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Historical option data for SENSEX

23 Jun 2026 03:24 PM IST
SENSEX 25-Jun-2026 (2d) 76500 CE
Delta: 0.37
Vega: 21.26
Theta: -99.76
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 76123.62 246 -565.55 (-69.69%) 17.38 6,71,251 39,667 44,825
22 Jun 77094.07 790.2 107.45 (15.74%) 15.12 49,309 -4,288 5,158
19 Jun 76802.90 710 -411.5 (-36.69%) 10.51 3,68,049 6,974 9,446
18 Jun 77409.98 1189.55 208.65 (21.27%) 11.56 7,983 60 2,472
17 Jun 77155.62 972.3 169.95 (21.18%) 9.82 9,616 -828 2,412
16 Jun 76808.48 812.8 124.6 (18.11%) 11 10,221 1,294 3,240
15 Jun 76264.33 694.95 224.25 (47.64%) 14.29 10,142 852 1,946
12 Jun 75527.95 511 396.95 (348.05%) 14.24 5,004 -217 1,094
11 Jun 73832.55 125.65 -35.75 (-22.15%) 13.98 1,220 -75 1,311
10 Jun 73983.18 156.05 -44.3 (-22.11%) 13.71 1,082 89 1,386
9 Jun 73918.76 211.45 -8.4 (-3.82%) 14.93 342 -44 1,297
8 Jun 73524.26 216.45 -141.35 (-39.51%) 16.36 570 -22 1,341
5 Jun 74243.34 350 -71.8 (-17.02%) 14.47 424 -1 1,363
4 Jun 74360.01 432.5 -35.6 (-7.61%) 14.51 649 13 1,364
3 Jun 74346.17 436.1 -59.2 (-11.95%) 14.64 1,019 -60 1,351
2 Jun 74649.84 544.95 42.1 (8.37%) 14.54 699 151 1,411
1 Jun 74267.34 497.1 -308.65 (-38.31%) 15.14 214 9 1,260
29 May 74775.74 799.1 -324.15 (-28.86%) 15.87 2,291 969 1,251
27 May 75867.80 1132 -77.4 (-6.40%) 13.43 297 67 282
26 May 76009.70 1220.85 -311 (-20.30%) 13.26 268 102 215
25 May 76488.96 1586 440.3 (38.43%) 13.61 202 47 113
22 May 75415.35 1163.9 65.9 (6.00%) 14.59 54 29 66
21 May 75183.36 1098 -155.9 (-12.43%) 14.71 37 -9 37
20 May 75318.39 1219.85 15.35 (1.27%) 15.06 82 4 46
19 May 75200.85 1181.55 -168.45 (-12.48%) 14.92 58 -11 42
18 May 75315.04 1350 46.4 (3.56%) 15.74 59 -1 53
15 May 75237.99 1332.05 -179.7 (-11.89%) 14.88 42 2 54
14 May 75398.72 1511.75 154.05 (11.35%) 15.88 23 -1 52
13 May 74608.98 1357.7 327.25 (31.76%) 17.37 7 3 53
12 May 74559.24 1030.45 -877.85 (-46.00%) 14.3 24 5 50
11 May 76015.28 1906.6 -747.45 (-28.16%) 15.63 47 45 45
8 May 77328.19 3234.3 0 (0.00%) - 0 0 0
7 May 77844.52 3234.3 0 (0.00%) - 0 0 0
6 May 77958.52 3234.3 0 (0.00%) - 0 0 0
5 May 77017.79 3234.3 0 (0.00%) - 0 0 0
4 May 77269.40 3234.3 0 (0.00%) - 0 0 0
30 Apr 76913.50 3234.3 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 76500 expiring on 25JUN2026

Delta for 76500 CE is 0.37

Historical price for 76500 CE is as follows

On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 246, which was -565.55 lower than the previous day. The implied volatity was 17.38, the open interest changed by 39667 which increased total open position to 44825


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 790.2, which was 107.45 higher than the previous day. The implied volatity was 15.12, the open interest changed by -4288 which decreased total open position to 5158


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 710, which was -411.5 lower than the previous day. The implied volatity was 10.51, the open interest changed by 6974 which increased total open position to 9446


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 1189.55, which was 208.65 higher than the previous day. The implied volatity was 11.56, the open interest changed by 60 which increased total open position to 2472


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 972.3, which was 169.95 higher than the previous day. The implied volatity was 9.82, the open interest changed by -828 which decreased total open position to 2412


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 812.8, which was 124.6 higher than the previous day. The implied volatity was 11, the open interest changed by 1294 which increased total open position to 3240


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 694.95, which was 224.25 higher than the previous day. The implied volatity was 14.29, the open interest changed by 852 which increased total open position to 1946


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 511, which was 396.95 higher than the previous day. The implied volatity was 14.24, the open interest changed by -217 which decreased total open position to 1094


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 125.65, which was -35.75 lower than the previous day. The implied volatity was 13.98, the open interest changed by -75 which decreased total open position to 1311


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 156.05, which was -44.3 lower than the previous day. The implied volatity was 13.71, the open interest changed by 89 which increased total open position to 1386


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 211.45, which was -8.4 lower than the previous day. The implied volatity was 14.93, the open interest changed by -44 which decreased total open position to 1297


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 216.45, which was -141.35 lower than the previous day. The implied volatity was 16.36, the open interest changed by -22 which decreased total open position to 1341


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 350, which was -71.8 lower than the previous day. The implied volatity was 14.47, the open interest changed by -1 which decreased total open position to 1363


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 432.5, which was -35.6 lower than the previous day. The implied volatity was 14.51, the open interest changed by 13 which increased total open position to 1364


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 436.1, which was -59.2 lower than the previous day. The implied volatity was 14.64, the open interest changed by -60 which decreased total open position to 1351


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 544.95, which was 42.1 higher than the previous day. The implied volatity was 14.54, the open interest changed by 151 which increased total open position to 1411


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 497.1, which was -308.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 9 which increased total open position to 1260


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 799.1, which was -324.15 lower than the previous day. The implied volatity was 15.87, the open interest changed by 969 which increased total open position to 1251


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1132, which was -77.4 lower than the previous day. The implied volatity was 13.43, the open interest changed by 67 which increased total open position to 282


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1220.85, which was -311 lower than the previous day. The implied volatity was 13.26, the open interest changed by 102 which increased total open position to 215


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1586, which was 440.3 higher than the previous day. The implied volatity was 13.61, the open interest changed by 47 which increased total open position to 113


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1163.9, which was 65.9 higher than the previous day. The implied volatity was 14.59, the open interest changed by 29 which increased total open position to 66


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1098, which was -155.9 lower than the previous day. The implied volatity was 14.71, the open interest changed by -9 which decreased total open position to 37


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1219.85, which was 15.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by 4 which increased total open position to 46


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1181.55, which was -168.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by -11 which decreased total open position to 42


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1350, which was 46.4 higher than the previous day. The implied volatity was 15.74, the open interest changed by -1 which decreased total open position to 53


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1332.05, which was -179.7 lower than the previous day. The implied volatity was 14.88, the open interest changed by 2 which increased total open position to 54


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1511.75, which was 154.05 higher than the previous day. The implied volatity was 15.88, the open interest changed by -1 which decreased total open position to 52


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1357.7, which was 327.25 higher than the previous day. The implied volatity was 17.37, the open interest changed by 3 which increased total open position to 53


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1030.45, which was -877.85 lower than the previous day. The implied volatity was 14.3, the open interest changed by 5 which increased total open position to 50


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1906.6, which was -747.45 lower than the previous day. The implied volatity was 15.63, the open interest changed by 45 which increased total open position to 45


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 3234.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 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


SENSEX 25-Jun-2026 (2d) 76500 PE
Delta: -0.65
Vega: 20.84
Theta: -62.99
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 76123.62 525.05 394.55 (302.34%) 14.76 11,89,485 4,295 22,784
22 Jun 77094.07 126.55 -179.8 (-58.69%) 12.57 2,90,603 2,229 18,489
19 Jun 76802.90 254.8 100.45 (65.08%) 11.81 6,61,501 9,258 16,260
18 Jun 77409.98 151.5 -177.7 (-53.98%) 12.17 40,625 1,801 7,002
17 Jun 77155.62 322 -165.95 (-34.01%) 14.4 13,972 935 5,201
16 Jun 76808.48 471 -314.5 (-40.04%) 14.42 13,904 2,827 4,266
15 Jun 76264.33 770.65 -526.55 (-40.59%) 14.8 6,938 647 1,439
12 Jun 75527.95 1261.5 -1358.5 (-51.85%) 15.18 1,309 -383 792
11 Jun 73832.55 2620 170 (6.94%) 17.46 23 0 1,175
10 Jun 73983.18 2450 -81.75 (-3.23%) 16.11 30 0 1,175
9 Jun 73918.76 2531.75 -508.75 (-16.73%) 16.7 4 3 1,175
8 Jun 73524.26 3040.5 707.5 (30.33%) 20.1 9 -3 1,172
5 Jun 74243.34 2365.95 245.95 (11.60%) 17.6 13 -2 1,175
4 Jun 74360.01 2120 26.75 (1.28%) 15.86 41 -11 1,177
3 Jun 74346.17 2093.25 293.25 (16.29%) 14.02 61 -9 1,188
2 Jun 74649.84 1800 -517.15 (-22.32%) 12.78 35 -7 1,197
1 Jun 74267.34 2317.15 641.05 (38.25%) 16.5 54 -26 1,204
29 May 74775.74 1732 529.15 (43.99%) 12.86 1,879 954 1,230
27 May 75867.80 1208.65 -115.35 (-8.71%) 14.01 307 71 276
26 May 76009.70 1315.35 146.65 (12.55%) 15.92 504 8 205
25 May 76488.96 1079.75 -800.25 (-42.57%) 15.81 320 132 197
22 May 75415.35 1880 -220 (-10.48%) 18.32 44 5 65
21 May 75183.36 2100 88.9 (4.42%) 19.22 16 -3 60
20 May 75318.39 2021.1 -128.9 (-6.00%) 19 22 -5 63
19 May 75200.85 2150 47.6 (2.26%) 19.56 67 -3 68
18 May 75315.04 2157.75 -45.7 (-2.07%) 20.22 24 24 71
15 May 75237.99 2203.45 148.65 (7.23%) 20.04 18 8 47
14 May 75398.72 2030.9 -1204.15 (-37.22%) 18.75 28 0 39
13 May 74608.98 2469.95 731.6 (42.09%) - 0 0 39
12 May 74559.24 2469.95 731.6 (42.09%) 18.42 31 -17 39
11 May 76015.28 1750.65 476.1 (37.35%) 18.62 86 56 56
8 May 77328.19 1347.5 0 (0.00%) - 0 0 0
7 May 77844.52 1347.5 0 (0.00%) - 0 0 0
6 May 77958.52 1347.5 0 (0.00%) - 0 0 0
5 May 77017.79 1347.5 0 (0.00%) - 0 0 0
4 May 77269.40 1347.5 0 (0.00%) - 0 0 0
30 Apr 76913.50 1347.5 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 76500 expiring on 25JUN2026

Delta for 76500 PE is -0.65

Historical price for 76500 PE is as follows

On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 525.05, which was 394.55 higher than the previous day. The implied volatity was 14.76, the open interest changed by 4295 which increased total open position to 22784


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 126.55, which was -179.8 lower than the previous day. The implied volatity was 12.57, the open interest changed by 2229 which increased total open position to 18489


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 254.8, which was 100.45 higher than the previous day. The implied volatity was 11.81, the open interest changed by 9258 which increased total open position to 16260


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 151.5, which was -177.7 lower than the previous day. The implied volatity was 12.17, the open interest changed by 1801 which increased total open position to 7002


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 322, which was -165.95 lower than the previous day. The implied volatity was 14.4, the open interest changed by 935 which increased total open position to 5201


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 471, which was -314.5 lower than the previous day. The implied volatity was 14.42, the open interest changed by 2827 which increased total open position to 4266


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 770.65, which was -526.55 lower than the previous day. The implied volatity was 14.8, the open interest changed by 647 which increased total open position to 1439


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1261.5, which was -1358.5 lower than the previous day. The implied volatity was 15.18, the open interest changed by -383 which decreased total open position to 792


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 2620, which was 170 higher than the previous day. The implied volatity was 17.46, the open interest changed by 0 which decreased total open position to 1175


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 2450, which was -81.75 lower than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 1175


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2531.75, which was -508.75 lower than the previous day. The implied volatity was 16.7, the open interest changed by 3 which increased total open position to 1175


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 3040.5, which was 707.5 higher than the previous day. The implied volatity was 20.1, the open interest changed by -3 which decreased total open position to 1172


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 2365.95, which was 245.95 higher than the previous day. The implied volatity was 17.6, the open interest changed by -2 which decreased total open position to 1175


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2120, which was 26.75 higher than the previous day. The implied volatity was 15.86, the open interest changed by -11 which decreased total open position to 1177


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2093.25, which was 293.25 higher than the previous day. The implied volatity was 14.02, the open interest changed by -9 which decreased total open position to 1188


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1800, which was -517.15 lower than the previous day. The implied volatity was 12.78, the open interest changed by -7 which decreased total open position to 1197


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2317.15, which was 641.05 higher than the previous day. The implied volatity was 16.5, the open interest changed by -26 which decreased total open position to 1204


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1732, which was 529.15 higher than the previous day. The implied volatity was 12.86, the open interest changed by 954 which increased total open position to 1230


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1208.65, which was -115.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by 71 which increased total open position to 276


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1315.35, which was 146.65 higher than the previous day. The implied volatity was 15.92, the open interest changed by 8 which increased total open position to 205


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1079.75, which was -800.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by 132 which increased total open position to 197


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1880, which was -220 lower than the previous day. The implied volatity was 18.32, the open interest changed by 5 which increased total open position to 65


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2100, which was 88.9 higher than the previous day. The implied volatity was 19.22, the open interest changed by -3 which decreased total open position to 60


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2021.1, which was -128.9 lower than the previous day. The implied volatity was 19, the open interest changed by -5 which decreased total open position to 63


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2150, which was 47.6 higher than the previous day. The implied volatity was 19.56, the open interest changed by -3 which decreased total open position to 68


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2157.75, which was -45.7 lower than the previous day. The implied volatity was 20.22, the open interest changed by 24 which increased total open position to 71


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 2203.45, which was 148.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 8 which increased total open position to 47


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2030.9, which was -1204.15 lower than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 39


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 2469.95, which was 731.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 2469.95, which was 731.6 higher than the previous day. The implied volatity was 18.42, the open interest changed by -17 which decreased total open position to 39


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1750.65, which was 476.1 higher than the previous day. The implied volatity was 18.62, the open interest changed by 56 which increased total open position to 56


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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