Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (6d) 75700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 36.49
Theta: -64.39
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 462.2 | -338.85 (-42.30%) | 18.67 | 1,71,445 | 5,743 | 6,469 | |||||||||
| 27 May | 75867.80 | 836.45 | -125.85 (-13.08%) | 14.69 | 4,001 | 617 | 726 | |||||||||
| 26 May | 76009.70 | 974.2 | -384.5 (-28.30%) | 14.72 | 355 | -26 | 109 | |||||||||
| 25 May | 76488.96 | 1350.35 | 509.4 (60.57%) | 13.91 | 152 | -59 | 135 | |||||||||
| 22 May | 75415.35 | 905.55 | 132.4 (17.12%) | 16.09 | 774 | 79 | 194 | |||||||||
| 21 May | 75183.36 | 783.95 | -146.3 (-15.73%) | 15.18 | 99 | 81 | 115 | |||||||||
| 20 May | 75318.39 | 911.8 | -146.45 (-13.84%) | 15.54 | 14 | 7 | 34 | |||||||||
| 19 May | 75200.85 | 1058.25 | -38.5 (-3.51%) | 18.27 | 24 | 6 | 27 | |||||||||
| 18 May | 75315.04 | 1078.3 | -107.7 (-9.08%) | 16.74 | 18 | 16 | 21 | |||||||||
| 15 May | 75237.99 | 1186 | -10.15 (-0.85%) | 16.82 | 14 | 5 | 5 | |||||||||
| 14 May | 75398.72 | 3242.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3242.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3242.15 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75700 expiring on 04JUN2026
Delta for 75700 CE is 0.38
Historical price for 75700 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 462.2, which was -338.85 lower than the previous day. The implied volatity was 18.67, the open interest changed by 5743 which increased total open position to 6469
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 836.45, which was -125.85 lower than the previous day. The implied volatity was 14.69, the open interest changed by 617 which increased total open position to 726
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 974.2, which was -384.5 lower than the previous day. The implied volatity was 14.72, the open interest changed by -26 which decreased total open position to 109
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1350.35, which was 509.4 higher than the previous day. The implied volatity was 13.91, the open interest changed by -59 which decreased total open position to 135
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 905.55, which was 132.4 higher than the previous day. The implied volatity was 16.09, the open interest changed by 79 which increased total open position to 194
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 783.95, which was -146.3 lower than the previous day. The implied volatity was 15.18, the open interest changed by 81 which increased total open position to 115
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 911.8, which was -146.45 lower than the previous day. The implied volatity was 15.54, the open interest changed by 7 which increased total open position to 34
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1058.25, which was -38.5 lower than the previous day. The implied volatity was 18.27, the open interest changed by 6 which increased total open position to 27
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1078.3, which was -107.7 lower than the previous day. The implied volatity was 16.74, the open interest changed by 16 which increased total open position to 21
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1186, which was -10.15 lower than the previous day. The implied volatity was 16.82, the open interest changed by 5 which increased total open position to 5
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 3242.15, 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 3242.15, 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 3242.15, 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
| SENSEX 04-Jun-2026 (6d) 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 33.67
Theta: -18.61
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 809.05 | 391.95 (93.97%) | 11.8 | 3,93,768 | 7,761 | 9,998 |
| 27 May | 75867.80 | 410.65 | -93.65 (-18.57%) | 12.57 | 16,633 | 1,917 | 2,237 |
| 26 May | 76009.70 | 494.35 | 105.9 (27.26%) | 15.07 | 1,082 | 46 | 320 |
| 25 May | 76488.96 | 350.5 | -570.5 (-61.94%) | 15.25 | 639 | 218 | 274 |
| 22 May | 75415.35 | 897 | -188.65 (-17.38%) | 15.66 | 252 | 32 | 56 |
| 21 May | 75183.36 | 1085.65 | -102.05 (-8.59%) | 16.46 | 55 | -3 | 24 |
| 20 May | 75318.39 | 1162.6 | -96.7 (-7.68%) | 18.49 | 21 | -21 | 27 |
| 19 May | 75200.85 | 1277.55 | -41.5 (-3.15%) | 18.81 | 28 | 8 | 48 |
| 18 May | 75315.04 | 1348.1 | 208 (18.24%) | 20.67 | 9 | 7 | 40 |
| 15 May | 75237.99 | 1140.1 | -118.2 (-9.39%) | 16.26 | 34 | 33 | 33 |
| 14 May | 75398.72 | 800.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 800.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 800.55 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75700 expiring on 04JUN2026
Delta for 75700 PE is -0.7
Historical price for 75700 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 809.05, which was 391.95 higher than the previous day. The implied volatity was 11.8, the open interest changed by 7761 which increased total open position to 9998
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 410.65, which was -93.65 lower than the previous day. The implied volatity was 12.57, the open interest changed by 1917 which increased total open position to 2237
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 494.35, which was 105.9 higher than the previous day. The implied volatity was 15.07, the open interest changed by 46 which increased total open position to 320
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 350.5, which was -570.5 lower than the previous day. The implied volatity was 15.25, the open interest changed by 218 which increased total open position to 274
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 897, which was -188.65 lower than the previous day. The implied volatity was 15.66, the open interest changed by 32 which increased total open position to 56
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1085.65, which was -102.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by -3 which decreased total open position to 24
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1162.6, which was -96.7 lower than the previous day. The implied volatity was 18.49, the open interest changed by -21 which decreased total open position to 27
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1277.55, which was -41.5 lower than the previous day. The implied volatity was 18.81, the open interest changed by 8 which increased total open position to 48
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1348.1, which was 208 higher than the previous day. The implied volatity was 20.67, the open interest changed by 7 which increased total open position to 40
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1140.1, which was -118.2 lower than the previous day. The implied volatity was 16.26, 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 800.55, 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
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 800.55, 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
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 800.55, 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
