Historical option data for SENSEX
12 Jun 2026 04:09 PM IST
| SENSEX 18-Jun-2026 (5d) 75000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 35.95
Theta: -68.31
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 75527.95 | 1080.65 | 865.8 (402.98%) | 18.41 | 7,24,374 | 5,008 | 15,938 | |||||||||
| 11 Jun | 73832.55 | 239 | -69.4 (-22.50%) | 15.14 | 66,711 | 4,511 | 10,930 | |||||||||
| 10 Jun | 73983.18 | 293 | -73.55 (-20.07%) | 14.33 | 22,467 | 1,926 | 6,419 | |||||||||
| 9 Jun | 73918.76 | 378.95 | 24.5 (6.91%) | 15.95 | 13,220 | 3,104 | 4,493 | |||||||||
| 8 Jun | 73524.26 | 345 | -330.45 (-48.92%) | 17.26 | 3,329 | 685 | 1,389 | |||||||||
| 5 Jun | 74243.34 | 649.3 | -111.5 (-14.66%) | 15.56 | 2,501 | 617 | 704 | |||||||||
| 4 Jun | 74360.01 | 815.2 | -69.25 (-7.83%) | 16.1 | 501 | 64 | 87 | |||||||||
| 3 Jun | 74346.17 | 794.4 | -169.7 (-17.60%) | 15.89 | 204 | -17 | 23 | |||||||||
| 2 Jun | 74649.84 | 1005.65 | 140.15 (16.19%) | 16.31 | 74 | 4 | 40 | |||||||||
| 1 Jun | 74267.34 | 870.6 | -177.5 (-16.94%) | 16.32 | 39 | 36 | 36 | |||||||||
| 29 May | 74775.74 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75000 expiring on 18JUN2026
Delta for 75000 CE is 0.65
Historical price for 75000 CE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1080.65, which was 865.8 higher than the previous day. The implied volatity was 18.41, the open interest changed by 5008 which increased total open position to 15938
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 239, which was -69.4 lower than the previous day. The implied volatity was 15.14, the open interest changed by 4511 which increased total open position to 10930
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 293, which was -73.55 lower than the previous day. The implied volatity was 14.33, the open interest changed by 1926 which increased total open position to 6419
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 378.95, which was 24.5 higher than the previous day. The implied volatity was 15.95, the open interest changed by 3104 which increased total open position to 4493
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 345, which was -330.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by 685 which increased total open position to 1389
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 649.3, which was -111.5 lower than the previous day. The implied volatity was 15.56, the open interest changed by 617 which increased total open position to 704
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 815.2, which was -69.25 lower than the previous day. The implied volatity was 16.1, the open interest changed by 64 which increased total open position to 87
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 794.4, which was -169.7 lower than the previous day. The implied volatity was 15.89, the open interest changed by -17 which decreased total open position to 23
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1005.65, which was 140.15 higher than the previous day. The implied volatity was 16.31, the open interest changed by 4 which increased total open position to 40
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 870.6, which was -177.5 lower than the previous day. The implied volatity was 16.32, the open interest changed by 36 which increased total open position to 36
On 29 May SENSEX was trading at 74775.74. 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 18-Jun-2026 (5d) 75000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 34.91
Theta: -37.91
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 75527.95 | 321.75 | -993.4 (-75.54%) | 15.37 | 4,31,080 | 23,802 | 27,223 |
| 11 Jun | 73832.55 | 1259.05 | 43.6 (3.59%) | 15.02 | 5,663 | 1,149 | 3,421 |
| 10 Jun | 73983.18 | 1243.4 | 98.35 (8.59%) | 16.85 | 5,675 | 1,951 | 2,272 |
| 9 Jun | 73918.76 | 1130 | -522.5 (-31.62%) | 12.32 | 391 | 133 | 321 |
| 8 Jun | 73524.26 | 1657.35 | 545.9 (49.12%) | 17.19 | 123 | 20 | 188 |
| 5 Jun | 74243.34 | 1103.4 | 118.9 (12.08%) | 14.9 | 620 | 146 | 168 |
| 4 Jun | 74360.01 | 980 | -90.25 (-8.43%) | 14.5 | 35 | -5 | 22 |
| 3 Jun | 74346.17 | 1095.4 | 202.25 (22.64%) | 15.13 | 65 | -17 | 27 |
| 2 Jun | 74649.84 | 801.95 | -391.35 (-32.80%) | 12.68 | 213 | 1 | 44 |
| 1 Jun | 74267.34 | 1194.6 | 518.75 (76.76%) | 15.56 | 34 | 27 | 43 |
| 29 May | 74775.74 | 675.85 | 239.1 (54.75%) | 10.97 | 16 | 16 | 16 |
For Sensex - strike price 75000 expiring on 18JUN2026
Delta for 75000 PE is -0.33
Historical price for 75000 PE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 321.75, which was -993.4 lower than the previous day. The implied volatity was 15.37, the open interest changed by 23802 which increased total open position to 27223
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1259.05, which was 43.6 higher than the previous day. The implied volatity was 15.02, the open interest changed by 1149 which increased total open position to 3421
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1243.4, which was 98.35 higher than the previous day. The implied volatity was 16.85, the open interest changed by 1951 which increased total open position to 2272
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1130, which was -522.5 lower than the previous day. The implied volatity was 12.32, the open interest changed by 133 which increased total open position to 321
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1657.35, which was 545.9 higher than the previous day. The implied volatity was 17.19, the open interest changed by 20 which increased total open position to 188
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1103.4, which was 118.9 higher than the previous day. The implied volatity was 14.9, the open interest changed by 146 which increased total open position to 168
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 980, which was -90.25 lower than the previous day. The implied volatity was 14.5, the open interest changed by -5 which decreased total open position to 22
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1095.4, which was 202.25 higher than the previous day. The implied volatity was 15.13, the open interest changed by -17 which decreased total open position to 27
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 801.95, which was -391.35 lower than the previous day. The implied volatity was 12.68, the open interest changed by 1 which increased total open position to 44
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1194.6, which was 518.75 higher than the previous day. The implied volatity was 15.56, the open interest changed by 27 which increased total open position to 43
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 675.85, which was 239.1 higher than the previous day. The implied volatity was 10.97, the open interest changed by 16 which increased total open position to 16
