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Historical option data for SENSEX

19 Jun 2026 04:09 PM IST
SENSEX 25-Jun-2026 (4d) 76900 CE
Delta: 0.54
Vega: 39.11
Theta: -46.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 476.4 -338.45 (-41.54%) 10.78 2,76,020 13,615 14,320
18 Jun 77409.98 899.95 172.5 (23.71%) 11.86 7,225 260 705
17 Jun 77155.62 733 147.35 (25.16%) 10.84 4,271 109 445
16 Jun 76808.48 614.3 104.9 (20.59%) 11.73 1,059 203 336
15 Jun 76264.33 512.45 377.45 (279.59%) 14.15 773 128 133
12 Jun 75527.95 135 -18.25 (-11.91%) 8.82 25 -8 5
11 Jun 73832.55 153.25 -21.05 (-12.08%) 16.49 6 4 13
10 Jun 73983.18 174.3 9.3 (5.64%) 15.86 7 1 9
9 Jun 73918.76 165 -51.4 (-23.75%) 15.27 2 2 8
8 Jun 73524.26 216.4 -93.85 (-30.25%) 17.91 7 0 6
5 Jun 74243.34 310.25 9.15 (3.04%) 15.34 11 -3 6
4 Jun 74360.01 416.05 25.95 (6.65%) - 0 0 9
3 Jun 74346.17 416.05 25.95 (6.65%) - 0 0 9
2 Jun 74649.84 416.05 25.95 (6.65%) 14.24 15 -7 9
1 Jun 74267.34 406.3 -125.55 (-23.61%) 15.23 22 16 16
29 May 74775.74 2993.15 0 (0.00%) - 0 0 0
27 May 75867.80 2993.15 0 (0.00%) - 0 0 0
26 May 76009.70 2993.15 0 (0.00%) - 0 0 0
25 May 76488.96 2993.15 0 (0.00%) - 0 0 0
22 May 75415.35 2993.15 0 (0.00%) - 0 0 0
21 May 75183.36 2993.15 0 (0.00%) - 0 0 0
20 May 75318.39 2993.15 0 (0.00%) - 0 0 0
19 May 75200.85 2993.15 0 (0.00%) - 0 0 0
18 May 75315.04 2993.15 0 (0.00%) - 0 0 0
15 May 75237.99 2993.15 0 (0.00%) - 0 0 0
14 May 75398.72 2993.15 0 (0.00%) - 0 0 0
13 May 74608.98 2993.15 0 (0.00%) - 0 0 0
12 May 74559.24 2993.15 0 (0.00%) - 0 0 0
11 May 76015.28 2993.15 0 (0.00%) - 0 0 0
8 May 77328.19 2993.15 0 (0.00%) - 0 0 0
7 May 77844.52 2993.15 0 (0.00%) - 0 0 0
6 May 77958.52 2993.15 0 (0.00%) - 0 0 0
5 May 77017.79 2993.15 0 (0.00%) - 0 0 0
4 May 77269.40 2993.15 0 (0.00%) - 0 0 0
30 Apr 76913.50 2993.15 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 76900 expiring on 25JUN2026

Delta for 76900 CE is 0.54

Historical price for 76900 CE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 476.4, which was -338.45 lower than the previous day. The implied volatity was 10.78, the open interest changed by 13615 which increased total open position to 14320


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 899.95, which was 172.5 higher than the previous day. The implied volatity was 11.86, the open interest changed by 260 which increased total open position to 705


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 733, which was 147.35 higher than the previous day. The implied volatity was 10.84, the open interest changed by 109 which increased total open position to 445


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 614.3, which was 104.9 higher than the previous day. The implied volatity was 11.73, the open interest changed by 203 which increased total open position to 336


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 512.45, which was 377.45 higher than the previous day. The implied volatity was 14.15, the open interest changed by 128 which increased total open position to 133


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 135, which was -18.25 lower than the previous day. The implied volatity was 8.82, the open interest changed by -8 which decreased total open position to 5


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 153.25, which was -21.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by 4 which increased total open position to 13


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 174.3, which was 9.3 higher than the previous day. The implied volatity was 15.86, the open interest changed by 1 which increased total open position to 9


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 165, which was -51.4 lower than the previous day. The implied volatity was 15.27, the open interest changed by 2 which increased total open position to 8


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 216.4, which was -93.85 lower than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 6


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 310.25, which was 9.15 higher than the previous day. The implied volatity was 15.34, the open interest changed by -3 which decreased total open position to 6


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 416.05, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 416.05, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 416.05, which was 25.95 higher than the previous day. The implied volatity was 14.24, the open interest changed by -7 which decreased total open position to 9


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 406.3, which was -125.55 lower than the previous day. The implied volatity was 15.23, the open interest changed by 16 which increased total open position to 16


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2993.15, 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 27 May SENSEX was trading at 75867.80. The strike last trading price was 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 2993.15, 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 (4d) 76900 PE
Delta: -0.46
Vega: 39.14
Theta: -28.26
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 76802.90 410 157.2 (62.18%) 11.68 1,71,665 5,684 7,513
18 Jun 77409.98 255.95 -216.85 (-45.87%) 12.21 19,068 1,256 1,829
17 Jun 77155.62 462.65 -200.6 (-30.25%) 14.37 3,601 344 573
16 Jun 76808.48 640 -349.15 (-35.30%) 14.31 677 152 229
15 Jun 76264.33 994.3 -610.8 (-38.05%) 14.83 255 58 77
12 Jun 75527.95 2448.9 -105 (-4.11%) - 0 0 19
11 Jun 73832.55 2448.9 -105 (-4.11%) - 0 0 19
10 Jun 73983.18 2448.9 -105 (-4.11%) - 0 0 19
9 Jun 73918.76 2448.9 -105 (-4.11%) - 0 0 19
8 Jun 73524.26 2448.9 -105 (-4.11%) - 0 0 19
5 Jun 74243.34 2448.9 -105 (-4.11%) 13.28 1 0 19
4 Jun 74360.01 2553.9 -133.4 (-4.96%) 18.24 2 0 19
3 Jun 74346.17 2687.3 108.4 (4.20%) 18.96 4 -4 19
2 Jun 74649.84 2057.2 306.4 (17.50%) - 0 0 23
1 Jun 74267.34 2057.2 306.4 (17.50%) 4.1 9 -4 23
29 May 74775.74 1750.8 337.25 (23.86%) 8.77 8 7 27
27 May 75867.80 1413.55 -357 (-20.16%) 13.91 20 20 20
26 May 76009.70 1502.55 0 (0.00%) - 0 0 0
25 May 76488.96 1502.55 0 (0.00%) - 0 0 0
22 May 75415.35 1502.55 0 (0.00%) - 0 0 0
21 May 75183.36 1502.55 0 (0.00%) - 0 0 0
20 May 75318.39 1502.55 0 (0.00%) - 0 0 0
19 May 75200.85 1502.55 0 (0.00%) - 0 0 0
18 May 75315.04 1502.55 0 (0.00%) - 0 0 0
15 May 75237.99 1502.55 0 (0.00%) - 0 0 0
14 May 75398.72 1502.55 0 (0.00%) - 0 0 0
13 May 74608.98 1502.55 0 (0.00%) - 0 0 0
12 May 74559.24 1502.55 0 (0.00%) - 0 0 0
11 May 76015.28 1502.55 0 (0.00%) - 0 0 0
8 May 77328.19 1502.55 0 (0.00%) - 0 0 0
7 May 77844.52 1502.55 0 (0.00%) - 0 0 0
6 May 77958.52 1502.55 0 (0.00%) - 0 0 0
5 May 77017.79 1502.55 0 (0.00%) - 0 0 0
4 May 77269.40 1502.55 0 (0.00%) - 0 0 0
30 Apr 76913.50 1502.55 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 76900 expiring on 25JUN2026

Delta for 76900 PE is -0.46

Historical price for 76900 PE is as follows

On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 410, which was 157.2 higher than the previous day. The implied volatity was 11.68, the open interest changed by 5684 which increased total open position to 7513


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 255.95, which was -216.85 lower than the previous day. The implied volatity was 12.21, the open interest changed by 1256 which increased total open position to 1829


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 462.65, which was -200.6 lower than the previous day. The implied volatity was 14.37, the open interest changed by 344 which increased total open position to 573


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 640, which was -349.15 lower than the previous day. The implied volatity was 14.31, the open interest changed by 152 which increased total open position to 229


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 994.3, which was -610.8 lower than the previous day. The implied volatity was 14.83, the open interest changed by 58 which increased total open position to 77


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 2448.9, which was -105 lower than the previous day. The implied volatity was 13.28, the open interest changed by 0 which decreased total open position to 19


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2553.9, which was -133.4 lower than the previous day. The implied volatity was 18.24, the open interest changed by 0 which decreased total open position to 19


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2687.3, which was 108.4 higher than the previous day. The implied volatity was 18.96, the open interest changed by -4 which decreased total open position to 19


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 2057.2, which was 306.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2057.2, which was 306.4 higher than the previous day. The implied volatity was 4.1, the open interest changed by -4 which decreased total open position to 23


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1750.8, which was 337.25 higher than the previous day. The implied volatity was 8.77, the open interest changed by 7 which increased total open position to 27


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1413.55, which was -357 lower than the previous day. The implied volatity was 13.91, the open interest changed by 20 which increased total open position to 20


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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 1502.55, 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