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Historical option data for SENSEX

19 Jun 2026 04:09 PM IST
SENSEX 25-Jun-2026 (5d) 76700 CE
Delta: 0.62
Vega: 37.59
Theta: -45.56
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 577.8 -358.45 (-38.29%) 10.44 6,35,782 13,322 13,948
18 Jun 77409.98 1020 169.65 (19.95%) 11.14 3,148 -116 626
17 Jun 77155.62 839.05 151.85 (22.10%) 10.18 1,241 -125 742
16 Jun 76808.48 710 122.9 (20.93%) 11.43 2,320 386 867
15 Jun 76264.33 591.4 178.4 (43.20%) 14.06 2,041 393 481
12 Jun 75527.95 438.75 287.6 (190.27%) 14.17 180 80 88
11 Jun 73832.55 151.15 -152 (-50.14%) 15.62 12 -2 8
10 Jun 73983.18 342.3 -32.55 (-8.68%) - 0 0 10
9 Jun 73918.76 342.3 -32.55 (-8.68%) - 0 0 10
8 Jun 73524.26 342.3 -32.55 (-8.68%) - 0 0 10
5 Jun 74243.34 342.3 -32.55 (-8.68%) 15.16 23 -12 10
4 Jun 74360.01 380.85 5.7 (1.52%) 14.48 22 2 22
3 Jun 74346.17 375.15 15.9 (4.43%) 14.44 1 -1 20
2 Jun 74649.84 359.25 -81.3 (-18.45%) 12.49 18 11 21
1 Jun 74267.34 440.55 -280.6 (-38.91%) 15.01 4 -2 10
29 May 74775.74 781 -229 (-22.67%) 15.54 27 10 12
27 May 75867.80 1020 -123.95 (-10.84%) 13.22 8 -3 2
26 May 76009.70 1143.95 -440.55 (-27.80%) 13.51 7 5 5
25 May 76488.96 3112.3 0 (0.00%) - 0 0 0
22 May 75415.35 3112.3 0 (0.00%) - 0 0 0
21 May 75183.36 3112.3 0 (0.00%) - 0 0 0
20 May 75318.39 3112.3 0 (0.00%) - 0 0 0
19 May 75200.85 3112.3 0 (0.00%) - 0 0 0
18 May 75315.04 3112.3 0 (0.00%) - 0 0 0
15 May 75237.99 3112.3 0 (0.00%) - 0 0 0
14 May 75398.72 3112.3 0 (0.00%) - 0 0 0
13 May 74608.98 3112.3 0 (0.00%) - 0 0 0
12 May 74559.24 3112.3 0 (0.00%) - 0 0 0
11 May 76015.28 3112.3 0 (0.00%) - 0 0 0
8 May 77328.19 3112.3 0 (0.00%) - 0 0 0
7 May 77844.52 3112.3 0 (0.00%) - 0 0 0
6 May 77958.52 3112.3 0 (0.00%) - 0 0 0
5 May 77017.79 3112.3 0 (0.00%) - 0 0 0
4 May 77269.40 3112.3 0 (0.00%) - 0 0 0
30 Apr 76913.50 3112.3 0 (0.00%) - 0 0 0
13 Apr 76847.57 - - - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
8 Apr 77562.90 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76700 expiring on 25JUN2026

Delta for 76700 CE is 0.62

Historical price for 76700 CE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 577.8, which was -358.45 lower than the previous day. The implied volatity was 10.44, the open interest changed by 13322 which increased total open position to 13948


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 1020, which was 169.65 higher than the previous day. The implied volatity was 11.14, the open interest changed by -116 which decreased total open position to 626


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 839.05, which was 151.85 higher than the previous day. The implied volatity was 10.18, the open interest changed by -125 which decreased total open position to 742


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 710, which was 122.9 higher than the previous day. The implied volatity was 11.43, the open interest changed by 386 which increased total open position to 867


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 591.4, which was 178.4 higher than the previous day. The implied volatity was 14.06, the open interest changed by 393 which increased total open position to 481


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 438.75, which was 287.6 higher than the previous day. The implied volatity was 14.17, the open interest changed by 80 which increased total open position to 88


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 151.15, which was -152 lower than the previous day. The implied volatity was 15.62, the open interest changed by -2 which decreased total open position to 8


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 342.3, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 342.3, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 342.3, which was -32.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 342.3, which was -32.55 lower than the previous day. The implied volatity was 15.16, the open interest changed by -12 which decreased total open position to 10


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 380.85, which was 5.7 higher than the previous day. The implied volatity was 14.48, the open interest changed by 2 which increased total open position to 22


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 375.15, which was 15.9 higher than the previous day. The implied volatity was 14.44, the open interest changed by -1 which decreased total open position to 20


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 359.25, which was -81.3 lower than the previous day. The implied volatity was 12.49, the open interest changed by 11 which increased total open position to 21


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 440.55, which was -280.6 lower than the previous day. The implied volatity was 15.01, the open interest changed by -2 which decreased total open position to 10


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 781, which was -229 lower than the previous day. The implied volatity was 15.54, the open interest changed by 10 which increased total open position to 12


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1020, which was -123.95 lower than the previous day. The implied volatity was 13.22, the open interest changed by -3 which decreased total open position to 2


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1143.95, which was -440.55 lower than the previous day. The implied volatity was 13.51, the open interest changed by 5 which increased total open position to 5


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3112.3, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 3112.3, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 3112.3, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 3112.3, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 3112.3, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 3112.3, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 3112.3, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 3112.3, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 3112.3, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 3112.3, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 3112.3, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 3112.3, 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 3112.3, 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 3112.3, 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 3112.3, 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 3112.3, 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 3112.3, 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 13 Apr SENSEX was trading at 76847.57. 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 10 Apr SENSEX was trading at 77550.25. 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 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


On 8 Apr SENSEX was trading at 77562.90. 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 (5d) 76700 PE
Delta: -0.39
Vega: 37.89
Theta: -28.19
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 319.35 116.7 (57.59%) 11.57 7,12,138 15,650 17,595
18 Jun 77409.98 194.55 -203.2 (-51.09%) 12.07 18,458 986 1,945
17 Jun 77155.62 391.35 -181.85 (-31.73%) 14.47 3,136 -52 959
16 Jun 76808.48 549.05 -356.75 (-39.39%) 14.32 3,070 613 1,011
15 Jun 76264.33 878.35 -801.15 (-47.70%) 14.81 2,729 349 398
12 Jun 75527.95 1679.5 -1117.65 (-39.96%) 20.55 42 33 49
11 Jun 73832.55 2844.4 408.4 (16.77%) - 0 0 16
10 Jun 73983.18 2844.4 408.4 (16.77%) - 0 0 16
9 Jun 73918.76 2844.4 408.4 (16.77%) - 0 0 16
8 Jun 73524.26 2844.4 408.4 (16.77%) - 0 0 16
5 Jun 74243.34 2844.4 408.4 (16.77%) - 0 0 16
4 Jun 74360.01 2844.4 408.4 (16.77%) - 0 0 16
3 Jun 74346.17 2844.4 408.4 (16.77%) 23.55 4 -4 16
2 Jun 74649.84 1813.45 403.35 (28.60%) - 0 0 20
1 Jun 74267.34 1813.45 403.35 (28.60%) - 0 0 20
29 May 74775.74 1813.45 403.35 (28.60%) 12.08 53 -14 20
27 May 75867.80 1410.1 -249.55 (-15.04%) 15.15 60 34 34
26 May 76009.70 1750 395 (29.15%) - 0 0 0
25 May 76488.96 1750 395 (29.15%) - 0 0 0
22 May 75415.35 1750 395 (29.15%) - 0 0 0
21 May 75183.36 1750 395 (29.15%) - 0 0 0
20 May 75318.39 1750 395 (29.15%) - 0 0 0
19 May 75200.85 1750 395 (29.15%) - 0 0 0
18 May 75315.04 1750 395 (29.15%) - 0 0 0
15 May 75237.99 1750 395 (29.15%) - 0 0 0
14 May 75398.72 1750 395 (29.15%) - 0 0 0
13 May 74608.98 1750 395 (29.15%) - 0 0 0
12 May 74559.24 1750 395 (29.15%) - 0 0 0
11 May 76015.28 1750 395 (29.15%) 17.73 1 -1 0
8 May 77328.19 1650 -348.2 (-17.43%) - 0 0 1
7 May 77844.52 1650 -348.2 (-17.43%) - 0 0 1
6 May 77958.52 1650 -348.2 (-17.43%) - 0 0 1
5 May 77017.79 1650 -348.2 (-17.43%) 19.99 1 1 1
4 May 77269.40 1423.65 0 (0.00%) - 0 0 0
30 Apr 76913.50 1423.65 0 (0.00%) - 0 0 0
13 Apr 76847.57 - - - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
8 Apr 77562.90 0 0 (0.00%) - 0 0 0


For Sensex - strike price 76700 expiring on 25JUN2026

Delta for 76700 PE is -0.39

Historical price for 76700 PE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 319.35, which was 116.7 higher than the previous day. The implied volatity was 11.57, the open interest changed by 15650 which increased total open position to 17595


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 194.55, which was -203.2 lower than the previous day. The implied volatity was 12.07, the open interest changed by 986 which increased total open position to 1945


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 391.35, which was -181.85 lower than the previous day. The implied volatity was 14.47, the open interest changed by -52 which decreased total open position to 959


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 549.05, which was -356.75 lower than the previous day. The implied volatity was 14.32, the open interest changed by 613 which increased total open position to 1011


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 878.35, which was -801.15 lower than the previous day. The implied volatity was 14.81, the open interest changed by 349 which increased total open position to 398


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1679.5, which was -1117.65 lower than the previous day. The implied volatity was 20.55, the open interest changed by 33 which increased total open position to 49


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2844.4, which was 408.4 higher than the previous day. The implied volatity was 23.55, the open interest changed by -4 which decreased total open position to 16


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1813.45, which was 403.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1813.45, which was 403.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1813.45, which was 403.35 higher than the previous day. The implied volatity was 12.08, the open interest changed by -14 which decreased total open position to 20


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1410.1, which was -249.55 lower than the previous day. The implied volatity was 15.15, the open interest changed by 34 which increased total open position to 34


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 higher 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 1750, which was 395 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 1750, which was 395 higher than the previous day. The implied volatity was 17.73, the open interest changed by -1 which decreased total open position to 0


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1650, which was -348.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 1650, which was -348.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 1650, which was -348.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1650, which was -348.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by 1 which increased total open position to 1


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1423.65, 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 1423.65, 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 Apr SENSEX was trading at 76847.57. 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 10 Apr SENSEX was trading at 77550.25. 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 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


On 8 Apr SENSEX was trading at 77562.90. 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