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Historical option data for SENSEX

22 May 2026 04:09 PM IST
SENSEX 27-May-2026 (5d) 76200 CE
Delta: 0.32
Vega: 31.47
Theta: -56.69
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 287.15 34.95 (13.86%) 15.93 2,06,106 2,686 4,222
21 May 75183.36 245.05 -138.1 (-36.04%) 15.16 8,656 1,132 1,536
20 May 75318.39 413.9 27.9 (7.23%) 17.3 1,161 150 404
19 May 75200.85 370 -189.75 (-33.90%) 15.9 561 141 254
18 May 75315.04 555.25 -3.4 (-0.61%) 17.98 350 83 113
15 May 75237.99 580 114.05 (24.48%) 15.89 117 21 30
14 May 75398.72 465.95 -34.05 (-6.81%) 12.28 2 0 9
13 May 74608.98 500 -176.2 (-26.06%) 17 1 0 9
12 May 74559.24 1242.8 -735.75 (-37.19%) - 0 0 9
11 May 76015.28 1242.8 -735.75 (-37.19%) 18.4 11 6 9
8 May 77328.19 2040.7 -390.6 (-16.07%) - 0 0 3
7 May 77844.52 2040.7 -390.6 (-16.07%) - 0 0 3
6 May 77958.52 2040.7 -390.6 (-16.07%) - 0 0 3
5 May 77017.79 2040.7 -390.6 (-16.07%) 17.45 10 -9 3
4 May 77269.40 2431.3 514.8 (26.86%) 20.04 5 5 12
30 Apr 76913.50 1916.5 -629.4 (-24.72%) - 9 7 7
29 Apr 77496.36 2683.9 0 (0.00%) - 0 0 0
28 Apr 76886.91 2683.9 0 (0.00%) - 0 0 0
27 Apr 77303.63 2683.9 0 (0.00%) - 0 0 0
24 Apr 76664.21 2683.9 0 (0.00%) - 0 0 0
23 Apr 77664.00 3646.45 0 (0.00%) - 0 0 0
22 Apr 78516.49 0 0 (0.00%) - 0 0 0
21 Apr 79273.33 0 0 (0.00%) - 0 0 0
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 - - - 0 0 0
18 Mar 76704.13 0 0 (0.00%) - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
12 Mar 76034.42 0 0 (0.00%) - 0 0 0
10 Mar 78205.98 - - - 0 0 0
9 Mar 77566.16 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76200 expiring on 27MAY2026

Delta for 76200 CE is 0.32

Historical price for 76200 CE is as follows

On 22 May SENSEX was trading at 75415.35. The strike last trading price was 287.15, which was 34.95 higher than the previous day. The implied volatity was 15.93, the open interest changed by 2686 which increased total open position to 4222


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 245.05, which was -138.1 lower than the previous day. The implied volatity was 15.16, the open interest changed by 1132 which increased total open position to 1536


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 413.9, which was 27.9 higher than the previous day. The implied volatity was 17.3, the open interest changed by 150 which increased total open position to 404


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 370, which was -189.75 lower than the previous day. The implied volatity was 15.9, the open interest changed by 141 which increased total open position to 254


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 555.25, which was -3.4 lower than the previous day. The implied volatity was 17.98, the open interest changed by 83 which increased total open position to 113


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 580, which was 114.05 higher than the previous day. The implied volatity was 15.89, the open interest changed by 21 which increased total open position to 30


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 465.95, which was -34.05 lower than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 9


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 500, which was -176.2 lower than the previous day. The implied volatity was 17, the open interest changed by 0 which decreased total open position to 9


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1242.8, which was -735.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1242.8, which was -735.75 lower than the previous day. The implied volatity was 18.4, the open interest changed by 6 which increased total open position to 9


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2040.7, which was -390.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2040.7, which was -390.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 2040.7, which was -390.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 2040.7, which was -390.6 lower than the previous day. The implied volatity was 17.45, the open interest changed by -9 which decreased total open position to 3


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2431.3, which was 514.8 higher than the previous day. The implied volatity was 20.04, the open interest changed by 5 which increased total open position to 12


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1916.5, which was -629.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7


On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2683.9, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 2683.9, 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 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 2683.9, 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 2683.9, 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 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3646.45, 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 Apr SENSEX was trading at 78516.49. 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


On 21 Apr SENSEX was trading at 79273.33. 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


On 20 Apr SENSEX was trading at 78520.30. 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


On 17 Apr SENSEX was trading at 78493.54. 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


On 16 Apr SENSEX was trading at 77988.68. 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


On 15 Apr SENSEX was trading at 78111.24. 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


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


On 10 Apr SENSEX was trading at 77550.25. 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


On 9 Apr SENSEX was trading at 76631.65. 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


On 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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


On 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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


On 17 Mar SENSEX was trading at 76070.84. 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


On 16 Mar SENSEX was trading at 75502.85. 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


On 13 Mar SENSEX was trading at 74563.92. 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


On 12 Mar SENSEX was trading at 76034.42. 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


On 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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 27-May-2026 (5d) 76200 PE
Delta: -0.72
Vega: 29.83
Theta: -24.28
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 882.95 -403.35 (-31.36%) 13.18 9,429 405 648
21 May 75183.36 1320 132.9 (11.20%) 20.59 423 48 243
20 May 75318.39 1150 -166.15 (-12.62%) 17.31 72 6 195
19 May 75200.85 1380 -10.65 (-0.77%) 20.24 114 20 189
18 May 75315.04 1370 -60 (-4.20%) 20.96 112 96 169
15 May 75237.99 1430 57.25 (4.17%) 19.55 80 35 73
14 May 75398.72 1372.75 -868.5 (-38.75%) 19.09 11 -6 38
13 May 74608.98 1640.5 370.1 (29.13%) - 0 0 44
12 May 74559.24 1640.5 370.1 (29.13%) 13.29 74 27 44
11 May 76015.28 558.2 81 (16.97%) - 0 0 17
8 May 77328.19 558.2 81 (16.97%) 16.8 10 -2 17
7 May 77844.52 458.15 29.8 (6.96%) 17.04 76 -11 19
6 May 77958.52 423.35 -341.2 (-44.63%) 16.77 71 9 30
5 May 77017.79 745 -62.5 (-7.74%) 17.16 20 1 21
4 May 77269.40 807.5 9.2 (1.15%) 18.96 36 20 20
30 Apr 76913.50 830.5 0 (0.00%) - 0 0 0
29 Apr 77496.36 830.5 0 (0.00%) - 0 0 0
28 Apr 76886.91 830.5 0 (0.00%) - 0 0 0
27 Apr 77303.63 830.5 0 (0.00%) - 0 0 0
24 Apr 76664.21 830.5 0 (0.00%) 1.21 0 0 0
23 Apr 77664.00 929.15 0 (0.00%) - 0 0 0
22 Apr 78516.49 0 0 (0.00%) - 0 0 0
21 Apr 79273.33 0 0 (0.00%) - 0 0 0
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
19 Mar 74207.24 - - - 0 0 0
18 Mar 76704.13 0 0 (0.00%) - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0
12 Mar 76034.42 0 0 (0.00%) - 0 0 0
10 Mar 78205.98 - - - 0 0 0
9 Mar 77566.16 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76200 expiring on 27MAY2026

Delta for 76200 PE is -0.72

Historical price for 76200 PE is as follows

On 22 May SENSEX was trading at 75415.35. The strike last trading price was 882.95, which was -403.35 lower than the previous day. The implied volatity was 13.18, the open interest changed by 405 which increased total open position to 648


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1320, which was 132.9 higher than the previous day. The implied volatity was 20.59, the open interest changed by 48 which increased total open position to 243


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1150, which was -166.15 lower than the previous day. The implied volatity was 17.31, the open interest changed by 6 which increased total open position to 195


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1380, which was -10.65 lower than the previous day. The implied volatity was 20.24, the open interest changed by 20 which increased total open position to 189


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1370, which was -60 lower than the previous day. The implied volatity was 20.96, the open interest changed by 96 which increased total open position to 169


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1430, which was 57.25 higher than the previous day. The implied volatity was 19.55, the open interest changed by 35 which increased total open position to 73


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1372.75, which was -868.5 lower than the previous day. The implied volatity was 19.09, the open interest changed by -6 which decreased total open position to 38


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1640.5, which was 370.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1640.5, which was 370.1 higher than the previous day. The implied volatity was 13.29, the open interest changed by 27 which increased total open position to 44


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 558.2, which was 81 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 558.2, which was 81 higher than the previous day. The implied volatity was 16.8, the open interest changed by -2 which decreased total open position to 17


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 458.15, which was 29.8 higher than the previous day. The implied volatity was 17.04, the open interest changed by -11 which decreased total open position to 19


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 423.35, which was -341.2 lower than the previous day. The implied volatity was 16.77, the open interest changed by 9 which increased total open position to 30


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 745, which was -62.5 lower than the previous day. The implied volatity was 17.16, the open interest changed by 1 which increased total open position to 21


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 807.5, which was 9.2 higher than the previous day. The implied volatity was 18.96, the open interest changed by 20 which increased total open position to 20


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 830.5, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 830.5, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 830.5, 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 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 830.5, 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 830.5, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 929.15, 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 22 Apr SENSEX was trading at 78516.49. 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


On 21 Apr SENSEX was trading at 79273.33. 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


On 20 Apr SENSEX was trading at 78520.30. 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


On 17 Apr SENSEX was trading at 78493.54. 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


On 16 Apr SENSEX was trading at 77988.68. 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


On 15 Apr SENSEX was trading at 78111.24. 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


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


On 10 Apr SENSEX was trading at 77550.25. 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


On 9 Apr SENSEX was trading at 76631.65. 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


On 27 Mar SENSEX was trading at 73583.22. 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 25 Mar SENSEX was trading at 75273.45. 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


On 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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


On 17 Mar SENSEX was trading at 76070.84. 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


On 16 Mar SENSEX was trading at 75502.85. 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


On 13 Mar SENSEX was trading at 74563.92. 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


On 12 Mar SENSEX was trading at 76034.42. 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


On 10 Mar SENSEX was trading at 78205.98. 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 9 Mar SENSEX was trading at 77566.16. 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