Historical option data for SENSEX
18 Jun 2026 04:09 PM IST
| SENSEX 25-Jun-2026 (6d) 75500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 21.81
Theta: -38.95
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77409.98 | 2044.5 | 283.65 (16.11%) | 13.9 | 844 | 193 | 1,407 | |||||||||
| 17 Jun | 77155.62 | 1776.85 | 271.4 (18.03%) | 8.63 | 542 | 76 | 1,214 | |||||||||
| 16 Jun | 76808.48 | 1540.6 | 256.75 (20.00%) | 9.32 | 1,589 | -257 | 1,138 | |||||||||
| 15 Jun | 76264.33 | 1294.9 | 363.25 (38.99%) | 14.49 | 1,372 | -261 | 1,395 | |||||||||
| 12 Jun | 75527.95 | 971 | 691.25 (247.10%) | 14.35 | 5,314 | 716 | 1,656 | |||||||||
| 11 Jun | 73832.55 | 295.05 | -76.35 (-20.56%) | 13.8 | 1,301 | 213 | 940 | |||||||||
| 10 Jun | 73983.18 | 361.7 | -66 (-15.43%) | 13.75 | 590 | -19 | 727 | |||||||||
| 9 Jun | 73918.76 | 431 | 8.4 (1.99%) | 14.86 | 717 | 30 | 746 | |||||||||
| 8 Jun | 73524.26 | 408.95 | -251.85 (-38.11%) | 16.21 | 852 | 25 | 716 | |||||||||
| 5 Jun | 74243.34 | 618.15 | -104 (-14.40%) | 14.1 | 599 | -7 | 691 | |||||||||
| 4 Jun | 74360.01 | 742.9 | -88.8 (-10.68%) | 14.25 | 808 | 10 | 698 | |||||||||
| 3 Jun | 74346.17 | 751.7 | -148.2 (-16.47%) | 14.57 | 1,190 | 8 | 688 | |||||||||
| 2 Jun | 74649.84 | 929.35 | 115.2 (14.15%) | 14.78 | 755 | 23 | 680 | |||||||||
| 1 Jun | 74267.34 | 803.65 | -465.7 (-36.69%) | 14.8 | 496 | 59 | 657 | |||||||||
| 29 May | 74775.74 | 1288 | -401.2 (-23.75%) | 16.87 | 870 | -93 | 598 | |||||||||
| 27 May | 75867.80 | 1703.1 | -59.6 (-3.38%) | 13.65 | 313 | 175 | 691 | |||||||||
| 26 May | 76009.70 | 1766.55 | -375.2 (-17.52%) | 12.9 | 89 | 27 | 516 | |||||||||
| 25 May | 76488.96 | 2244.8 | 608.35 (37.17%) | 13.85 | 179 | -5 | 489 | |||||||||
| 22 May | 75415.35 | 1658.35 | 119.25 (7.75%) | 14.53 | 714 | 414 | 494 | |||||||||
| 21 May | 75183.36 | 1541.2 | -233 (-13.13%) | 14.36 | 243 | 28 | 80 | |||||||||
| 20 May | 75318.39 | 1779.85 | 74.9 (4.39%) | 15.78 | 105 | -19 | 52 | |||||||||
| 19 May | 75200.85 | 1683.6 | -213.1 (-11.24%) | 15.13 | 78 | 46 | 71 | |||||||||
| 18 May | 75315.04 | 1872.4 | 99.95 (5.64%) | 16 | 83 | 11 | 25 | |||||||||
| 15 May | 75237.99 | 1812.95 | -100.45 (-5.25%) | 14.7 | 116 | -19 | 14 | |||||||||
| 14 May | 75398.72 | 1930.85 | 187.9 (10.78%) | 14.97 | 82 | 2 | 33 | |||||||||
| 13 May | 74608.98 | 1742.95 | 93.85 (5.69%) | 16.79 | 5 | 3 | 31 | |||||||||
| 12 May | 74559.24 | 1722.1 | -944.85 (-35.43%) | 16.85 | 32 | 28 | 28 | |||||||||
| 11 May | 76015.28 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75500 expiring on 25JUN2026
Delta for 75500 CE is 0.88
Historical price for 75500 CE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 2044.5, which was 283.65 higher than the previous day. The implied volatity was 13.9, the open interest changed by 193 which increased total open position to 1407
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 1776.85, which was 271.4 higher than the previous day. The implied volatity was 8.63, the open interest changed by 76 which increased total open position to 1214
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 1540.6, which was 256.75 higher than the previous day. The implied volatity was 9.32, the open interest changed by -257 which decreased total open position to 1138
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1294.9, which was 363.25 higher than the previous day. The implied volatity was 14.49, the open interest changed by -261 which decreased total open position to 1395
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 971, which was 691.25 higher than the previous day. The implied volatity was 14.35, the open interest changed by 716 which increased total open position to 1656
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 295.05, which was -76.35 lower than the previous day. The implied volatity was 13.8, the open interest changed by 213 which increased total open position to 940
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 361.7, which was -66 lower than the previous day. The implied volatity was 13.75, the open interest changed by -19 which decreased total open position to 727
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 431, which was 8.4 higher than the previous day. The implied volatity was 14.86, the open interest changed by 30 which increased total open position to 746
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 408.95, which was -251.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by 25 which increased total open position to 716
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 618.15, which was -104 lower than the previous day. The implied volatity was 14.1, the open interest changed by -7 which decreased total open position to 691
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 742.9, which was -88.8 lower than the previous day. The implied volatity was 14.25, the open interest changed by 10 which increased total open position to 698
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 751.7, which was -148.2 lower than the previous day. The implied volatity was 14.57, the open interest changed by 8 which increased total open position to 688
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 929.35, which was 115.2 higher than the previous day. The implied volatity was 14.78, the open interest changed by 23 which increased total open position to 680
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 803.65, which was -465.7 lower than the previous day. The implied volatity was 14.8, the open interest changed by 59 which increased total open position to 657
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1288, which was -401.2 lower than the previous day. The implied volatity was 16.87, the open interest changed by -93 which decreased total open position to 598
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1703.1, which was -59.6 lower than the previous day. The implied volatity was 13.65, the open interest changed by 175 which increased total open position to 691
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1766.55, which was -375.2 lower than the previous day. The implied volatity was 12.9, the open interest changed by 27 which increased total open position to 516
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2244.8, which was 608.35 higher than the previous day. The implied volatity was 13.85, the open interest changed by -5 which decreased total open position to 489
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1658.35, which was 119.25 higher than the previous day. The implied volatity was 14.53, the open interest changed by 414 which increased total open position to 494
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1541.2, which was -233 lower than the previous day. The implied volatity was 14.36, the open interest changed by 28 which increased total open position to 80
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1779.85, which was 74.9 higher than the previous day. The implied volatity was 15.78, the open interest changed by -19 which decreased total open position to 52
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1683.6, which was -213.1 lower than the previous day. The implied volatity was 15.13, the open interest changed by 46 which increased total open position to 71
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1872.4, which was 99.95 higher than the previous day. The implied volatity was 16, the open interest changed by 11 which increased total open position to 25
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1812.95, which was -100.45 lower than the previous day. The implied volatity was 14.7, the open interest changed by -19 which decreased total open position to 14
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1930.85, which was 187.9 higher than the previous day. The implied volatity was 14.97, the open interest changed by 2 which increased total open position to 33
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1742.95, which was 93.85 higher than the previous day. The implied volatity was 16.79, the open interest changed by 3 which increased total open position to 31
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1722.1, which was -944.85 lower than the previous day. The implied volatity was 16.85, the open interest changed by 28 which increased total open position to 28
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 3885.45, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 3885.45, 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 3885.45, 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 3885.45, 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 3885.45, 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 25-Jun-2026 (6d) 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 14.66
Theta: -12.49
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77409.98 | 46 | -75.45 (-62.12%) | 13.37 | 42,110 | 6,042 | 9,882 |
| 17 Jun | 77155.62 | 123.95 | -81.2 (-39.58%) | 15.08 | 14,090 | 487 | 3,840 |
| 16 Jun | 76808.48 | 192.3 | -199.25 (-50.89%) | 14.69 | 10,209 | 1,225 | 3,353 |
| 15 Jun | 76264.33 | 389.45 | -378.05 (-49.26%) | 15.44 | 7,762 | 1,024 | 2,128 |
| 12 Jun | 75527.95 | 740.35 | -1128.6 (-60.39%) | 15.52 | 2,406 | 551 | 1,104 |
| 11 Jun | 73832.55 | 1868.95 | 518.95 (38.44%) | 17.82 | 43 | 1 | 553 |
| 10 Jun | 73983.18 | 1350 | -550 (-28.95%) | 9.07 | 5 | 0 | 552 |
| 9 Jun | 73918.76 | 1900 | -300 (-13.64%) | 18.79 | 2 | -1 | 552 |
| 8 Jun | 73524.26 | 2200 | 670.2 (43.81%) | 18.48 | 6 | -2 | 553 |
| 5 Jun | 74243.34 | 1529.8 | 37.15 (2.49%) | 15.12 | 36 | -8 | 555 |
| 4 Jun | 74360.01 | 1443 | -36 (-2.43%) | 15.53 | 148 | -32 | 563 |
| 3 Jun | 74346.17 | 1533.95 | 296.9 (24.00%) | 15.72 | 283 | 33 | 595 |
| 2 Jun | 74649.84 | 1235.8 | -371.7 (-23.12%) | 13.84 | 115 | -59 | 562 |
| 1 Jun | 74267.34 | 1591.05 | 422.45 (36.15%) | 15.63 | 337 | 1 | 621 |
| 29 May | 74775.74 | 1201.6 | 375.15 (45.39%) | 15.03 | 947 | -6 | 620 |
| 27 May | 75867.80 | 810.6 | -124.45 (-13.31%) | 14.55 | 308 | 75 | 626 |
| 26 May | 76009.70 | 915.75 | 110.8 (13.76%) | 16.32 | 119 | -25 | 551 |
| 25 May | 76488.96 | 744.8 | -587.95 (-44.12%) | 16.29 | 200 | 40 | 576 |
| 22 May | 75415.35 | 1286.5 | -298.45 (-18.83%) | 17.23 | 921 | 382 | 536 |
| 21 May | 75183.36 | 1587.5 | 34.85 (2.24%) | 19.24 | 455 | 90 | 154 |
| 20 May | 75318.39 | 1531 | -86.05 (-5.32%) | 19.12 | 52 | 14 | 64 |
| 19 May | 75200.85 | 1633.75 | -147.05 (-8.26%) | 19.49 | 85 | -40 | 50 |
| 18 May | 75315.04 | 1780.8 | 91.1 (5.39%) | 21.48 | 67 | 38 | 90 |
| 15 May | 75237.99 | 1588 | -0.9 (-0.06%) | 18.85 | 153 | -24 | 52 |
| 14 May | 75398.72 | 1562.8 | -326.5 (-17.28%) | 18.92 | 84 | 72 | 76 |
| 13 May | 74608.98 | 1889.3 | 98.5 (5.50%) | 18.74 | 31 | 2 | 4 |
| 12 May | 74559.24 | 1790.8 | 149.35 (9.10%) | 17.16 | 4 | 2 | 2 |
| 11 May | 76015.28 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75500 expiring on 25JUN2026
Delta for 75500 PE is -0.07
Historical price for 75500 PE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 46, which was -75.45 lower than the previous day. The implied volatity was 13.37, the open interest changed by 6042 which increased total open position to 9882
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 123.95, which was -81.2 lower than the previous day. The implied volatity was 15.08, the open interest changed by 487 which increased total open position to 3840
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 192.3, which was -199.25 lower than the previous day. The implied volatity was 14.69, the open interest changed by 1225 which increased total open position to 3353
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 389.45, which was -378.05 lower than the previous day. The implied volatity was 15.44, the open interest changed by 1024 which increased total open position to 2128
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 740.35, which was -1128.6 lower than the previous day. The implied volatity was 15.52, the open interest changed by 551 which increased total open position to 1104
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1868.95, which was 518.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by 1 which increased total open position to 553
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1350, which was -550 lower than the previous day. The implied volatity was 9.07, the open interest changed by 0 which decreased total open position to 552
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1900, which was -300 lower than the previous day. The implied volatity was 18.79, the open interest changed by -1 which decreased total open position to 552
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 2200, which was 670.2 higher than the previous day. The implied volatity was 18.48, the open interest changed by -2 which decreased total open position to 553
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1529.8, which was 37.15 higher than the previous day. The implied volatity was 15.12, the open interest changed by -8 which decreased total open position to 555
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1443, which was -36 lower than the previous day. The implied volatity was 15.53, the open interest changed by -32 which decreased total open position to 563
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1533.95, which was 296.9 higher than the previous day. The implied volatity was 15.72, the open interest changed by 33 which increased total open position to 595
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1235.8, which was -371.7 lower than the previous day. The implied volatity was 13.84, the open interest changed by -59 which decreased total open position to 562
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1591.05, which was 422.45 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1 which increased total open position to 621
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1201.6, which was 375.15 higher than the previous day. The implied volatity was 15.03, the open interest changed by -6 which decreased total open position to 620
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 810.6, which was -124.45 lower than the previous day. The implied volatity was 14.55, the open interest changed by 75 which increased total open position to 626
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 915.75, which was 110.8 higher than the previous day. The implied volatity was 16.32, the open interest changed by -25 which decreased total open position to 551
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 744.8, which was -587.95 lower than the previous day. The implied volatity was 16.29, the open interest changed by 40 which increased total open position to 576
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1286.5, which was -298.45 lower than the previous day. The implied volatity was 17.23, the open interest changed by 382 which increased total open position to 536
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1587.5, which was 34.85 higher than the previous day. The implied volatity was 19.24, the open interest changed by 90 which increased total open position to 154
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1531, which was -86.05 lower than the previous day. The implied volatity was 19.12, the open interest changed by 14 which increased total open position to 64
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1633.75, which was -147.05 lower than the previous day. The implied volatity was 19.49, the open interest changed by -40 which decreased total open position to 50
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1780.8, which was 91.1 higher than the previous day. The implied volatity was 21.48, the open interest changed by 38 which increased total open position to 90
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1588, which was -0.9 lower than the previous day. The implied volatity was 18.85, the open interest changed by -24 which decreased total open position to 52
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1562.8, which was -326.5 lower than the previous day. The implied volatity was 18.92, the open interest changed by 72 which increased total open position to 76
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1889.3, which was 98.5 higher than the previous day. The implied volatity was 18.74, the open interest changed by 2 which increased total open position to 4
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1790.8, which was 149.35 higher than the previous day. The implied volatity was 17.16, the open interest changed by 2 which increased total open position to 2
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1008.1, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 1008.1, 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 1008.1, 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 1008.1, 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 1008.1, 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
