Historical option data for SENSEX
18 Jun 2026 09:36 AM IST
| SENSEX 18-Jun-2026 77000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 7.77
Theta: -331.38
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77085.80 | 210.25 | -126.8 (-37.62%) | 20.16 | 5,99,952 | 64,779 | 1,32,461 | |||||||||
| 17 Jun | 77155.62 | 323 | 75.05 (30.27%) | 13.94 | 50,19,122 | 27,079 | 67,682 | |||||||||
| 16 Jun | 76808.48 | 262.1 | 31 (13.41%) | 14.62 | 8,84,107 | 3,515 | 40,603 | |||||||||
| 15 Jun | 76264.33 | 229 | 63.35 (38.24%) | 18.13 | 8,81,393 | 20,351 | 37,088 | |||||||||
| 12 Jun | 75527.95 | 180 | 160.75 (835.06%) | 16.43 | 5,63,329 | 527 | 16,737 | |||||||||
| 11 Jun | 73832.55 | 21 | -14.05 (-40.09%) | 15.72 | 70,318 | 8,634 | 16,210 | |||||||||
| 10 Jun | 73983.18 | 33 | -14 (-29.79%) | 15.24 | 39,274 | 4,536 | 7,576 | |||||||||
| 9 Jun | 73918.76 | 49.05 | -19.25 (-28.18%) | 15.79 | 12,894 | 1,710 | 3,040 | |||||||||
| 8 Jun | 73524.26 | 68.9 | -92.6 (-57.34%) | 18 | 8,124 | 666 | 1,330 | |||||||||
| 5 Jun | 74243.34 | 150.2 | -56.2 (-27.23%) | 15.7 | 3,228 | 372 | 664 | |||||||||
| 4 Jun | 74360.01 | 207.85 | -47.1 (-18.47%) | 15.76 | 360 | 191 | 292 | |||||||||
| 3 Jun | 74346.17 | 228 | -48.4 (-17.51%) | 16.15 | 479 | 63 | 101 | |||||||||
| 2 Jun | 74649.84 | 273.45 | -41 (-13.04%) | 15.25 | 52 | 23 | 38 | |||||||||
| 1 Jun | 74267.34 | 609.65 | -160.85 (-20.88%) | - | 0 | 0 | 15 | |||||||||
| 29 May | 74775.74 | 609.65 | -160.85 (-20.88%) | 18.68 | 15 | 15 | 15 | |||||||||
| 27 May | 75867.80 | 770.5 | 0 (0.00%) | 14.37 | 1 | -1 | 0 | |||||||||
| 26 May | 76009.70 | 770.5 | -448.3 (-36.78%) | 13.14 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
| 8 May | 77328.19 | 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 77000 expiring on 18JUN2026
Delta for 77000 CE is 0.59
Historical price for 77000 CE is as follows
On 18 Jun SENSEX was trading at 77085.80. The strike last trading price was 210.25, which was -126.8 lower than the previous day. The implied volatity was 20.16, the open interest changed by 64779 which increased total open position to 132461
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 323, which was 75.05 higher than the previous day. The implied volatity was 13.94, the open interest changed by 27079 which increased total open position to 67682
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 262.1, which was 31 higher than the previous day. The implied volatity was 14.62, the open interest changed by 3515 which increased total open position to 40603
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 229, which was 63.35 higher than the previous day. The implied volatity was 18.13, the open interest changed by 20351 which increased total open position to 37088
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 180, which was 160.75 higher than the previous day. The implied volatity was 16.43, the open interest changed by 527 which increased total open position to 16737
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 21, which was -14.05 lower than the previous day. The implied volatity was 15.72, the open interest changed by 8634 which increased total open position to 16210
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 33, which was -14 lower than the previous day. The implied volatity was 15.24, the open interest changed by 4536 which increased total open position to 7576
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 49.05, which was -19.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1710 which increased total open position to 3040
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 68.9, which was -92.6 lower than the previous day. The implied volatity was 18, the open interest changed by 666 which increased total open position to 1330
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 150.2, which was -56.2 lower than the previous day. The implied volatity was 15.7, the open interest changed by 372 which increased total open position to 664
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 207.85, which was -47.1 lower than the previous day. The implied volatity was 15.76, the open interest changed by 191 which increased total open position to 292
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 228, which was -48.4 lower than the previous day. The implied volatity was 16.15, the open interest changed by 63 which increased total open position to 101
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 273.45, which was -41 lower than the previous day. The implied volatity was 15.25, the open interest changed by 23 which increased total open position to 38
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 609.65, which was -160.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 609.65, which was -160.85 lower than the previous day. The implied volatity was 18.68, the open interest changed by 15 which increased total open position to 15
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 770.5, which was 0 lower than the previous day. The implied volatity was 14.37, the open interest changed by -1 which decreased total open position to 0
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 770.5, which was -448.3 lower than the previous day. The implied volatity was 13.14, the open interest changed by 1 which increased total open position to 1
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 8 May SENSEX was trading at 77328.19. 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 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 7.77
Theta: -304.48
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77085.80 | 116.7 | -38.45 (-24.78%) | 19.81 | 14,13,143 | 1,59,109 | 2,68,294 |
| 17 Jun | 77155.62 | 150 | -273.25 (-64.56%) | 14.17 | 56,38,379 | 87,385 | 1,09,185 |
| 16 Jun | 76808.48 | 392 | -462.1 (-54.10%) | 13.74 | 2,69,349 | 15,609 | 21,800 |
| 15 Jun | 76264.33 | 836 | -635.5 (-43.19%) | 14.22 | 1,90,404 | 4,756 | 6,191 |
| 12 Jun | 75527.95 | 1428 | -1639.55 (-53.45%) | 12.39 | 2,068 | 892 | 1,435 |
| 11 Jun | 73832.55 | 3010 | 123.55 (4.28%) | 19.1 | 358 | 278 | 543 |
| 10 Jun | 73983.18 | 2937 | -101.75 (-3.35%) | 19.04 | 280 | 216 | 265 |
| 9 Jun | 73918.76 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 8 Jun | 73524.26 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 5 Jun | 74243.34 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 4 Jun | 74360.01 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 3 Jun | 74346.17 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 2 Jun | 74649.84 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 1 Jun | 74267.34 | 1552.65 | 149.7 (10.67%) | - | 0 | 0 | 49 |
| 29 May | 74775.74 | 1552.65 | 149.7 (10.67%) | 5.02 | 49 | 49 | 49 |
| 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 |
| 8 May | 77328.19 | 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 77000 expiring on 18JUN2026
Delta for 77000 PE is -0.41
Historical price for 77000 PE is as follows
On 18 Jun SENSEX was trading at 77085.80. The strike last trading price was 116.7, which was -38.45 lower than the previous day. The implied volatity was 19.81, the open interest changed by 159109 which increased total open position to 268294
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 150, which was -273.25 lower than the previous day. The implied volatity was 14.17, the open interest changed by 87385 which increased total open position to 109185
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 392, which was -462.1 lower than the previous day. The implied volatity was 13.74, the open interest changed by 15609 which increased total open position to 21800
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 836, which was -635.5 lower than the previous day. The implied volatity was 14.22, the open interest changed by 4756 which increased total open position to 6191
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1428, which was -1639.55 lower than the previous day. The implied volatity was 12.39, the open interest changed by 892 which increased total open position to 1435
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 3010, which was 123.55 higher than the previous day. The implied volatity was 19.1, the open interest changed by 278 which increased total open position to 543
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 2937, which was -101.75 lower than the previous day. The implied volatity was 19.04, the open interest changed by 216 which increased total open position to 265
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1552.65, which was 149.7 higher than the previous day. The implied volatity was 5.02, the open interest changed by 49 which increased total open position to 49
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 8 May SENSEX was trading at 77328.19. 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
