SENSEX
Sensex
Historical option data for SENSEX
14 May 2026 04:14 PM IST
| SENSEX 21-May-2026 (6d) 75500 CE | ||||||||||||||||
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Delta: 0.51
Vega: 41.61
Theta: -65.26
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 75398.72 | 789.2 | 237 (42.92%) | 18.44 | 76,907 | 11,961 | 16,540 | |||||||||
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| 13 May | 74608.98 | 555.05 | -34.7 (-5.88%) | 19.11 | 11,454 | 641 | 4,579 | |||||||||
| 12 May | 74559.24 | 645.65 | -738.75 (-53.36%) | 20.82 | 11,363 | 3,848 | 3,938 | |||||||||
| 11 May | 76015.28 | 1336.45 | -930.35 (-41.04%) | 18.37 | 311 | 90 | 90 | |||||||||
| 8 May | 77328.19 | 3004.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3004.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3004.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3004.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 3004.8 | 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 | 3004.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 3004.8 | 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 75500 expiring on 21MAY2026
Delta for 75500 CE is 0.51
Historical price for 75500 CE is as follows
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 789.2, which was 237 higher than the previous day. The implied volatity was 18.44, the open interest changed by 11961 which increased total open position to 16540
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 555.05, which was -34.7 lower than the previous day. The implied volatity was 19.11, the open interest changed by 641 which increased total open position to 4579
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 645.65, which was -738.75 lower than the previous day. The implied volatity was 20.82, the open interest changed by 3848 which increased total open position to 3938
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1336.45, which was -930.35 lower than the previous day. The implied volatity was 18.37, the open interest changed by 90 which increased total open position to 90
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 3004.8, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 3004.8, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 3004.8, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 3004.8, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 3004.8, 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 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 3004.8, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 3004.8, 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 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 (6d) 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 41.61
Theta: -40.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 75398.72 | 688.35 | -557.75 (-44.76%) | 17.05 | 62,769 | 11,717 | 15,469 |
| 13 May | 74608.98 | 1198.65 | -103.55 (-7.95%) | 18.57 | 2,438 | -274 | 3,752 |
| 12 May | 74559.24 | 1235.55 | 844.5 (215.96%) | 17.09 | 11,238 | 3,858 | 4,026 |
| 11 May | 76015.28 | 391.05 | 117.1 (42.75%) | 14.02 | 2 | 2 | 168 |
| 8 May | 77328.19 | 273.1 | 122.6 (81.46%) | 17.26 | 835 | 160 | 166 |
| 7 May | 77844.52 | 463.9 | -80.3 (-14.76%) | - | 0 | 0 | 6 |
| 6 May | 77958.52 | 463.9 | -80.3 (-14.76%) | 23.56 | 6 | 6 | 6 |
| 5 May | 77017.79 | 522.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 522.95 | 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 | 522.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 522.95 | 0 (0.00%) | 1.99 | 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 75500 expiring on 21MAY2026
Delta for 75500 PE is -0.49
Historical price for 75500 PE is as follows
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 688.35, which was -557.75 lower than the previous day. The implied volatity was 17.05, the open interest changed by 11717 which increased total open position to 15469
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1198.65, which was -103.55 lower than the previous day. The implied volatity was 18.57, the open interest changed by -274 which decreased total open position to 3752
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1235.55, which was 844.5 higher than the previous day. The implied volatity was 17.09, the open interest changed by 3858 which increased total open position to 4026
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 391.05, which was 117.1 higher than the previous day. The implied volatity was 14.02, the open interest changed by 2 which increased total open position to 168
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 273.1, which was 122.6 higher than the previous day. The implied volatity was 17.26, the open interest changed by 160 which increased total open position to 166
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 463.9, which was -80.3 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 463.9, which was -80.3 lower than the previous day. The implied volatity was 23.56, 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 522.95, 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 522.95, 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 522.95, 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 522.95, which was 0 lower than the previous day. The implied volatity was 1.99, 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
