open interest changed by 15 which increased total open position to 4051
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1052.2, which was -135.95 lower than the previous day. The implied volatity was 14.08, the open interest changed by 4 which increased total open position to 4036
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1227.7, which was -76.75 lower than the previous day. The implied volatity was 14.42, the open interest changed by 1758 which increased total open position to 4032
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1245.4, which was -205.25 lower than the previous day. The implied volatity was 15.03, the open interest changed by 2025 which increased total open position to 2274
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1480.55, which was 183.7 higher than the previous day. The implied volatity was 15.39, the open interest changed by -26 which decreased total open position to 249
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1284.3, which was -585.65 lower than the previous day. The implied volatity was 15.1, the open interest changed by 142 which increased total open position to 275
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1820.45, which was -529.55 lower than the previous day. The implied volatity was 15.28, the open interest changed by 69 which increased total open position to 133
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2350, which was -75 lower than the previous day. The implied volatity was 13.15, the open interest changed by 0 which decreased total open position to 64
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2425, which was -480.65 lower than the previous day. The implied volatity was 12.12, the open interest changed by 3 which increased total open position to 64
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2948, which was 448 higher than the previous day. The implied volatity was 13.05, the open interest changed by 32 which increased total open position to 61
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 2500, which was 400 higher than the previous day. The implied volatity was 17.26, the open interest changed by -14 which decreased total open position to 29
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2100, which was -265.6 lower than the previous day. The implied volatity was 13.96, the open interest changed by -8 which decreased total open position to 43
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2343.95, which was 49.75 higher than the previous day. The implied volatity was 15.4, the open interest changed by 12 which increased total open position to 51
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2255.95, which was -191 lower than the previous day. The implied volatity was 14.94, the open interest changed by -6 which decreased total open position to 39
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2469.85, which was 45.85 higher than the previous day. The implied volatity was 16.01, the open interest changed by 31 which increased total open position to 45
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 2424, which was -131 lower than the previous day. The implied volatity was 14.77, the open interest changed by 2 which increased total open position to 14
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2555, which was 391.15 higher than the previous day. The implied volatity was 15.1, the open interest changed by -6 which decreased total open position to 12
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 2160.2, which was -93.65 lower than the previous day. The implied volatity was 15.62, the open interest changed by 15 which increased total open position to 18
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 2267.6, which was -995.05 lower than the previous day. The implied volatity was 17.06, the open interest changed by 3 which increased total open position to 3
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 4601.85, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 4601.85, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 4601.85, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 4601.85, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 4601.85, 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 8 Apr SENSEX was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 0, 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 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 0, 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 25-Jun-2026 (17d) 74500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 63.62
Theta: -22.89
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 73866.85 | 1316.8 | 275.45 (26.45%) | 18.29 | 372 | -42 | 3,986 |
| 5 Jun | 74243.34 | 1053.65 | 82.2 (8.46%) | 16.28 | 916 | -98 | 4,028 |
| 4 Jun | 74360.01 | 937 | -49.55 (-5.02%) | 15.73 | 4,510 | 1,813 | 4,126 |
| 3 Jun | 74346.17 | 1041.65 | 214.15 (25.88%) | 16.28 | 4,036 | 1,892 | 2,313 |
| 2 Jun | 74649.84 | 794 | -303.35 (-27.64%) | 14.44 | 666 | 168 | 421 |
| 1 Jun | 74267.34 | 1103.7 | 304.65 (38.13%) | 16.18 | 745 | 86 | 253 |
| 29 May | 74775.74 | 814.5 | 272.6 (50.30%) | 14.64 | 1,136 | 60 | 167 |
| 27 May | 75867.80 | 540.65 | -89.2 (-14.16%) | 15.32 | 110 | -10 | 107 |
| 26 May | 76009.70 | 623.55 | 75.9 (13.86%) | 16.83 | 126 | 13 | 117 |
| 25 May | 76488.96 | 518.3 | -472.5 (-47.69%) | 17.05 | 97 | 21 | 104 |
| 22 May | 75415.35 | 948.1 | -226.75 (-19.30%) | 17.91 | 23 | 6 | 83 |
| 21 May | 75183.36 | 1174.85 | -2.15 (-0.18%) | 19.42 | 92 | 14 | 77 |
| 20 May | 75318.39 | 1161.2 | -100.7 (-7.98%) | 19.63 | 98 | -44 | 63 |
| 19 May | 75200.85 | 1268.6 | -121.7 (-8.75%) | 20.17 | 133 | 77 | 107 |
| 18 May | 75315.04 | 1390.3 | 129.55 (10.28%) | 21.85 | 113 | 13 | 30 |
| 15 May | 75237.99 | 1457.95 | -22.7 (-1.53%) | - | 0 | 0 | 17 |
| 14 May | 75398.72 | 1457.95 | -22.7 (-1.53%) | 22.07 | 18 | 5 | 17 |
| 13 May | 74608.98 | 1480.65 | -26.25 (-1.74%) | 19.28 | 53 | 9 | 12 |
| 12 May | 74559.24 | 1507 | 263.1 (21.15%) | 18.97 | 3 | 3 | 3 |
| 11 May | 76015.28 | 734 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 734 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 734 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 734 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 734 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 74106.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74500 expiring on 25JUN2026
Delta for 74500 PE is -0.53
Historical price for 74500 PE is as follows
On 8 Jun SENSEX was trading at 73866.85. The strike last trading price was 1316.8, which was 275.45 higher than the previous day. The implied volatity was 18.29, the open interest changed by -42 which decreased total open position to 3986
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1053.65, which was 82.2 higher than the previous day. The implied volatity was 16.28, the open interest changed by -98 which decreased total open position to 4028
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 937, which was -49.55 lower than the previous day. The implied volatity was 15.73, the open interest changed by 1813 which increased total open position to 4126
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1041.65, which was 214.15 higher than the previous day. The implied volatity was 16.28, the open interest changed by 1892 which increased total open position to 2313
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 794, which was -303.35 lower than the previous day. The implied volatity was 14.44, the open interest changed by 168 which increased total open position to 421
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1103.7, which was 304.65 higher than the previous day. The implied volatity was 16.18, the open interest changed by 86 which increased total open position to 253
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 814.5, which was 272.6 higher than the previous day. The implied volatity was 14.64, the open interest changed by 60 which increased total open position to 167
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 540.65, which was -89.2 lower than the previous day. The implied volatity was 15.32, the open interest changed by -10 which decreased total open position to 107
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 623.55, which was 75.9 higher than the previous day. The implied volatity was 16.83, the open interest changed by 13 which increased total open position to 117
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 518.3, which was -472.5 lower than the previous day. The implied volatity was 17.05, the open interest changed by 21 which increased total open position to 104
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 948.1, which was -226.75 lower than the previous day. The implied volatity was 17.91, the open interest changed by 6 which increased total open position to 83
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1174.85, which was -2.15 lower than the previous day. The implied volatity was 19.42, the open interest changed by 14 which increased total open position to 77
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1161.2, which was -100.7 lower than the previous day. The implied volatity was 19.63, the open interest changed by -44 which decreased total open position to 63
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1268.6, which was -121.7 lower than the previous day. The implied volatity was 20.17, the open interest changed by 77 which increased total open position to 107
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1390.3, which was 129.55 higher than the previous day. The implied volatity was 21.85, the open interest changed by 13 which increased total open position to 30
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1457.95, which was -22.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1457.95, which was -22.7 lower than the previous day. The implied volatity was 22.07, the open interest changed by 5 which increased total open position to 17
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1480.65, which was -26.25 lower than the previous day. The implied volatity was 19.28, the open interest changed by 9 which increased total open position to 12
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1507, which was 263.1 higher than the previous day. The implied volatity was 18.97, the open interest changed by 3 which increased total open position to 3
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 734, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 734, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 734, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 734, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 734, 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 8 Apr SENSEX was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX was trading at 74616.58. The strike last trading price was 0, 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 6 Apr SENSEX was trading at 74106.85. The strike last trading price was 0, 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
