Historical option data for SENSEX
22 May 2026 04:09 PM IST
| SENSEX 27-May-2026 (4d) 76800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.2
Vega: 24.33
Theta: -44.3
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 75415.35 | 156.45 | 17 (12.19%) | 16.55 | 98,573 | 1,708 | 2,516 | |||||||||
| 21 May | 75183.36 | 144.05 | -73.85 (-33.89%) | 16.14 | 4,717 | 561 | 808 | |||||||||
| 20 May | 75318.39 | 228.9 | 11.35 (5.22%) | 16.78 | 848 | 102 | 247 | |||||||||
| 19 May | 75200.85 | 218.25 | -148 (-40.41%) | 16.02 | 477 | 71 | 145 | |||||||||
| 18 May | 75315.04 | 351 | -24.7 (-6.57%) | 17.64 | 202 | -18 | 74 | |||||||||
| 15 May | 75237.99 | 412.4 | 82.4 (24.97%) | 16.48 | 221 | 65 | 92 | |||||||||
| 14 May | 75398.72 | 330 | -298.3 (-47.48%) | 13.39 | 7 | 0 | 27 | |||||||||
| 13 May | 74608.98 | 696 | -238.5 (-25.52%) | - | 0 | 0 | 27 | |||||||||
| 12 May | 74559.24 | 696 | -238.5 (-25.52%) | 23.94 | 1 | -1 | 27 | |||||||||
| 11 May | 76015.28 | 910 | -691.7 (-43.19%) | 17.59 | 65 | 12 | 28 | |||||||||
| 8 May | 77328.19 | 2030.9 | 432.9 (27.09%) | - | 0 | 0 | 16 | |||||||||
| 7 May | 77844.52 | 2030.9 | 432.9 (27.09%) | 16.03 | 5 | -3 | 16 | |||||||||
| 6 May | 77958.52 | 1598 | -56.8 (-3.43%) | 5.56 | 23 | 5 | 19 | |||||||||
| 5 May | 77017.79 | 1675.2 | -214.8 (-11.37%) | 17.42 | 37 | -10 | 14 | |||||||||
| 4 May | 77269.40 | 1890 | 37.7 (2.04%) | 17.71 | 13 | 9 | 24 | |||||||||
| 30 Apr | 76913.50 | 1810.95 | -389.05 (-17.68%) | - | 51 | 14 | 15 | |||||||||
| 29 Apr | 77496.36 | 2200 | 400 (22.22%) | - | 1 | 0 | 1 | |||||||||
| 28 Apr | 76886.91 | 1800 | -261.6 (-12.69%) | - | 1 | 1 | 1 | |||||||||
| 27 Apr | 77303.63 | 2061.6 | 15.6 (0.76%) | - | 2 | -2 | 0 | |||||||||
| 24 Apr | 76664.21 | 2046 | -254.75 (-11.07%) | - | 2 | 2 | 2 | |||||||||
| 23 Apr | 77664.00 | 3244.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 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 | |||||||||
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 76800 expiring on 27MAY2026
Delta for 76800 CE is 0.2
Historical price for 76800 CE is as follows
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 156.45, which was 17 higher than the previous day. The implied volatity was 16.55, the open interest changed by 1708 which increased total open position to 2516
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 144.05, which was -73.85 lower than the previous day. The implied volatity was 16.14, the open interest changed by 561 which increased total open position to 808
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 228.9, which was 11.35 higher than the previous day. The implied volatity was 16.78, the open interest changed by 102 which increased total open position to 247
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 218.25, which was -148 lower than the previous day. The implied volatity was 16.02, the open interest changed by 71 which increased total open position to 145
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 351, which was -24.7 lower than the previous day. The implied volatity was 17.64, the open interest changed by -18 which decreased total open position to 74
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 412.4, which was 82.4 higher than the previous day. The implied volatity was 16.48, the open interest changed by 65 which increased total open position to 92
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 330, which was -298.3 lower than the previous day. The implied volatity was 13.39, the open interest changed by 0 which decreased total open position to 27
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 696, which was -238.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 696, which was -238.5 lower than the previous day. The implied volatity was 23.94, the open interest changed by -1 which decreased total open position to 27
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 910, which was -691.7 lower than the previous day. The implied volatity was 17.59, the open interest changed by 12 which increased total open position to 28
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2030.9, which was 432.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2030.9, which was 432.9 higher than the previous day. The implied volatity was 16.03, the open interest changed by -3 which decreased total open position to 16
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 1598, which was -56.8 lower than the previous day. The implied volatity was 5.56, the open interest changed by 5 which increased total open position to 19
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1675.2, which was -214.8 lower than the previous day. The implied volatity was 17.42, the open interest changed by -10 which decreased total open position to 14
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1890, which was 37.7 higher than the previous day. The implied volatity was 17.71, the open interest changed by 9 which increased total open position to 24
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 1810.95, which was -389.05 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2200, which was 400 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1800, which was -261.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 2061.6, which was 15.6 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 2046, which was -254.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3244.7, 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 Apr SENSEX was trading at 78516.49. 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 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. 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 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 13 Mar SENSEX was trading at 74563.92. 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 12 Mar SENSEX was trading at 76034.42. 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 Mar SENSEX was trading at 76863.71. 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 10 Mar SENSEX was trading at 78205.98. 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 Mar SENSEX was trading at 77566.16. 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 27-May-2026 (4d) 76800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 19.7
Theta: -8.02
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 75415.35 | 1363 | -399 (-22.64%) | 13.26 | 555 | 105 | 210 |
| 21 May | 75183.36 | 1811.9 | 187.55 (11.55%) | 22.45 | 95 | 19 | 105 |
| 20 May | 75318.39 | 1624.35 | 134.35 (9.02%) | 18.65 | 8 | -1 | 86 |
| 19 May | 75200.85 | 1490 | -182.85 (-10.93%) | 10.24 | 75 | -40 | 87 |
| 18 May | 75315.04 | 1700 | -189.65 (-10.04%) | 19.42 | 7 | -1 | 127 |
| 15 May | 75237.99 | 1889.65 | 319.75 (20.37%) | 21.04 | 129 | 61 | 128 |
| 14 May | 75398.72 | 1569.9 | -1087.55 (-40.92%) | 15.65 | 11 | -6 | 67 |
| 13 May | 74608.98 | 1386.45 | 592.4 (74.60%) | - | 0 | 0 | 73 |
| 12 May | 74559.24 | 1386.45 | 592.4 (74.60%) | - | 0 | 0 | 73 |
| 11 May | 76015.28 | 1386.45 | 592.4 (74.60%) | 18.03 | 85 | 56 | 73 |
| 8 May | 77328.19 | 762.7 | 119.3 (18.54%) | 16.79 | 39 | 6 | 17 |
| 7 May | 77844.52 | 612.4 | 44.2 (7.78%) | 16.75 | 47 | -13 | 11 |
| 6 May | 77958.52 | 560.25 | -417.5 (-42.70%) | 16.37 | 51 | -4 | 24 |
| 5 May | 77017.79 | 966.4 | 42.55 (4.61%) | 17.01 | 8 | 7 | 28 |
| 4 May | 77269.40 | 912.9 | -134.2 (-12.82%) | 17.37 | 19 | 3 | 21 |
| 30 Apr | 76913.50 | 950.65 | -399.4 (-29.58%) | - | 0 | 0 | 18 |
| 29 Apr | 77496.36 | 950.65 | -399.4 (-29.58%) | - | 26 | 12 | 18 |
| 28 Apr | 76886.91 | 1157.5 | -466.9 (-28.74%) | - | 0 | 0 | 6 |
| 27 Apr | 77303.63 | 1157.5 | -466.9 (-28.74%) | - | 6 | 6 | 6 |
| 24 Apr | 76664.21 | 1044.3 | 0 (0.00%) | 0.59 | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1124.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 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 |
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 76800 expiring on 27MAY2026
Delta for 76800 PE is -0.86
Historical price for 76800 PE is as follows
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1363, which was -399 lower than the previous day. The implied volatity was 13.26, the open interest changed by 105 which increased total open position to 210
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 1811.9, which was 187.55 higher than the previous day. The implied volatity was 22.45, the open interest changed by 19 which increased total open position to 105
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 1624.35, which was 134.35 higher than the previous day. The implied volatity was 18.65, the open interest changed by -1 which decreased total open position to 86
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 1490, which was -182.85 lower than the previous day. The implied volatity was 10.24, the open interest changed by -40 which decreased total open position to 87
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1700, which was -189.65 lower than the previous day. The implied volatity was 19.42, the open interest changed by -1 which decreased total open position to 127
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1889.65, which was 319.75 higher than the previous day. The implied volatity was 21.04, the open interest changed by 61 which increased total open position to 128
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1569.9, which was -1087.55 lower than the previous day. The implied volatity was 15.65, the open interest changed by -6 which decreased total open position to 67
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1386.45, which was 592.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1386.45, which was 592.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1386.45, which was 592.4 higher than the previous day. The implied volatity was 18.03, the open interest changed by 56 which increased total open position to 73
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 762.7, which was 119.3 higher than the previous day. The implied volatity was 16.79, the open interest changed by 6 which increased total open position to 17
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 612.4, which was 44.2 higher than the previous day. The implied volatity was 16.75, the open interest changed by -13 which decreased total open position to 11
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 560.25, which was -417.5 lower than the previous day. The implied volatity was 16.37, the open interest changed by -4 which decreased total open position to 24
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 966.4, which was 42.55 higher than the previous day. The implied volatity was 17.01, the open interest changed by 7 which increased total open position to 28
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 912.9, which was -134.2 lower than the previous day. The implied volatity was 17.37, the open interest changed by 3 which increased total open position to 21
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 950.65, which was -399.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 950.65, which was -399.4 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 18
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1157.5, which was -466.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1157.5, which was -466.9 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1044.3, which was 0 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1124.25, 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 Apr SENSEX was trading at 78516.49. 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 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. 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 16 Apr SENSEX was trading at 77988.68. 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 15 Apr SENSEX was trading at 78111.24. 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 13 Apr SENSEX was trading at 76847.57. 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 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 19 Mar SENSEX was trading at 74207.24. 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 18 Mar SENSEX was trading at 76704.13. 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 13 Mar SENSEX was trading at 74563.92. 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 12 Mar SENSEX was trading at 76034.42. 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 Mar SENSEX was trading at 76863.71. 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 10 Mar SENSEX was trading at 78205.98. 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 Mar SENSEX was trading at 77566.16. 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
