Historical option data for SENSEX
18 Jun 2026 01:33 PM IST
| SENSEX 18-Jun-2026 76300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 1.84
Theta: -750.38
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77294.77 | 1026.75 | 118.25 (13.02%) | 64.53 | 15,137 | -138 | 1,915 | |||||||||
| 17 Jun | 77155.62 | 898.3 | 237.8 (36.00%) | 15.45 | 29,678 | -1,934 | 2,053 | |||||||||
| 16 Jun | 76808.48 | 691.65 | 184.45 (36.37%) | 15.5 | 1,48,362 | -7,620 | 3,987 | |||||||||
| 15 Jun | 76264.33 | 500 | 159.5 (46.84%) | 18.07 | 1,93,147 | 8,985 | 11,607 | |||||||||
| 12 Jun | 75527.95 | 360 | 316.3 (723.80%) | 16.28 | 1,32,629 | 1,878 | 2,622 | |||||||||
| 11 Jun | 73832.55 | 51 | -25.2 (-33.07%) | 15.32 | 6,596 | 615 | 744 | |||||||||
| 10 Jun | 73983.18 | 70.6 | -28.8 (-28.97%) | 14.64 | 366 | 100 | 129 | |||||||||
| 9 Jun | 73918.76 | 99.65 | -28.9 (-22.48%) | 15.4 | 57 | -6 | 29 | |||||||||
| 8 Jun | 73524.26 | 130.1 | -131.75 (-50.32%) | 17.91 | 16 | -13 | 35 | |||||||||
| 5 Jun | 74243.34 | 265 | -19.3 (-6.79%) | 15.66 | 77 | 2 | 48 | |||||||||
| 4 Jun | 74360.01 | 284.3 | -243.6 (-46.15%) | 14.34 | 3 | -1 | 46 | |||||||||
| 3 Jun | 74346.17 | 400 | -69.6 (-14.82%) | - | 0 | 0 | 47 | |||||||||
| 2 Jun | 74649.84 | 400 | -69.6 (-14.82%) | 14.48 | 3 | 1 | 47 | |||||||||
| 1 Jun | 74267.34 | 789.4 | -16.35 (-2.03%) | - | 0 | 0 | 46 | |||||||||
| 29 May | 74775.74 | 789.4 | -16.35 (-2.03%) | 16.81 | 115 | 42 | 46 | |||||||||
| 27 May | 75867.80 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 26 May | 76009.70 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 25 May | 76488.96 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 22 May | 75415.35 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 21 May | 75183.36 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 20 May | 75318.39 | 1200 | -200 (-14.29%) | - | 0 | 0 | 4 | |||||||||
| 19 May | 75200.85 | 1200 | -200 (-14.29%) | 16.61 | 1 | -1 | 4 | |||||||||
| 18 May | 75315.04 | 1400 | 0 (0.00%) | 17.72 | 1 | 1 | 5 | |||||||||
| 15 May | 75237.99 | 1400 | -280.2 (-16.68%) | 16.82 | 1 | 1 | 4 | |||||||||
| 14 May | 75398.72 | 1680.2 | 0 (0.00%) | 18.94 | 1 | 1 | 3 | |||||||||
| 13 May | 74608.98 | 2591.05 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 12 May | 74559.24 | 2591.05 | 0 (0.00%) | 32.04 | 1 | 1 | 2 | |||||||||
| 11 May | 76015.28 | 2591.05 | 0 (0.00%) | 23.78 | 1 | 1 | 1 | |||||||||
| 6 May | 77958.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76300 expiring on 18JUN2026
Delta for 76300 CE is 0.91
Historical price for 76300 CE is as follows
On 18 Jun SENSEX was trading at 77294.77. The strike last trading price was 1026.75, which was 118.25 higher than the previous day. The implied volatity was 64.53, the open interest changed by -138 which decreased total open position to 1915
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 898.3, which was 237.8 higher than the previous day. The implied volatity was 15.45, the open interest changed by -1934 which decreased total open position to 2053
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 691.65, which was 184.45 higher than the previous day. The implied volatity was 15.5, the open interest changed by -7620 which decreased total open position to 3987
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 500, which was 159.5 higher than the previous day. The implied volatity was 18.07, the open interest changed by 8985 which increased total open position to 11607
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 360, which was 316.3 higher than the previous day. The implied volatity was 16.28, the open interest changed by 1878 which increased total open position to 2622
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 51, which was -25.2 lower than the previous day. The implied volatity was 15.32, the open interest changed by 615 which increased total open position to 744
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 70.6, which was -28.8 lower than the previous day. The implied volatity was 14.64, the open interest changed by 100 which increased total open position to 129
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 99.65, which was -28.9 lower than the previous day. The implied volatity was 15.4, the open interest changed by -6 which decreased total open position to 29
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 130.1, which was -131.75 lower than the previous day. The implied volatity was 17.91, the open interest changed by -13 which decreased total open position to 35
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 265, which was -19.3 lower than the previous day. The implied volatity was 15.66, the open interest changed by 2 which increased total open position to 48
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 284.3, which was -243.6 lower than the previous day. The implied volatity was 14.34, the open interest changed by -1 which decreased total open position to 46
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 400, which was -69.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 47
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 400, which was -69.6 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1 which increased total open position to 47
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 789.4, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 789.4, which was -16.35 lower than the previous day. The implied volatity was 16.81, the open interest changed by 42 which increased total open position to 46
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1200, which was -200 lower than the previous day. The implied volatity was 16.61, the open interest changed by -1 which decreased total open position to 4
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1400, which was 0 lower than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 5
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1400, which was -280.2 lower than the previous day. The implied volatity was 16.82, the open interest changed by 1 which increased total open position to 4
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1680.2, which was 0 lower than the previous day. The implied volatity was 18.94, the open interest changed by 1 which increased total open position to 3
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 2591.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 2591.05, which was 0 lower than the previous day. The implied volatity was 32.04, the open interest changed by 1 which increased total open position to 2
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2591.05, which was 0 lower than the previous day. The implied volatity was 23.78, the open interest changed by 1 which increased total open position to 1
On 6 May SENSEX was trading at 77958.52. 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 5 May SENSEX was trading at 77017.79. 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 18-Jun-2026 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.33
Theta: -75.98
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77294.77 | 1.6 | -26.95 (-94.40%) | 37.95 | 20,82,079 | 44,408 | 84,130 |
| 17 Jun | 77155.62 | 27.8 | -106.6 (-79.32%) | 16.4 | 13,89,429 | 22,591 | 39,722 |
| 16 Jun | 76808.48 | 124.7 | -307.25 (-71.13%) | 14.58 | 3,44,027 | 455 | 17,131 |
| 15 Jun | 76264.33 | 415.95 | -533.3 (-56.18%) | 15.15 | 4,66,652 | 16,356 | 16,676 |
| 12 Jun | 75527.95 | 909.7 | -1507.95 (-62.37%) | 13.48 | 724 | 319 | 320 |
| 11 Jun | 73832.55 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 10 Jun | 73983.18 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 9 Jun | 73918.76 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 8 Jun | 73524.26 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 5 Jun | 74243.34 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 4 Jun | 74360.01 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 3 Jun | 74346.17 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 2 Jun | 74649.84 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 1 Jun | 74267.34 | 1084.8 | 99.4 (10.09%) | - | 0 | 0 | 1 |
| 29 May | 74775.74 | 1084.8 | 99.4 (10.09%) | 7.34 | 1 | 1 | 1 |
| 27 May | 75867.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 76300 expiring on 18JUN2026
Delta for 76300 PE is -0.01
Historical price for 76300 PE is as follows
On 18 Jun SENSEX was trading at 77294.77. The strike last trading price was 1.6, which was -26.95 lower than the previous day. The implied volatity was 37.95, the open interest changed by 44408 which increased total open position to 84130
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 27.8, which was -106.6 lower than the previous day. The implied volatity was 16.4, the open interest changed by 22591 which increased total open position to 39722
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 124.7, which was -307.25 lower than the previous day. The implied volatity was 14.58, the open interest changed by 455 which increased total open position to 17131
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 415.95, which was -533.3 lower than the previous day. The implied volatity was 15.15, the open interest changed by 16356 which increased total open position to 16676
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 909.7, which was -1507.95 lower than the previous day. The implied volatity was 13.48, the open interest changed by 319 which increased total open position to 320
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1084.8, which was 99.4 higher than the previous day. The implied volatity was 7.34, the open interest changed by 1 which increased total open position to 1
On 27 May SENSEX was trading at 75867.80. 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 26 May SENSEX was trading at 76009.70. 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 25 May SENSEX was trading at 76488.96. 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 22 May SENSEX was trading at 75415.35. 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 May SENSEX was trading at 75183.36. 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 May SENSEX was trading at 75318.39. 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 May SENSEX was trading at 75200.85. 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 18 May SENSEX was trading at 75315.04. 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 May SENSEX was trading at 75237.99. 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 14 May SENSEX was trading at 75398.72. 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 May SENSEX was trading at 74608.98. 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 May SENSEX was trading at 74559.24. 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 11 May SENSEX was trading at 76015.28. 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 6 May SENSEX was trading at 77958.52. 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 5 May SENSEX was trading at 77017.79. 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
