SENSEX
Sensex
Historical option data for SENSEX
12 May 2026 04:09 PM IST
| SENSEX 14-May-2026 (2d) 75300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 19.56
Theta: -131.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 12 May | 74559.24 | 283.2 | -842.55 (-74.84%) | 25.59 | 4,31,762 | 19,955 | 19,974 | |||||||||
| 11 May | 76015.28 | 1117.8 | -1060.65 (-48.69%) | 23.45 | 63 | 19 | 19 | |||||||||
| 8 May | 77328.19 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2953.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 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 | |||||||||
For Sensex - strike price 75300 expiring on 14MAY2026
Delta for 75300 CE is 0.31
Historical price for 75300 CE is as follows
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 283.2, which was -842.55 lower than the previous day. The implied volatity was 25.59, the open interest changed by 19955 which increased total open position to 19974
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1117.8, which was -1060.65 lower than the previous day. The implied volatity was 23.45, the open interest changed by 19 which increased total open position to 19
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2953.15, 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 2953.15, 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 2953.15, 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 2953.15, 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 May SENSEX was trading at 77269.40. The strike last trading price was 2953.15, 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 Apr SENSEX was trading at 76913.50. The strike last trading price was 2953.15, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2953.15, 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 2953.15, 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 2953.15, 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 -, 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 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 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
| SENSEX 14-May-2026 (2d) 75300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 14.27
Theta: -31.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 May | 74559.24 | 770 | 527.05 (216.94%) | 13.51 | 5,11,763 | 4,260 | 7,351 |
| 11 May | 76015.28 | 238.05 | 152.5 (178.26%) | 19.96 | 1,14,129 | 1,273 | 3,091 |
| 8 May | 77328.19 | 71.85 | 16.3 (29.34%) | 16.81 | 74,552 | 1,656 | 1,818 |
| 7 May | 77844.52 | 52.9 | -128.8 (-70.89%) | 16.96 | 296 | 153 | 162 |
| 6 May | 77958.52 | 181.7 | -166.3 (-47.79%) | 23.12 | 7 | 3 | 9 |
| 5 May | 77017.79 | 348 | -15.8 (-4.34%) | 21.67 | 8 | 6 | 6 |
| 4 May | 77269.40 | 351.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 351.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 351.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 351.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 351.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 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 |
For Sensex - strike price 75300 expiring on 14MAY2026
Delta for 75300 PE is -0.82
Historical price for 75300 PE is as follows
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 770, which was 527.05 higher than the previous day. The implied volatity was 13.51, the open interest changed by 4260 which increased total open position to 7351
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 238.05, which was 152.5 higher than the previous day. The implied volatity was 19.96, the open interest changed by 1273 which increased total open position to 3091
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 71.85, which was 16.3 higher than the previous day. The implied volatity was 16.81, the open interest changed by 1656 which increased total open position to 1818
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 52.9, which was -128.8 lower than the previous day. The implied volatity was 16.96, the open interest changed by 153 which increased total open position to 162
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 181.7, which was -166.3 lower than the previous day. The implied volatity was 23.12, the open interest changed by 3 which increased total open position to 9
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 348, which was -15.8 lower than the previous day. The implied volatity was 21.67, the open interest changed by 6 which increased total open position to 6
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 351.25, 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 Apr SENSEX was trading at 76913.50. The strike last trading price was 351.25, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 351.25, 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 351.25, 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 351.25, 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 -, 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 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 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
