Historical option data for SENSEX
20 May 2026 04:09 PM IST
| SENSEX 21-May-2026 75400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 15.65
Theta: -180.86
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 75318.39 | 311.45 | -24.75 (-7.36%) | 21.75 | 26,88,755 | 13,066 | 27,955 | |||||||||
| 19 May | 75200.85 | 319.65 | -257.7 (-44.63%) | 18.05 | 3,94,895 | 6,663 | 14,889 | |||||||||
| 18 May | 75315.04 | 572.25 | -50.5 (-8.11%) | 21.09 | 3,49,145 | -505 | 8,226 | |||||||||
| 15 May | 75237.99 | 642.45 | -128.95 (-16.72%) | 16.47 | 2,41,527 | 2,100 | 8,731 | |||||||||
| 14 May | 75398.72 | 837.3 | 246.75 (41.78%) | 18.36 | 20,888 | 6,431 | 6,631 | |||||||||
| 13 May | 74608.98 | 598.85 | -38.65 (-6.06%) | 19.26 | 1,075 | 14 | 200 | |||||||||
| 12 May | 74559.24 | 674.8 | -730.65 (-51.99%) | 20.63 | 468 | 186 | 186 | |||||||||
| 11 May | 76015.28 | 2000 | -740.8 (-27.03%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 2000 | -740.8 (-27.03%) | 20.22 | 16 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 3079.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75400 expiring on 21MAY2026
Delta for 75400 CE is 0.47
Historical price for 75400 CE is as follows
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 311.45, which was -24.75 lower than the previous day. The implied volatity was 21.75, the open interest changed by 13066 which increased total open position to 27955
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 319.65, which was -257.7 lower than the previous day. The implied volatity was 18.05, the open interest changed by 6663 which increased total open position to 14889
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 572.25, which was -50.5 lower than the previous day. The implied volatity was 21.09, the open interest changed by -505 which decreased total open position to 8226
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 642.45, which was -128.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by 2100 which increased total open position to 8731
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 837.3, which was 246.75 higher than the previous day. The implied volatity was 18.36, the open interest changed by 6431 which increased total open position to 6631
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 598.85, which was -38.65 lower than the previous day. The implied volatity was 19.26, the open interest changed by 14 which increased total open position to 200
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 674.8, which was -730.65 lower than the previous day. The implied volatity was 20.63, the open interest changed by 186 which increased total open position to 186
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2000, which was -740.8 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 2000, which was -740.8 lower than the previous day. The implied volatity was 20.22, 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 3079.7, 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 3079.7, 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 3079.7, 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 3079.7, 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 -, 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 29 Apr SENSEX was trading at 77496.36. 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 28 Apr SENSEX was trading at 76886.91. 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 3079.7, 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 3079.7, 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
| SENSEX 21-May-2026 75400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 15.61
Theta: -115.89
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 75318.39 | 285.4 | -247.55 (-46.45%) | 16.17 | 7,33,837 | 3,496 | 17,545 |
| 19 May | 75200.85 | 569.9 | -60.15 (-9.55%) | 21.47 | 5,47,785 | 7,264 | 14,049 |
| 18 May | 75315.04 | 618.15 | -155.2 (-20.07%) | 22.6 | 1,24,624 | 302 | 6,785 |
| 15 May | 75237.99 | 744.75 | 69.35 (10.27%) | 19.56 | 4,31,692 | -2,125 | 6,483 |
| 14 May | 75398.72 | 631.25 | -558.2 (-46.93%) | 16.84 | 23,724 | 8,509 | 8,608 |
| 13 May | 74608.98 | 1161.25 | -21.3 (-1.80%) | 19.15 | 183 | 58 | 99 |
| 12 May | 74559.24 | 1170.5 | 743.55 (174.15%) | 17.07 | 126 | 36 | 41 |
| 11 May | 76015.28 | 426.95 | 156.9 (58.10%) | 15.55 | 11 | -1 | 5 |
| 8 May | 77328.19 | 452.95 | -62.45 (-12.12%) | - | 0 | 0 | 6 |
| 7 May | 77844.52 | 452.95 | -62.45 (-12.12%) | - | 0 | 0 | 6 |
| 6 May | 77958.52 | 452.95 | -62.45 (-12.12%) | 23.81 | 6 | 6 | 6 |
| 5 May | 77017.79 | 498.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 498.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | - | - | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 498.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 498.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75400 expiring on 21MAY2026
Delta for 75400 PE is -0.54
Historical price for 75400 PE is as follows
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 285.4, which was -247.55 lower than the previous day. The implied volatity was 16.17, the open interest changed by 3496 which increased total open position to 17545
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 569.9, which was -60.15 lower than the previous day. The implied volatity was 21.47, the open interest changed by 7264 which increased total open position to 14049
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 618.15, which was -155.2 lower than the previous day. The implied volatity was 22.6, the open interest changed by 302 which increased total open position to 6785
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 744.75, which was 69.35 higher than the previous day. The implied volatity was 19.56, the open interest changed by -2125 which decreased total open position to 6483
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 631.25, which was -558.2 lower than the previous day. The implied volatity was 16.84, the open interest changed by 8509 which increased total open position to 8608
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1161.25, which was -21.3 lower than the previous day. The implied volatity was 19.15, the open interest changed by 58 which increased total open position to 99
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1170.5, which was 743.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by 36 which increased total open position to 41
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 426.95, which was 156.9 higher than the previous day. The implied volatity was 15.55, the open interest changed by -1 which decreased total open position to 5
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 452.95, which was -62.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 452.95, which was -62.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 452.95, which was -62.45 lower than the previous day. The implied volatity was 23.81, the open interest changed by 6 which increased total open position to 6
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 498.2, 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 498.2, 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 -, 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 29 Apr SENSEX was trading at 77496.36. 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 28 Apr SENSEX was trading at 76886.91. 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 498.2, 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 498.2, 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
