Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 76400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 10.38
Theta: -39.26
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 55.7 | -199 (-78.13%) | 21.71 | 1,25,140 | 4,737 | 11,042 | |||||||||
| 29 May | 74775.74 | 250 | -204.5 (-44.99%) | 20.23 | 1,75,002 | 3,895 | 6,305 | |||||||||
| 27 May | 75867.80 | 489.95 | -109.05 (-18.21%) | 14.62 | 10,564 | 1,100 | 2,410 | |||||||||
| 26 May | 76009.70 | 611 | -321.65 (-34.49%) | 14.84 | 3,935 | 727 | 1,310 | |||||||||
| 25 May | 76488.96 | 1030.15 | 491.75 (91.34%) | 16.63 | 2,468 | 369 | 583 | |||||||||
| 22 May | 75415.35 | 594.35 | -28.05 (-4.51%) | 15.9 | 277 | 175 | 214 | |||||||||
| 21 May | 75183.36 | 622.4 | -319.55 (-33.92%) | 17.24 | 23 | 22 | 39 | |||||||||
| 20 May | 75318.39 | 1062.2 | 172.45 (19.38%) | - | 0 | 0 | 17 | |||||||||
| 19 May | 75200.85 | 1062.2 | 172.45 (19.38%) | - | 0 | 0 | 17 | |||||||||
| 18 May | 75315.04 | 1062.2 | 172.45 (19.38%) | - | 0 | 0 | 17 | |||||||||
| 15 May | 75237.99 | 1062.2 | 172.45 (19.38%) | 19.53 | 18 | 17 | 17 | |||||||||
| 14 May | 75398.72 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2774.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76400 expiring on 04JUN2026
Delta for 76400 CE is 0.08
Historical price for 76400 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 55.7, which was -199 lower than the previous day. The implied volatity was 21.71, the open interest changed by 4737 which increased total open position to 11042
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 250, which was -204.5 lower than the previous day. The implied volatity was 20.23, the open interest changed by 3895 which increased total open position to 6305
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 489.95, which was -109.05 lower than the previous day. The implied volatity was 14.62, the open interest changed by 1100 which increased total open position to 2410
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 611, which was -321.65 lower than the previous day. The implied volatity was 14.84, the open interest changed by 727 which increased total open position to 1310
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1030.15, which was 491.75 higher than the previous day. The implied volatity was 16.63, the open interest changed by 369 which increased total open position to 583
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 594.35, which was -28.05 lower than the previous day. The implied volatity was 15.9, the open interest changed by 175 which increased total open position to 214
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 622.4, which was -319.55 lower than the previous day. The implied volatity was 17.24, the open interest changed by 22 which increased total open position to 39
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1062.2, which was 172.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1062.2, which was 172.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1062.2, which was 172.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1062.2, which was 172.45 higher than the previous day. The implied volatity was 19.53, the open interest changed by 17 which increased total open position to 17
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2774.9, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 2774.9, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 2774.9, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 2774.9, 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 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 2774.9, 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 2774.9, 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 2774.9, 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
| SENSEX 04-Jun-2026 (3d) 76400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 26.45
Theta: -555.64
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 2004.35 | 758.2 (60.84%) | 128.98 | 747 | -169 | 981 |
| 29 May | 74775.74 | 1291.2 | 532.6 (70.21%) | 5.88 | 48,625 | 470 | 1,150 |
| 27 May | 75867.80 | 750 | -87.75 (-10.47%) | 12.21 | 2,324 | -334 | 680 |
| 26 May | 76009.70 | 823.9 | 161.25 (24.33%) | 15.07 | 4,471 | 594 | 1,014 |
| 25 May | 76488.96 | 574 | -566 (-49.65%) | 14.67 | 1,413 | 407 | 420 |
| 22 May | 75415.35 | 1140 | -456.35 (-28.59%) | 12.77 | 15 | 12 | 13 |
| 21 May | 75183.36 | 1596.35 | -254.75 (-13.76%) | 18.13 | 1 | 1 | 1 |
| 20 May | 75318.39 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | - | - | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 1028.9 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 76400 expiring on 04JUN2026
Delta for 76400 PE is -0.57
Historical price for 76400 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2004.35, which was 758.2 higher than the previous day. The implied volatity was 128.98, the open interest changed by -169 which decreased total open position to 981
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1291.2, which was 532.6 higher than the previous day. The implied volatity was 5.88, the open interest changed by 470 which increased total open position to 1150
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 750, which was -87.75 lower than the previous day. The implied volatity was 12.21, the open interest changed by -334 which decreased total open position to 680
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 823.9, which was 161.25 higher than the previous day. The implied volatity was 15.07, the open interest changed by 594 which increased total open position to 1014
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 574, which was -566 lower than the previous day. The implied volatity was 14.67, the open interest changed by 407 which increased total open position to 420
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1140, which was -456.35 lower than the previous day. The implied volatity was 12.77, the open interest changed by 12 which increased total open position to 13
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1596.35, which was -254.75 lower than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1028.9, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 1028.9, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 1028.9, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 1028.9, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 1028.9, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 1028.9, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 1028.9, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1028.9, 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 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 1028.9, 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 1028.9, 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 1028.9, 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
