Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (6d) 75600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.4
Vega: 37.09
Theta: -65.94
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 502.2 | -352.8 (-41.26%) | 18.74 | 1,71,053 | 6,190 | 6,644 | |||||||||
| 27 May | 75867.80 | 914.95 | -109.2 (-10.66%) | 15.15 | 2,036 | 263 | 454 | |||||||||
| 26 May | 76009.70 | 1044.85 | -417 (-28.53%) | 14.92 | 320 | 24 | 191 | |||||||||
| 25 May | 76488.96 | 1500 | 618.55 (70.17%) | 15.76 | 62 | -16 | 167 | |||||||||
| 22 May | 75415.35 | 952.95 | 140.9 (17.35%) | 16.05 | 1,300 | -440 | 183 | |||||||||
| 21 May | 75183.36 | 801.9 | -215.6 (-21.19%) | 14.7 | 953 | 570 | 623 | |||||||||
| 20 May | 75318.39 | 1042 | 67.65 (6.94%) | 16.88 | 57 | 1 | 53 | |||||||||
| 19 May | 75200.85 | 925 | -220.9 (-19.28%) | 15.4 | 103 | 34 | 52 | |||||||||
| 18 May | 75315.04 | 1154.3 | 1.75 (0.15%) | 17.15 | 18 | 16 | 18 | |||||||||
| 15 May | 75237.99 | 1152.55 | -92.5 (-7.43%) | 15.64 | 7 | 2 | 2 | |||||||||
| 14 May | 75398.72 | 3312.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3312.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3312.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75600 expiring on 04JUN2026
Delta for 75600 CE is 0.4
Historical price for 75600 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 502.2, which was -352.8 lower than the previous day. The implied volatity was 18.74, the open interest changed by 6190 which increased total open position to 6644
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 914.95, which was -109.2 lower than the previous day. The implied volatity was 15.15, the open interest changed by 263 which increased total open position to 454
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1044.85, which was -417 lower than the previous day. The implied volatity was 14.92, the open interest changed by 24 which increased total open position to 191
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1500, which was 618.55 higher than the previous day. The implied volatity was 15.76, the open interest changed by -16 which decreased total open position to 167
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 952.95, which was 140.9 higher than the previous day. The implied volatity was 16.05, the open interest changed by -440 which decreased total open position to 183
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 801.9, which was -215.6 lower than the previous day. The implied volatity was 14.7, the open interest changed by 570 which increased total open position to 623
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1042, which was 67.65 higher than the previous day. The implied volatity was 16.88, the open interest changed by 1 which increased total open position to 53
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 925, which was -220.9 lower than the previous day. The implied volatity was 15.4, the open interest changed by 34 which increased total open position to 52
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1154.3, which was 1.75 higher than the previous day. The implied volatity was 17.15, the open interest changed by 16 which increased total open position to 18
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1152.55, which was -92.5 lower than the previous day. The implied volatity was 15.64, the open interest changed by 2 which increased total open position to 2
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 3312.1, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 3312.1, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 3312.1, 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
| SENSEX 04-Jun-2026 (6d) 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 19.79
Theta: 7.7
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 737.8 | 365.65 (98.25%) | 6.31 | 4,63,831 | 7,004 | 9,067 |
| 27 May | 75867.80 | 378.25 | -87.8 (-18.84%) | 12.74 | 11,110 | 1,739 | 2,063 |
| 26 May | 76009.70 | 455 | 74.8 (19.67%) | 15.05 | 1,405 | 166 | 324 |
| 25 May | 76488.96 | 325.9 | -570 (-63.62%) | 15.35 | 298 | 113 | 158 |
| 22 May | 75415.35 | 831.35 | -293.65 (-26.10%) | 15.38 | 526 | 33 | 45 |
| 21 May | 75183.36 | 1125 | 5.5 (0.49%) | 18.04 | 24 | -3 | 12 |
| 20 May | 75318.39 | 1105.85 | -123.5 (-10.05%) | 18.39 | 46 | -36 | 15 |
| 19 May | 75200.85 | 1245.35 | 3.35 (0.27%) | 19.13 | 50 | 5 | 51 |
| 18 May | 75315.04 | 1266 | 170.2 (15.53%) | 20.18 | 15 | 13 | 46 |
| 15 May | 75237.99 | 1095.8 | -111.65 (-9.25%) | 16.34 | 33 | 33 | 33 |
| 14 May | 75398.72 | 771.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 771.15 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 771.15 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75600 expiring on 04JUN2026
Delta for 75600 PE is -0.87
Historical price for 75600 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 737.8, which was 365.65 higher than the previous day. The implied volatity was 6.31, the open interest changed by 7004 which increased total open position to 9067
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 378.25, which was -87.8 lower than the previous day. The implied volatity was 12.74, the open interest changed by 1739 which increased total open position to 2063
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 455, which was 74.8 higher than the previous day. The implied volatity was 15.05, the open interest changed by 166 which increased total open position to 324
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 325.9, which was -570 lower than the previous day. The implied volatity was 15.35, the open interest changed by 113 which increased total open position to 158
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 831.35, which was -293.65 lower than the previous day. The implied volatity was 15.38, the open interest changed by 33 which increased total open position to 45
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1125, which was 5.5 higher than the previous day. The implied volatity was 18.04, the open interest changed by -3 which decreased total open position to 12
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1105.85, which was -123.5 lower than the previous day. The implied volatity was 18.39, the open interest changed by -36 which decreased total open position to 15
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1245.35, which was 3.35 higher than the previous day. The implied volatity was 19.13, the open interest changed by 5 which increased total open position to 51
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1266, which was 170.2 higher than the previous day. The implied volatity was 20.18, the open interest changed by 13 which increased total open position to 46
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1095.8, which was -111.65 lower than the previous day. The implied volatity was 16.34, the open interest changed by 33 which increased total open position to 33
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 771.15, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 771.15, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 771.15, 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
