[--[65.84.65.76]--]

Back to Option Chain


Historical option data for SENSEX

22 May 2026 04:09 PM IST
SENSEX 27-May-2026 (5d) 75000 CE
Delta: 0.64
Vega: 33.09
Theta: -70.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 899.9 185.25 (25.92%) 17.28 87,966 -1,708 7,823
21 May 75183.36 703.8 -255.15 (-26.61%) 13.99 59,229 3,975 9,531
20 May 75318.39 1002.05 84.6 (9.22%) 18.05 20,962 2,248 5,556
19 May 75200.85 896 -267.6 (-23.00%) 15.77 5,012 1,028 3,308
18 May 75315.04 1174.15 32.8 (2.87%) 18.95 5,958 532 2,280
15 May 75237.99 1170.6 -143.15 (-10.90%) 16.12 1,761 386 1,748
14 May 75398.72 1359.1 316.75 (30.39%) 17.54 2,394 64 1,362
13 May 74608.98 1060 -4.35 (-0.41%) 18.55 3,254 1,056 1,298
12 May 74559.24 1128.95 -871.05 (-43.55%) 19.79 554 241 242
11 May 76015.28 2000 -860 (-30.07%) 19.01 1 -1 1
8 May 77328.19 3500 675.2 (23.90%) - 0 0 2
7 May 77844.52 3500 675.2 (23.90%) - 0 0 2
6 May 77958.52 3500 675.2 (23.90%) 12.44 1 1 2
5 May 77017.79 1830.6 -1551.15 (-45.87%) - 0 0 1
4 May 77269.40 1830.6 -1551.15 (-45.87%) - 0 0 1
30 Apr 76913.50 1830.6 -1551.15 (-45.87%) - 1 1 1
29 Apr 77496.36 3546.3 0 (0.00%) - 0 0 0
28 Apr 76886.91 3546.3 0 (0.00%) - 0 0 0
27 Apr 77303.63 3546.3 0 (0.00%) - 0 0 0
24 Apr 76664.21 3546.3 0 (0.00%) - 0 0 0
23 Apr 77664.00 4524.3 0 (0.00%) - 0 0 0
22 Apr 78516.49 0 0 (0.00%) - 0 0 0
21 Apr 79273.33 0 0 (0.00%) - 0 0 0
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
30 Mar 71947.55 - - - 0 0 0
27 Mar 73583.22 0 0 (0.00%) - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
24 Mar 74068.45 0 0 (0.00%) - 0 0 0
23 Mar 72696.39 - - - 0 0 0
20 Mar 74532.96 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 0 0 (0.00%) - 0 0 0
18 Mar 76704.13 - - - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
4 Mar 79116.19 - - - 0 0 0
2 Mar 80238.85 0 0 (0.00%) - 0 0 0


For Sensex - strike price 75000 expiring on 27MAY2026

Delta for 75000 CE is 0.64

Historical price for 75000 CE is as follows

On 22 May SENSEX was trading at 75415.35. The strike last trading price was 899.9, which was 185.25 higher than the previous day. The implied volatity was 17.28, the open interest changed by -1708 which decreased total open position to 7823


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 703.8, which was -255.15 lower than the previous day. The implied volatity was 13.99, the open interest changed by 3975 which increased total open position to 9531


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1002.05, which was 84.6 higher than the previous day. The implied volatity was 18.05, the open interest changed by 2248 which increased total open position to 5556


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 896, which was -267.6 lower than the previous day. The implied volatity was 15.77, the open interest changed by 1028 which increased total open position to 3308


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1174.15, which was 32.8 higher than the previous day. The implied volatity was 18.95, the open interest changed by 532 which increased total open position to 2280


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1170.6, which was -143.15 lower than the previous day. The implied volatity was 16.12, the open interest changed by 386 which increased total open position to 1748


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1359.1, which was 316.75 higher than the previous day. The implied volatity was 17.54, the open interest changed by 64 which increased total open position to 1362


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1060, which was -4.35 lower than the previous day. The implied volatity was 18.55, the open interest changed by 1056 which increased total open position to 1298


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1128.95, which was -871.05 lower than the previous day. The implied volatity was 19.79, the open interest changed by 241 which increased total open position to 242


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2000, which was -860 lower than the previous day. The implied volatity was 19.01, the open interest changed by -1 which decreased total open position to 1


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 3500, which was 675.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 3500, which was 675.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 3500, which was 675.2 higher than the previous day. The implied volatity was 12.44, the open interest changed by 1 which increased total open position to 2


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1830.6, which was -1551.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1830.6, which was -1551.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1830.6, which was -1551.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 3546.3, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 3546.3, 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 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 3546.3, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 3546.3, 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 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 4524.3, 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 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. 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 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 10 Apr SENSEX was trading at 77550.25. 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 9 Apr SENSEX was trading at 76631.65. 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 30 Mar SENSEX was trading at 71947.55. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 20 Mar SENSEX was trading at 74532.96. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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


On 13 Mar SENSEX was trading at 74563.92. 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 4 Mar SENSEX was trading at 79116.19. 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 2 Mar SENSEX was trading at 80238.85. 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 27-May-2026 (5d) 75000 PE
Delta: -0.34
Vega: 32.37
Theta: -40.55
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 297.95 -262.3 (-46.82%) 14.71 4,94,916 8,449 20,467
21 May 75183.36 599.7 19.9 (3.43%) 19.37 85,158 4,696 12,018
20 May 75318.39 536 -155.4 (-22.48%) 17.95 22,196 2,272 7,322
19 May 75200.85 692 -81.85 (-10.58%) 19.47 10,457 2,166 5,050
18 May 75315.04 764.7 -90.65 (-10.60%) 21.32 6,624 759 2,884
15 May 75237.99 818.1 33.75 (4.30%) 19.64 4,075 337 2,125
14 May 75398.72 734 -456.8 (-38.36%) 18.28 2,712 9 1,788
13 May 74608.98 1160.6 -58.1 (-4.77%) 19.51 3,603 913 1,779
12 May 74559.24 1160 506.75 (77.57%) 18.1 1,804 296 866
11 May 76015.28 640.55 317.9 (98.53%) 18.98 767 -8 570
8 May 77328.19 332.95 78.05 (30.62%) 18.12 627 38 578
7 May 77844.52 248.25 -4.8 (-1.90%) 17.71 803 58 540
6 May 77958.52 245 -211.85 (-46.37%) 17.82 982 165 482
5 May 77017.79 459.95 -14.3 (-3.02%) 18.2 461 3 317
4 May 77269.40 485 -131.85 (-21.37%) 19.29 599 -50 314
30 Apr 76913.50 580 83.1 (16.72%) - 929 242 364
29 Apr 77496.36 489 -188.45 (-27.82%) - 261 1 122
28 Apr 76886.91 670 34.55 (5.44%) - 70 20 121
27 Apr 77303.63 614.85 -326.15 (-34.66%) - 167 -82 101
24 Apr 76664.21 931.4 217.15 (30.40%) - 37 3 183
23 Apr 77664.00 706.95 155.05 (28.09%) - 192 146 180
22 Apr 78516.49 548.5 122.2 (28.67%) - 64 17 34
21 Apr 79273.33 420.7 -376.25 (-47.21%) - 23 17 17
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
30 Mar 71947.55 - - - 0 0 0
27 Mar 73583.22 0 0 (0.00%) - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
24 Mar 74068.45 0 0 (0.00%) - 0 0 0
23 Mar 72696.39 - - - 0 0 0
20 Mar 74532.96 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 0 0 (0.00%) - 0 0 0
18 Mar 76704.13 - - - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
4 Mar 79116.19 - - - 0 0 0
2 Mar 80238.85 0 0 (0.00%) - 0 0 0


For Sensex - strike price 75000 expiring on 27MAY2026

Delta for 75000 PE is -0.34

Historical price for 75000 PE is as follows

On 22 May SENSEX was trading at 75415.35. The strike last trading price was 297.95, which was -262.3 lower than the previous day. The implied volatity was 14.71, the open interest changed by 8449 which increased total open position to 20467


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 599.7, which was 19.9 higher than the previous day. The implied volatity was 19.37, the open interest changed by 4696 which increased total open position to 12018


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 536, which was -155.4 lower than the previous day. The implied volatity was 17.95, the open interest changed by 2272 which increased total open position to 7322


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 692, which was -81.85 lower than the previous day. The implied volatity was 19.47, the open interest changed by 2166 which increased total open position to 5050


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 764.7, which was -90.65 lower than the previous day. The implied volatity was 21.32, the open interest changed by 759 which increased total open position to 2884


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 818.1, which was 33.75 higher than the previous day. The implied volatity was 19.64, the open interest changed by 337 which increased total open position to 2125


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 734, which was -456.8 lower than the previous day. The implied volatity was 18.28, the open interest changed by 9 which increased total open position to 1788


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1160.6, which was -58.1 lower than the previous day. The implied volatity was 19.51, the open interest changed by 913 which increased total open position to 1779


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1160, which was 506.75 higher than the previous day. The implied volatity was 18.1, the open interest changed by 296 which increased total open position to 866


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 640.55, which was 317.9 higher than the previous day. The implied volatity was 18.98, the open interest changed by -8 which decreased total open position to 570


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 332.95, which was 78.05 higher than the previous day. The implied volatity was 18.12, the open interest changed by 38 which increased total open position to 578


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 248.25, which was -4.8 lower than the previous day. The implied volatity was 17.71, the open interest changed by 58 which increased total open position to 540


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 245, which was -211.85 lower than the previous day. The implied volatity was 17.82, the open interest changed by 165 which increased total open position to 482


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 459.95, which was -14.3 lower than the previous day. The implied volatity was 18.2, the open interest changed by 3 which increased total open position to 317


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 485, which was -131.85 lower than the previous day. The implied volatity was 19.29, the open interest changed by -50 which decreased total open position to 314


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 580, which was 83.1 higher than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 364


On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 489, which was -188.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 122


On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 670, which was 34.55 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 121


On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 614.85, which was -326.15 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 101


On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 931.4, which was 217.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 183


On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 706.95, which was 155.05 higher than the previous day. The implied volatity was -, the open interest changed by 146 which increased total open position to 180


On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 548.5, which was 122.2 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 34


On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 420.7, which was -376.25 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 17


On 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. 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 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 10 Apr SENSEX was trading at 77550.25. 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 9 Apr SENSEX was trading at 76631.65. 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 30 Mar SENSEX was trading at 71947.55. 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 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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 24 Mar SENSEX was trading at 74068.45. 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 23 Mar SENSEX was trading at 72696.39. 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 20 Mar SENSEX was trading at 74532.96. 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 17 Mar SENSEX was trading at 76070.84. 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 16 Mar SENSEX was trading at 75502.85. 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


On 13 Mar SENSEX was trading at 74563.92. 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 4 Mar SENSEX was trading at 79116.19. 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 2 Mar SENSEX was trading at 80238.85. 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