Historical option data for SENSEX
16 Jun 2026 04:09 PM IST
| SENSEX 18-Jun-2026 (1d) 76600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 21.62
Theta: -92.64
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 76808.48 | 472.8 | 109.3 (30.07%) | 14.71 | 9,04,986 | -4,159 | 12,552 | |||||||||
| 15 Jun | 76264.33 | 354 | 102.7 (40.87%) | 17.66 | 6,34,005 | 14,252 | 16,711 | |||||||||
| 12 Jun | 75527.95 | 270 | 240.35 (810.62%) | 16.32 | 98,169 | 1,508 | 2,459 | |||||||||
| 11 Jun | 73832.55 | 33.05 | -20.1 (-37.82%) | 15.3 | 9,378 | 832 | 951 | |||||||||
| 10 Jun | 73983.18 | 51.05 | 0 (0.00%) | 14.89 | 308 | 32 | 119 | |||||||||
| 9 Jun | 73918.76 | 52.1 | -43.2 (-45.33%) | 14.3 | 154 | -39 | 87 | |||||||||
| 8 Jun | 73524.26 | 101.85 | -117.9 (-53.65%) | 18.05 | 178 | 78 | 126 | |||||||||
| 5 Jun | 74243.34 | 216.5 | 9.35 (4.51%) | 15.87 | 50 | 3 | 48 | |||||||||
| 4 Jun | 74360.01 | 675 | -0.95 (-0.14%) | - | 0 | 0 | 45 | |||||||||
| 3 Jun | 74346.17 | 675 | -0.95 (-0.14%) | - | 0 | 0 | 45 | |||||||||
| 2 Jun | 74649.84 | 675 | -0.95 (-0.14%) | - | 0 | 0 | 45 | |||||||||
| 1 Jun | 74267.34 | 675 | -0.95 (-0.14%) | 22.39 | 2 | 0 | 45 | |||||||||
| 29 May | 74775.74 | 675.95 | -464.6 (-40.73%) | 17.82 | 87 | 42 | 45 | |||||||||
| 27 May | 75867.80 | 1140.55 | 0 (0.00%) | 17.09 | 3 | 3 | 3 | |||||||||
| 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 | |||||||||
| 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 | |||||||||
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76600 expiring on 18JUN2026
Delta for 76600 CE is 0.62
Historical price for 76600 CE is as follows
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 472.8, which was 109.3 higher than the previous day. The implied volatity was 14.71, the open interest changed by -4159 which decreased total open position to 12552
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 354, which was 102.7 higher than the previous day. The implied volatity was 17.66, the open interest changed by 14252 which increased total open position to 16711
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 270, which was 240.35 higher than the previous day. The implied volatity was 16.32, the open interest changed by 1508 which increased total open position to 2459
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 33.05, which was -20.1 lower than the previous day. The implied volatity was 15.3, the open interest changed by 832 which increased total open position to 951
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 51.05, which was 0 lower than the previous day. The implied volatity was 14.89, the open interest changed by 32 which increased total open position to 119
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 52.1, which was -43.2 lower than the previous day. The implied volatity was 14.3, the open interest changed by -39 which decreased total open position to 87
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 101.85, which was -117.9 lower than the previous day. The implied volatity was 18.05, the open interest changed by 78 which increased total open position to 126
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 216.5, which was 9.35 higher than the previous day. The implied volatity was 15.87, the open interest changed by 3 which increased total open position to 48
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 675, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 675, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 675, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 675, which was -0.95 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 45
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 675.95, which was -464.6 lower than the previous day. The implied volatity was 17.82, the open interest changed by 42 which increased total open position to 45
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1140.55, which was 0 lower than the previous day. The implied volatity was 17.09, the open interest changed by 3 which increased total open position to 3
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 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
On 4 May SENSEX was trading at 77269.40. 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 (1d) 76600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 21.53
Theta: -67.89
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 76808.48 | 208.3 | -382.15 (-64.72%) | 14.06 | 9,02,294 | 28,823 | 39,182 |
| 15 Jun | 76264.33 | 571.45 | -577.15 (-50.25%) | 14.7 | 6,68,208 | 10,181 | 10,359 |
| 12 Jun | 75527.95 | 1120.5 | -1584.8 (-58.58%) | 13.21 | 253 | 177 | 178 |
| 11 Jun | 73832.55 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 10 Jun | 73983.18 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 9 Jun | 73918.76 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 8 Jun | 73524.26 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 5 Jun | 74243.34 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 4 Jun | 74360.01 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 3 Jun | 74346.17 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 2 Jun | 74649.84 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 1 Jun | 74267.34 | 1712.25 | 558.15 (48.36%) | - | 0 | 0 | 1 |
| 29 May | 74775.74 | 1712.25 | 558.15 (48.36%) | 11.72 | 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 |
| 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 |
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 76600 expiring on 18JUN2026
Delta for 76600 PE is -0.37
Historical price for 76600 PE is as follows
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 208.3, which was -382.15 lower than the previous day. The implied volatity was 14.06, the open interest changed by 28823 which increased total open position to 39182
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 571.45, which was -577.15 lower than the previous day. The implied volatity was 14.7, the open interest changed by 10181 which increased total open position to 10359
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1120.5, which was -1584.8 lower than the previous day. The implied volatity was 13.21, the open interest changed by 177 which increased total open position to 178
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 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 1712.25, which was 558.15 higher than the previous day. The implied volatity was 11.72, 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 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
On 4 May SENSEX was trading at 77269.40. 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
