Historical option data for SENSEX
12 Jun 2026 04:09 PM IST
| SENSEX 25-Jun-2026 (11d) 75700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 56.26
Theta: -21.93
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 75527.95 | 326.2 | 101.2 (44.98%) | 4.84 | 1 | 0 | 21 | |||||||||
| 11 Jun | 73832.55 | 225 | -155.85 (-40.92%) | 13.21 | 32 | 10 | 21 | |||||||||
| 10 Jun | 73983.18 | 380.9 | 49.8 (15.04%) | 15.2 | 8 | -1 | 11 | |||||||||
| 9 Jun | 73918.76 | 331.1 | -144.55 (-30.39%) | 13.97 | 12 | 0 | 12 | |||||||||
| 8 Jun | 73524.26 | 600 | -38.75 (-6.07%) | - | 0 | 0 | 12 | |||||||||
| 5 Jun | 74243.34 | 600 | -38.75 (-6.07%) | 14.89 | 3 | 3 | 12 | |||||||||
| 4 Jun | 74360.01 | 638.75 | 53.75 (9.19%) | 13.84 | 14 | 0 | 9 | |||||||||
| 3 Jun | 74346.17 | 585 | -225 (-27.78%) | 13.23 | 21 | 6 | 9 | |||||||||
| 2 Jun | 74649.84 | 810 | -65.25 (-7.46%) | 14.3 | 1 | 1 | 3 | |||||||||
| 1 Jun | 74267.34 | 2015.45 | 315.45 (18.56%) | - | 0 | 0 | 2 | |||||||||
| 29 May | 74775.74 | 2015.45 | 315.45 (18.56%) | - | 0 | 0 | 2 | |||||||||
| 27 May | 75867.80 | 2015.45 | 315.45 (18.56%) | - | 0 | 0 | 2 | |||||||||
| 26 May | 76009.70 | 2015.45 | 315.45 (18.56%) | - | 0 | 0 | 2 | |||||||||
| 25 May | 76488.96 | 2015.45 | 315.45 (18.56%) | 12.66 | 3 | 1 | 2 | |||||||||
| 22 May | 75415.35 | 1700 | 364.25 (27.27%) | 16.19 | 1 | 1 | 1 | |||||||||
| 21 May | 75183.36 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3749.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75700 expiring on 25JUN2026
Delta for 75700 CE is 0.56
Historical price for 75700 CE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 326.2, which was 101.2 higher than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 21
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 225, which was -155.85 lower than the previous day. The implied volatity was 13.21, the open interest changed by 10 which increased total open position to 21
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 380.9, which was 49.8 higher than the previous day. The implied volatity was 15.2, the open interest changed by -1 which decreased total open position to 11
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 331.1, which was -144.55 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 12
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 600, which was -38.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 600, which was -38.75 lower than the previous day. The implied volatity was 14.89, the open interest changed by 3 which increased total open position to 12
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 638.75, which was 53.75 higher than the previous day. The implied volatity was 13.84, the open interest changed by 0 which decreased total open position to 9
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 585, which was -225 lower than the previous day. The implied volatity was 13.23, the open interest changed by 6 which increased total open position to 9
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 810, which was -65.25 lower than the previous day. The implied volatity was 14.3, the open interest changed by 1 which increased total open position to 3
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2015.45, which was 315.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2015.45, which was 315.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2015.45, which was 315.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2015.45, which was 315.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2015.45, which was 315.45 higher than the previous day. The implied volatity was 12.66, the open interest changed by 1 which increased total open position to 2
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1700, which was 364.25 higher than the previous day. The implied volatity was 16.19, the open interest changed by 1 which increased total open position to 1
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 3749.85, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 3749.85, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 3749.85, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 3749.85, 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 May SENSEX was trading at 75237.99. The strike last trading price was 3749.85, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 3749.85, 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 3749.85, 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 3749.85, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 3749.85, 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 3749.85, 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 3749.85, 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 3749.85, 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 3749.85, 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 (11d) 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 56.76
Theta: -23.32
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 75527.95 | 821.55 | -1118.05 (-57.64%) | 15.3 | 84 | 50 | 76 |
| 11 Jun | 73832.55 | 1713.15 | -333.4 (-16.29%) | - | 0 | 0 | 26 |
| 10 Jun | 73983.18 | 1713.15 | -333.4 (-16.29%) | 13.69 | 1 | -1 | 26 |
| 9 Jun | 73918.76 | 2218.25 | 588.2 (36.08%) | - | 0 | 0 | 27 |
| 8 Jun | 73524.26 | 2218.25 | 588.2 (36.08%) | 15.98 | 7 | -3 | 27 |
| 5 Jun | 74243.34 | 1630.05 | -370.65 (-18.53%) | 14.69 | 7 | 4 | 30 |
| 4 Jun | 74360.01 | 2000.7 | 348.2 (21.07%) | 21.81 | 3 | -2 | 26 |
| 3 Jun | 74346.17 | 1652.45 | 159.15 (10.66%) | 15.66 | 49 | -5 | 28 |
| 2 Jun | 74649.84 | 1493.3 | -227.7 (-13.23%) | 15.78 | 22 | 5 | 33 |
| 1 Jun | 74267.34 | 1721 | 465.8 (37.11%) | 15.73 | 28 | 10 | 28 |
| 29 May | 74775.74 | 1192.75 | 274.8 (29.94%) | 13.66 | 38 | 2 | 18 |
| 27 May | 75867.80 | 917.95 | -250.75 (-21.46%) | 14.9 | 16 | 16 | 16 |
| 26 May | 76009.70 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1070.6 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75700 expiring on 25JUN2026
Delta for 75700 PE is -0.48
Historical price for 75700 PE is as follows
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 821.55, which was -1118.05 lower than the previous day. The implied volatity was 15.3, the open interest changed by 50 which increased total open position to 76
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1713.15, which was -333.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1713.15, which was -333.4 lower than the previous day. The implied volatity was 13.69, the open interest changed by -1 which decreased total open position to 26
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2218.25, which was 588.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 2218.25, which was 588.2 higher than the previous day. The implied volatity was 15.98, the open interest changed by -3 which decreased total open position to 27
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1630.05, which was -370.65 lower than the previous day. The implied volatity was 14.69, the open interest changed by 4 which increased total open position to 30
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2000.7, which was 348.2 higher than the previous day. The implied volatity was 21.81, the open interest changed by -2 which decreased total open position to 26
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1652.45, which was 159.15 higher than the previous day. The implied volatity was 15.66, the open interest changed by -5 which decreased total open position to 28
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1493.3, which was -227.7 lower than the previous day. The implied volatity was 15.78, the open interest changed by 5 which increased total open position to 33
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1721, which was 465.8 higher than the previous day. The implied volatity was 15.73, the open interest changed by 10 which increased total open position to 28
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1192.75, which was 274.8 higher than the previous day. The implied volatity was 13.66, the open interest changed by 2 which increased total open position to 18
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 917.95, which was -250.75 lower than the previous day. The implied volatity was 14.9, the open interest changed by 16 which increased total open position to 16
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1070.6, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 1070.6, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 1070.6, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 1070.6, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 1070.6, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 1070.6, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 1070.6, 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 May SENSEX was trading at 75237.99. The strike last trading price was 1070.6, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 1070.6, 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 1070.6, 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 1070.6, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 1070.6, 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 1070.6, 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 1070.6, 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 1070.6, 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 1070.6, 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
