Historical option data for SENSEX
02 Jun 2026 04:14 PM IST
| SENSEX 04-Jun-2026 (1d) 74900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 21.7
Theta: -123.89
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 74649.84 | 369.7 | 52.8 (16.66%) | 21.18 | 4,65,058 | -279 | 10,767 | |||||||||
| 1 Jun | 74267.34 | 298.55 | -566.4 (-65.48%) | 19.73 | 3,38,021 | 10,065 | 11,046 | |||||||||
| 29 May | 74775.74 | 858.25 | -569.85 (-39.90%) | 19.56 | 12,592 | 927 | 981 | |||||||||
| 27 May | 75867.80 | 1435 | -53.8 (-3.61%) | 16.53 | 33 | 14 | 54 | |||||||||
| 26 May | 76009.70 | 1488.8 | -516.1 (-25.74%) | 13.68 | 54 | -19 | 40 | |||||||||
| 25 May | 76488.96 | 2004.9 | 734 (57.75%) | 14.67 | 3 | -1 | 59 | |||||||||
| 22 May | 75415.35 | 1330 | 152.3 (12.93%) | 15.67 | 55 | 25 | 60 | |||||||||
| 21 May | 75183.36 | 1177.7 | -106.3 (-8.28%) | 14.75 | 28 | 8 | 35 | |||||||||
| 20 May | 75318.39 | 1284 | -0.35 (-0.03%) | 14.42 | 62 | 11 | 27 | |||||||||
| 19 May | 75200.85 | 1324 | 214.8 (19.37%) | 15.81 | 12 | 6 | 16 | |||||||||
| 18 May | 75315.04 | 1109.2 | -452.35 (-28.97%) | 9.99 | 10 | 10 | 10 | |||||||||
| 15 May | 75237.99 | 3823.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 3823.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3823.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3823.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 74900 expiring on 04JUN2026
Delta for 74900 CE is 0.43
Historical price for 74900 CE is as follows
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 369.7, which was 52.8 higher than the previous day. The implied volatity was 21.18, the open interest changed by -279 which decreased total open position to 10767
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 298.55, which was -566.4 lower than the previous day. The implied volatity was 19.73, the open interest changed by 10065 which increased total open position to 11046
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 858.25, which was -569.85 lower than the previous day. The implied volatity was 19.56, the open interest changed by 927 which increased total open position to 981
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1435, which was -53.8 lower than the previous day. The implied volatity was 16.53, the open interest changed by 14 which increased total open position to 54
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1488.8, which was -516.1 lower than the previous day. The implied volatity was 13.68, the open interest changed by -19 which decreased total open position to 40
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2004.9, which was 734 higher than the previous day. The implied volatity was 14.67, the open interest changed by -1 which decreased total open position to 59
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1330, which was 152.3 higher than the previous day. The implied volatity was 15.67, the open interest changed by 25 which increased total open position to 60
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1177.7, which was -106.3 lower than the previous day. The implied volatity was 14.75, the open interest changed by 8 which increased total open position to 35
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1284, which was -0.35 lower than the previous day. The implied volatity was 14.42, the open interest changed by 11 which increased total open position to 27
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1324, which was 214.8 higher than the previous day. The implied volatity was 15.81, the open interest changed by 6 which increased total open position to 16
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1109.2, which was -452.35 lower than the previous day. The implied volatity was 9.99, the open interest changed by 10 which increased total open position to 10
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 3823.35, 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 3823.35, 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 3823.35, 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 3823.35, 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 04-Jun-2026 (1d) 74900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 20.57
Theta: -39.2
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 74649.84 | 344.3 | -392.8 (-53.29%) | 10.17 | 1,72,003 | -288 | 4,358 |
| 1 Jun | 74267.34 | 745.25 | 337.1 (82.59%) | 15.05 | 5,59,638 | 1,701 | 4,646 |
| 29 May | 74775.74 | 397.2 | 204.85 (106.50%) | 10.37 | 2,06,315 | 1,431 | 2,945 |
| 27 May | 75867.80 | 190.75 | -65.75 (-25.63%) | 13.33 | 4,460 | 1,334 | 1,514 |
| 26 May | 76009.70 | 243.2 | -12.8 (-5.00%) | 15.05 | 289 | 137 | 180 |
| 25 May | 76488.96 | 580 | -247.35 (-29.90%) | - | 0 | 0 | 43 |
| 22 May | 75415.35 | 580 | -247.35 (-29.90%) | 16.26 | 239 | 32 | 43 |
| 21 May | 75183.36 | 830.8 | 67.2 (8.80%) | 18.67 | 29 | -5 | 11 |
| 20 May | 75318.39 | 763.55 | -164.85 (-17.76%) | 17.95 | 8 | 0 | 16 |
| 19 May | 75200.85 | 918 | -223.35 (-19.57%) | 19.17 | 38 | -31 | 16 |
| 18 May | 75315.04 | 1141.35 | 191.75 (20.19%) | 23.25 | 48 | 46 | 47 |
| 15 May | 75237.99 | 949.6 | 61.7 (6.95%) | 18.76 | 1 | 1 | 1 |
| 14 May | 75398.72 | 586.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 586.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 586.8 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 74900 expiring on 04JUN2026
Delta for 74900 PE is -0.64
Historical price for 74900 PE is as follows
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 344.3, which was -392.8 lower than the previous day. The implied volatity was 10.17, the open interest changed by -288 which decreased total open position to 4358
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 745.25, which was 337.1 higher than the previous day. The implied volatity was 15.05, the open interest changed by 1701 which increased total open position to 4646
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 397.2, which was 204.85 higher than the previous day. The implied volatity was 10.37, the open interest changed by 1431 which increased total open position to 2945
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 190.75, which was -65.75 lower than the previous day. The implied volatity was 13.33, the open interest changed by 1334 which increased total open position to 1514
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 243.2, which was -12.8 lower than the previous day. The implied volatity was 15.05, the open interest changed by 137 which increased total open position to 180
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 580, which was -247.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 580, which was -247.35 lower than the previous day. The implied volatity was 16.26, the open interest changed by 32 which increased total open position to 43
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 830.8, which was 67.2 higher than the previous day. The implied volatity was 18.67, the open interest changed by -5 which decreased total open position to 11
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 763.55, which was -164.85 lower than the previous day. The implied volatity was 17.95, the open interest changed by 0 which decreased total open position to 16
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 918, which was -223.35 lower than the previous day. The implied volatity was 19.17, the open interest changed by -31 which decreased total open position to 16
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1141.35, which was 191.75 higher than the previous day. The implied volatity was 23.25, the open interest changed by 46 which increased total open position to 47
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 949.6, which was 61.7 higher than the previous day. The implied volatity was 18.76, the open interest changed by 1 which increased total open position to 1
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 586.8, 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 586.8, 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 586.8, 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
