SENSEX
Sensex
Historical option data for SENSEX
15 May 2026 04:09 PM IST
| SENSEX 21-May-2026 (4d) 75700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 38.01
Theta: -62.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 75237.99 | 519.25 | -107.8 (-17.19%) | 16.87 | 3,94,775 | 9,662 | 11,371 | |||||||||
| 14 May | 75398.72 | 697.75 | 226.65 (48.11%) | 18.56 | 10,871 | 1,557 | 1,709 | |||||||||
| 13 May | 74608.98 | 487.55 | -32.9 (-6.32%) | 19.2 | 574 | 73 | 152 | |||||||||
| 12 May | 74559.24 | 560 | -670.25 (-54.48%) | 20.49 | 225 | 79 | 79 | |||||||||
| 11 May | 76015.28 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2857.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75700 expiring on 21MAY2026
Delta for 75700 CE is 0.44
Historical price for 75700 CE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 519.25, which was -107.8 lower than the previous day. The implied volatity was 16.87, the open interest changed by 9662 which increased total open position to 11371
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 697.75, which was 226.65 higher than the previous day. The implied volatity was 18.56, the open interest changed by 1557 which increased total open position to 1709
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 487.55, which was -32.9 lower than the previous day. The implied volatity was 19.2, the open interest changed by 73 which increased total open position to 152
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 560, which was -670.25 lower than the previous day. The implied volatity was 20.49, the open interest changed by 79 which increased total open position to 79
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2857.8, 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 2857.8, 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 2857.8, 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 2857.8, 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 2857.8, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 2857.8, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 2857.8, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 2857.8, 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 Apr SENSEX was trading at 78111.24. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 0, 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 21-May-2026 (4d) 75700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 38.16
Theta: -50.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 75237.99 | 907.7 | 79.2 (9.56%) | 19.65 | 3,72,515 | 4,459 | 5,188 |
| 14 May | 75398.72 | 781.95 | -585.55 (-42.82%) | 16.82 | 4,505 | 633 | 729 |
| 13 May | 74608.98 | 1350 | 150 (12.50%) | 19.11 | 163 | 89 | 96 |
| 12 May | 74559.24 | 1200 | 665.55 (124.53%) | 12.92 | 5 | 4 | 7 |
| 11 May | 76015.28 | 534.45 | 198.35 (59.02%) | 15.51 | 1 | 1 | 3 |
| 8 May | 77328.19 | 471.8 | -133.4 (-22.04%) | - | 0 | 0 | 2 |
| 7 May | 77844.52 | 471.8 | -133.4 (-22.04%) | - | 0 | 0 | 2 |
| 6 May | 77958.52 | 471.8 | -133.4 (-22.04%) | 22.74 | 2 | 2 | 2 |
| 5 May | 77017.79 | 575.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 575.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | - | - | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | - | - | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 575.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 575.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75700 expiring on 21MAY2026
Delta for 75700 PE is -0.55
Historical price for 75700 PE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 907.7, which was 79.2 higher than the previous day. The implied volatity was 19.65, the open interest changed by 4459 which increased total open position to 5188
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 781.95, which was -585.55 lower than the previous day. The implied volatity was 16.82, the open interest changed by 633 which increased total open position to 729
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1350, which was 150 higher than the previous day. The implied volatity was 19.11, the open interest changed by 89 which increased total open position to 96
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1200, which was 665.55 higher than the previous day. The implied volatity was 12.92, the open interest changed by 4 which increased total open position to 7
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 534.45, which was 198.35 higher than the previous day. The implied volatity was 15.51, the open interest changed by 1 which increased total open position to 3
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 471.8, which was -133.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 471.8, which was -133.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 471.8, which was -133.4 lower than the previous day. The implied volatity was 22.74, the open interest changed by 2 which increased total open position to 2
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 575.05, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 575.05, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 575.05, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 575.05, 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 Apr SENSEX was trading at 78111.24. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr SENSEX was trading at 76847.57. The strike last trading price was 0, 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
