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Historical option data for SENSEX

24 Jun 2026 12:22 PM IST
SENSEX 25-Jun-2026 (1d) 76400 CE
Delta: 0.74
Vega: 13.78
Theta: -130.69
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 76899.99 649 350.8 (117.64%) 18.9 12,64,179 1,453 18,459
23 Jun 76123.62 283.95 -612.35 (-68.32%) 17.36 2,57,986 15,665 17,152
22 Jun 77094.07 895.6 160.7 (21.87%) 16.55 8,294 -143 1,487
19 Jun 76802.90 773.5 -383.7 (-33.16%) 10.32 74,715 1,360 1,630
18 Jun 77409.98 1250 198.85 (18.92%) 10.78 892 133 270
17 Jun 77155.62 1044.85 185.45 (21.58%) 9.65 251 -61 137
16 Jun 76808.48 866.05 128.3 (17.39%) 10.72 773 5 198
15 Jun 76264.33 739.5 215.95 (41.25%) 14.19 1,080 62 193
12 Jun 75527.95 486.85 363.85 (295.81%) 13.12 746 101 131
11 Jun 73832.55 123 -68.5 (-35.77%) 13.49 38 -23 30
10 Jun 73983.18 184.6 9.25 (5.28%) 14.08 7 -5 53
9 Jun 73918.76 175.35 -42.65 (-19.56%) 13.59 20 8 58
8 Jun 73524.26 218 -224.9 (-50.78%) 16.01 18 2 50
5 Jun 74243.34 442.9 0 (0.00%) 15.7 5 -3 48
4 Jun 74360.01 450.75 -101.45 (-18.37%) 14.37 23 7 51
3 Jun 74346.17 552.2 -44.35 (-7.43%) 16.07 1 -1 44
2 Jun 74649.84 596.55 66.55 (12.56%) 14.84 8 -8 45
1 Jun 74267.34 530 -289.75 (-35.35%) 15.23 17 0 53
29 May 74775.74 843.15 -352.05 (-29.46%) 15.98 98 18 53
27 May 75867.80 1195.2 -260.25 (-17.88%) 13.59 46 34 35
26 May 76009.70 1584.3 0 (0.00%) - 0 0 1
25 May 76488.96 1584.3 0 (0.00%) - 0 0 1
22 May 75415.35 1584.3 0 (0.00%) - 0 0 1
21 May 75183.36 1584.3 0 (0.00%) - 0 0 1
20 May 75318.39 1584.3 0 (0.00%) - 0 0 1
19 May 75200.85 1584.3 0 (0.00%) - 0 0 1
18 May 75315.04 1584.3 0 (0.00%) - 0 0 1
15 May 75237.99 1584.3 0 (0.00%) - 0 0 1
14 May 75398.72 1584.3 0 (0.00%) - 0 0 1
13 May 74608.98 1584.3 0 (0.00%) 19.21 1 1 1
12 May 74559.24 3000 500 (20.00%) - 0 0 0
11 May 76015.28 3000 500 (20.00%) - 0 0 0
8 May 77328.19 3000 500 (20.00%) - 0 0 0
7 May 77844.52 3000 500 (20.00%) - 0 0 0
6 May 77958.52 3000 500 (20.00%) - 0 0 0
5 May 77017.79 3000 500 (20.00%) - 0 0 0
4 May 77269.40 2500 -774.75 (-23.66%) - 0 0 1
30 Apr 76913.50 2500 -774.75 (-23.66%) - 1 1 1
10 Apr 77550.25 - - - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76400 expiring on 25JUN2026

Delta for 76400 CE is 0.74

Historical price for 76400 CE is as follows

On 24 Jun SENSEX was trading at 76899.99. The strike last trading price was 649, which was 350.8 higher than the previous day. The implied volatity was 18.9, the open interest changed by 1453 which increased total open position to 18459


On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 283.95, which was -612.35 lower than the previous day. The implied volatity was 17.36, the open interest changed by 15665 which increased total open position to 17152


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 895.6, which was 160.7 higher than the previous day. The implied volatity was 16.55, the open interest changed by -143 which decreased total open position to 1487


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 773.5, which was -383.7 lower than the previous day. The implied volatity was 10.32, the open interest changed by 1360 which increased total open position to 1630


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 1250, which was 198.85 higher than the previous day. The implied volatity was 10.78, the open interest changed by 133 which increased total open position to 270


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 1044.85, which was 185.45 higher than the previous day. The implied volatity was 9.65, the open interest changed by -61 which decreased total open position to 137


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 866.05, which was 128.3 higher than the previous day. The implied volatity was 10.72, the open interest changed by 5 which increased total open position to 198


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 739.5, which was 215.95 higher than the previous day. The implied volatity was 14.19, the open interest changed by 62 which increased total open position to 193


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 486.85, which was 363.85 higher than the previous day. The implied volatity was 13.12, the open interest changed by 101 which increased total open position to 131


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 123, which was -68.5 lower than the previous day. The implied volatity was 13.49, the open interest changed by -23 which decreased total open position to 30


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 184.6, which was 9.25 higher than the previous day. The implied volatity was 14.08, the open interest changed by -5 which decreased total open position to 53


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 175.35, which was -42.65 lower than the previous day. The implied volatity was 13.59, the open interest changed by 8 which increased total open position to 58


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 218, which was -224.9 lower than the previous day. The implied volatity was 16.01, the open interest changed by 2 which increased total open position to 50


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 442.9, which was 0 lower than the previous day. The implied volatity was 15.7, the open interest changed by -3 which decreased total open position to 48


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 450.75, which was -101.45 lower than the previous day. The implied volatity was 14.37, the open interest changed by 7 which increased total open position to 51


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 552.2, which was -44.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by -1 which decreased total open position to 44


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 596.55, which was 66.55 higher than the previous day. The implied volatity was 14.84, the open interest changed by -8 which decreased total open position to 45


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 530, which was -289.75 lower than the previous day. The implied volatity was 15.23, the open interest changed by 0 which decreased total open position to 53


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 843.15, which was -352.05 lower than the previous day. The implied volatity was 15.98, the open interest changed by 18 which increased total open position to 53


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1195.2, which was -260.25 lower than the previous day. The implied volatity was 13.59, the open interest changed by 34 which increased total open position to 35


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1584.3, which was 0 lower than the previous day. The implied volatity was 19.21, the open interest changed by 1 which increased total open position to 1


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 3000, which was 500 higher 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 3000, which was 500 higher 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 3000, which was 500 higher 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 3000, which was 500 higher 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 3000, which was 500 higher 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 3000, which was 500 higher 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 2500, which was -774.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 2500, which was -774.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 10 Apr SENSEX was trading at 77550.25. 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 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


SENSEX 25-Jun-2026 (1d) 76400 PE
Delta: -0.24
Vega: 13.29
Theta: -97.5
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 76899.99 105.75 -291.7 (-73.39%) 17.45 16,72,179 90,866 1,02,744
23 Jun 76123.62 463.25 352.8 (319.42%) 14.84 6,56,741 5,551 14,236
22 Jun 77094.07 105.35 -169.6 (-61.68%) 12.65 1,34,276 987 8,685
19 Jun 76802.90 224.3 87.95 (64.50%) 11.85 2,75,271 6,303 7,698
18 Jun 77409.98 136 -163.1 (-54.53%) 12.33 10,053 860 1,395
17 Jun 77155.62 292.45 -154.1 (-34.51%) 14.41 1,249 178 535
16 Jun 76808.48 430.95 -307.65 (-41.65%) 14.37 1,039 208 357
15 Jun 76264.33 732.4 -569.1 (-43.73%) 15.04 1,344 104 149
12 Jun 75527.95 1301.5 -1227.7 (-48.54%) 17.03 43 33 45
11 Jun 73832.55 1629.65 502 (44.52%) - 0 0 12
10 Jun 73983.18 1629.65 502 (44.52%) - 0 0 12
9 Jun 73918.76 1629.65 502 (44.52%) - 0 0 12
8 Jun 73524.26 1629.65 502 (44.52%) - 0 0 12
5 Jun 74243.34 1629.65 502 (44.52%) - 0 0 12
4 Jun 74360.01 1629.65 502 (44.52%) - 0 0 12
3 Jun 74346.17 1629.65 502 (44.52%) - 0 0 12
2 Jun 74649.84 1629.65 502 (44.52%) - 0 0 12
1 Jun 74267.34 1629.65 502 (44.52%) - 0 0 12
29 May 74775.74 1629.65 502 (44.52%) 12.38 19 12 12
27 May 75867.80 1310.5 0 (0.00%) - 0 0 0
26 May 76009.70 1310.5 0 (0.00%) - 0 0 0
25 May 76488.96 1310.5 0 (0.00%) - 0 0 0
22 May 75415.35 1310.5 0 (0.00%) - 0 0 0
21 May 75183.36 1310.5 0 (0.00%) - 0 0 0
20 May 75318.39 1310.5 0 (0.00%) - 0 0 0
19 May 75200.85 1310.5 0 (0.00%) - 0 0 0
18 May 75315.04 1310.5 0 (0.00%) - 0 0 0
15 May 75237.99 1310.5 0 (0.00%) - 0 0 0
14 May 75398.72 1310.5 0 (0.00%) - 0 0 0
13 May 74608.98 1310.5 0 (0.00%) - 0 0 0
12 May 74559.24 1310.5 0 (0.00%) - 0 0 0
11 May 76015.28 1310.5 0 (0.00%) - 0 0 0
8 May 77328.19 1310.5 0 (0.00%) - 0 0 0
7 May 77844.52 1310.5 0 (0.00%) - 0 0 0
6 May 77958.52 1310.5 0 (0.00%) - 0 0 0
5 May 77017.79 1310.5 0 (0.00%) - 0 0 0
4 May 77269.40 1310.5 0 (0.00%) - 0 0 0
30 Apr 76913.50 1310.5 0 (0.00%) - 0 0 0
10 Apr 77550.25 - - - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76400 expiring on 25JUN2026

Delta for 76400 PE is -0.24

Historical price for 76400 PE is as follows

On 24 Jun SENSEX was trading at 76899.99. The strike last trading price was 105.75, which was -291.7 lower than the previous day. The implied volatity was 17.45, the open interest changed by 90866 which increased total open position to 102744


On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 463.25, which was 352.8 higher than the previous day. The implied volatity was 14.84, the open interest changed by 5551 which increased total open position to 14236


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 105.35, which was -169.6 lower than the previous day. The implied volatity was 12.65, the open interest changed by 987 which increased total open position to 8685


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 224.3, which was 87.95 higher than the previous day. The implied volatity was 11.85, the open interest changed by 6303 which increased total open position to 7698


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 136, which was -163.1 lower than the previous day. The implied volatity was 12.33, the open interest changed by 860 which increased total open position to 1395


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 292.45, which was -154.1 lower than the previous day. The implied volatity was 14.41, the open interest changed by 178 which increased total open position to 535


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 430.95, which was -307.65 lower than the previous day. The implied volatity was 14.37, the open interest changed by 208 which increased total open position to 357


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 732.4, which was -569.1 lower than the previous day. The implied volatity was 15.04, the open interest changed by 104 which increased total open position to 149


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1301.5, which was -1227.7 lower than the previous day. The implied volatity was 17.03, the open interest changed by 33 which increased total open position to 45


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1629.65, which was 502 higher than the previous day. The implied volatity was 12.38, the open interest changed by 12 which increased total open position to 12


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1310.5, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 1310.5, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 1310.5, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 1310.5, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 1310.5, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 1310.5, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 1310.5, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 1310.5, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 1310.5, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 1310.5, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 1310.5, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 1310.5, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 1310.5, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 1310.5, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 1310.5, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 1310.5, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 1310.5, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 1310.5, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1310.5, 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 10 Apr SENSEX was trading at 77550.25. 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 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