Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 75900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 33.88
Theta: -64.28
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 388.8 | -285.2 (-42.31%) | 20.53 | 3,76,954 | 17,093 | 26,158 | |||||||||
| 27 May | 75867.80 | 735.8 | -111.25 (-13.13%) | 14.9 | 35,214 | 8,850 | 9,065 | |||||||||
| 26 May | 76009.70 | 853 | -382.8 (-30.98%) | 14.62 | 564 | 73 | 215 | |||||||||
| 25 May | 76488.96 | 1347.85 | 607.15 (81.97%) | 16.94 | 299 | -88 | 142 | |||||||||
| 22 May | 75415.35 | 782.15 | 109.2 (16.23%) | 15.58 | 325 | 176 | 230 | |||||||||
| 21 May | 75183.36 | 676.3 | -472.15 (-41.11%) | 14.82 | 47 | 36 | 54 | |||||||||
| 20 May | 75318.39 | 900.15 | -407.7 (-31.17%) | - | 0 | 0 | 18 | |||||||||
| 19 May | 75200.85 | 900.15 | -407.7 (-31.17%) | 17.18 | 29 | 12 | 18 | |||||||||
| 18 May | 75315.04 | 1083.8 | -18.45 (-1.67%) | - | 0 | 0 | 6 | |||||||||
| 15 May | 75237.99 | 1083.8 | -18.45 (-1.67%) | 16.73 | 9 | 6 | 6 | |||||||||
| 14 May | 75398.72 | 3104.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3104.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3104.55 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 75900 expiring on 04JUN2026
Delta for 75900 CE is 0.31
Historical price for 75900 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 388.8, which was -285.2 lower than the previous day. The implied volatity was 20.53, the open interest changed by 17093 which increased total open position to 26158
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 735.8, which was -111.25 lower than the previous day. The implied volatity was 14.9, the open interest changed by 8850 which increased total open position to 9065
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 853, which was -382.8 lower than the previous day. The implied volatity was 14.62, the open interest changed by 73 which increased total open position to 215
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1347.85, which was 607.15 higher than the previous day. The implied volatity was 16.94, the open interest changed by -88 which decreased total open position to 142
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 782.15, which was 109.2 higher than the previous day. The implied volatity was 15.58, the open interest changed by 176 which increased total open position to 230
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 676.3, which was -472.15 lower than the previous day. The implied volatity was 14.82, the open interest changed by 36 which increased total open position to 54
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 900.15, which was -407.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 900.15, which was -407.7 lower than the previous day. The implied volatity was 17.18, the open interest changed by 12 which increased total open position to 18
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1083.8, which was -18.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1083.8, which was -18.45 lower than the previous day. The implied volatity was 16.73, the open interest changed by 6 which increased total open position to 6
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 3104.55, 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 3104.55, 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 3104.55, 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
| SENSEX 04-Jun-2026 (5d) 75900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 29.29
Theta: -10.87
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 931.55 | 428.35 (85.13%) | 11.02 | 5,44,723 | 2,134 | 9,500 |
| 27 May | 75867.80 | 495 | -95.15 (-16.12%) | 12.5 | 44,417 | 6,963 | 7,366 |
| 26 May | 76009.70 | 576.05 | 124 (27.43%) | 15.04 | 1,731 | 224 | 403 |
| 25 May | 76488.96 | 419.65 | -613.8 (-59.39%) | 15.4 | 400 | 107 | 179 |
| 22 May | 75415.35 | 1015 | -281.35 (-21.70%) | 15.89 | 237 | 23 | 72 |
| 21 May | 75183.36 | 1296.35 | -262.35 (-16.83%) | 18.17 | 22 | 0 | 49 |
| 20 May | 75318.39 | 1289.9 | -602.4 (-31.83%) | - | 0 | 0 | 49 |
| 19 May | 75200.85 | 1289.9 | -602.4 (-31.83%) | 17.26 | 38 | 15 | 49 |
| 18 May | 75315.04 | 1892.3 | 687.4 (57.05%) | 27.46 | 1 | -1 | 34 |
| 15 May | 75237.99 | 1204.9 | -158.85 (-11.65%) | 15.71 | 40 | 35 | 35 |
| 14 May | 75398.72 | 861.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 861.75 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 861.75 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 75900 expiring on 04JUN2026
Delta for 75900 PE is -0.77
Historical price for 75900 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 931.55, which was 428.35 higher than the previous day. The implied volatity was 11.02, the open interest changed by 2134 which increased total open position to 9500
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 495, which was -95.15 lower than the previous day. The implied volatity was 12.5, the open interest changed by 6963 which increased total open position to 7366
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 576.05, which was 124 higher than the previous day. The implied volatity was 15.04, the open interest changed by 224 which increased total open position to 403
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 419.65, which was -613.8 lower than the previous day. The implied volatity was 15.4, the open interest changed by 107 which increased total open position to 179
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1015, which was -281.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 23 which increased total open position to 72
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1296.35, which was -262.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 49
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1289.9, which was -602.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1289.9, which was -602.4 lower than the previous day. The implied volatity was 17.26, the open interest changed by 15 which increased total open position to 49
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1892.3, which was 687.4 higher than the previous day. The implied volatity was 27.46, the open interest changed by -1 which decreased total open position to 34
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1204.9, which was -158.85 lower than the previous day. The implied volatity was 15.71, the open interest changed by 35 which increased total open position to 35
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 861.75, 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 861.75, 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 861.75, 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
