Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 75500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 36.72
Theta: -72.11
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 541 | -380.65 (-41.30%) | 20.99 | 2,48,851 | 9,332 | 12,608 | |||||||||
| 27 May | 75867.80 | 989.8 | -98 (-9.01%) | 15.48 | 10,330 | 1,085 | 3,276 | |||||||||
| 26 May | 76009.70 | 1082.75 | -500.25 (-31.60%) | 14.33 | 1,203 | 263 | 2,191 | |||||||||
| 25 May | 76488.96 | 1700.2 | 758.3 (80.51%) | 18.78 | 1,529 | 144 | 1,928 | |||||||||
| 22 May | 75415.35 | 1010 | 163.55 (19.32%) | 16.14 | 2,935 | 626 | 1,784 | |||||||||
| 21 May | 75183.36 | 844.4 | -210.65 (-19.97%) | 14.61 | 2,120 | 1,112 | 1,158 | |||||||||
| 20 May | 75318.39 | 1072.3 | 64.2 (6.37%) | 16.55 | 124 | -7 | 46 | |||||||||
| 19 May | 75200.85 | 999.45 | -187.7 (-15.81%) | 15.81 | 62 | 31 | 53 | |||||||||
| 18 May | 75315.04 | 1201.2 | 18.95 (1.60%) | 17.09 | 39 | 6 | 22 | |||||||||
| 15 May | 75237.99 | 1219.35 | -89.85 (-6.86%) | 15.86 | 78 | -30 | 16 | |||||||||
| 14 May | 75398.72 | 1322.85 | 249.6 (23.26%) | 15.97 | 54 | 12 | 46 | |||||||||
| 13 May | 74608.98 | 1070.85 | -146.35 (-12.02%) | 17.06 | 110 | 0 | 34 | |||||||||
| 12 May | 74559.24 | 1217.2 | -755.55 (-38.30%) | 19.21 | 34 | 34 | 34 | |||||||||
For Sensex - strike price 75500 expiring on 04JUN2026
Delta for 75500 CE is 0.39
Historical price for 75500 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 541, which was -380.65 lower than the previous day. The implied volatity was 20.99, the open interest changed by 9332 which increased total open position to 12608
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 989.8, which was -98 lower than the previous day. The implied volatity was 15.48, the open interest changed by 1085 which increased total open position to 3276
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1082.75, which was -500.25 lower than the previous day. The implied volatity was 14.33, the open interest changed by 263 which increased total open position to 2191
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1700.2, which was 758.3 higher than the previous day. The implied volatity was 18.78, the open interest changed by 144 which increased total open position to 1928
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1010, which was 163.55 higher than the previous day. The implied volatity was 16.14, the open interest changed by 626 which increased total open position to 1784
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 844.4, which was -210.65 lower than the previous day. The implied volatity was 14.61, the open interest changed by 1112 which increased total open position to 1158
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1072.3, which was 64.2 higher than the previous day. The implied volatity was 16.55, the open interest changed by -7 which decreased total open position to 46
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 999.45, which was -187.7 lower than the previous day. The implied volatity was 15.81, the open interest changed by 31 which increased total open position to 53
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1201.2, which was 18.95 higher than the previous day. The implied volatity was 17.09, the open interest changed by 6 which increased total open position to 22
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1219.35, which was -89.85 lower than the previous day. The implied volatity was 15.86, the open interest changed by -30 which decreased total open position to 16
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1322.85, which was 249.6 higher than the previous day. The implied volatity was 15.97, the open interest changed by 12 which increased total open position to 46
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1070.85, which was -146.35 lower than the previous day. The implied volatity was 17.06, the open interest changed by 0 which decreased total open position to 34
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1217.2, which was -755.55 lower than the previous day. The implied volatity was 19.21, the open interest changed by 34 which increased total open position to 34
| SENSEX 04-Jun-2026 (5d) 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 36.38
Theta: -23.8
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 688.65 | 349.5 (103.05%) | 12.17 | 7,22,770 | -2,097 | 10,893 |
| 27 May | 75867.80 | 338.5 | -88.9 (-20.80%) | 12.67 | 53,191 | 9,428 | 12,990 |
| 26 May | 76009.70 | 414.05 | 64.8 (18.55%) | 14.95 | 10,200 | 944 | 3,562 |
| 25 May | 76488.96 | 287.25 | -558.1 (-66.02%) | 15.06 | 4,347 | 585 | 2,618 |
| 22 May | 75415.35 | 790 | -318.8 (-28.75%) | 15.5 | 4,779 | 939 | 2,033 |
| 21 May | 75183.36 | 1119.1 | 48.05 (4.49%) | 18.82 | 2,035 | 1,068 | 1,094 |
| 20 May | 75318.39 | 1025.3 | -145.45 (-12.42%) | 17.88 | 53 | -15 | 26 |
| 19 May | 75200.85 | 1180 | -31.95 (-2.64%) | 18.9 | 104 | -13 | 41 |
| 18 May | 75315.04 | 1211.95 | -62.6 (-4.91%) | 20.1 | 49 | -33 | 54 |
| 15 May | 75237.99 | 1307.1 | 110.9 (9.27%) | 20.05 | 103 | -33 | 87 |
| 14 May | 75398.72 | 1198.05 | -320.5 (-21.11%) | 18.86 | 90 | 86 | 120 |
| 13 May | 74608.98 | 1518.55 | -419.45 (-21.64%) | 18.02 | 34 | 34 | 34 |
| 12 May | 74559.24 | 742.55 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75500 expiring on 04JUN2026
Delta for 75500 PE is -0.63
Historical price for 75500 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 688.65, which was 349.5 higher than the previous day. The implied volatity was 12.17, the open interest changed by -2097 which decreased total open position to 10893
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 338.5, which was -88.9 lower than the previous day. The implied volatity was 12.67, the open interest changed by 9428 which increased total open position to 12990
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 414.05, which was 64.8 higher than the previous day. The implied volatity was 14.95, the open interest changed by 944 which increased total open position to 3562
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 287.25, which was -558.1 lower than the previous day. The implied volatity was 15.06, the open interest changed by 585 which increased total open position to 2618
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 790, which was -318.8 lower than the previous day. The implied volatity was 15.5, the open interest changed by 939 which increased total open position to 2033
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1119.1, which was 48.05 higher than the previous day. The implied volatity was 18.82, the open interest changed by 1068 which increased total open position to 1094
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1025.3, which was -145.45 lower than the previous day. The implied volatity was 17.88, the open interest changed by -15 which decreased total open position to 26
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1180, which was -31.95 lower than the previous day. The implied volatity was 18.9, the open interest changed by -13 which decreased total open position to 41
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1211.95, which was -62.6 lower than the previous day. The implied volatity was 20.1, the open interest changed by -33 which decreased total open position to 54
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1307.1, which was 110.9 higher than the previous day. The implied volatity was 20.05, the open interest changed by -33 which decreased total open position to 87
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1198.05, which was -320.5 lower than the previous day. The implied volatity was 18.86, the open interest changed by 86 which increased total open position to 120
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1518.55, which was -419.45 lower than the previous day. The implied volatity was 18.02, the open interest changed by 34 which increased total open position to 34
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 742.55, 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
