Historical option data for SENSEX
29 Jun 2026 10:47 AM IST
| SENSEX 02-Jul-2026 (1d) 77000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 28.04
Theta: -78.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 77179.28 | 568.45 | -50 (-8.08%) | 15.11 | 2,60,405 | 15,892 | 26,833 | |||||||||
| 25 Jun | 77100.47 | 630 | -40.35 (-6.02%) | 12.06 | 74,296 | 2,084 | 10,941 | |||||||||
| 24 Jun | 76991.22 | 662.4 | 274.45 (70.74%) | 12.75 | 45,992 | 1,725 | 8,857 | |||||||||
| 23 Jun | 76123.62 | 379.5 | -396.1 (-51.07%) | 13.95 | 24,371 | 4,126 | 6,884 | |||||||||
| 22 Jun | 77094.07 | 752.25 | 42.95 (6.06%) | 12.15 | 7,441 | 638 | 2,758 | |||||||||
| 19 Jun | 76802.90 | 716.35 | -284.9 (-28.45%) | 11.72 | 11,176 | 1,815 | 2,120 | |||||||||
| 18 Jun | 77409.98 | 1075 | 162.7 (17.83%) | 11.03 | 1,309 | 165 | 305 | |||||||||
| 17 Jun | 77155.62 | 920 | 156.4 (20.48%) | 10.57 | 1,339 | 76 | 140 | |||||||||
| 16 Jun | 76808.48 | 782 | 432 (123.43%) | 11.03 | 179 | 59 | 64 | |||||||||
| 15 Jun | 76264.33 | 350 | 131 (59.82%) | 8 | 2 | -1 | 5 | |||||||||
| 12 Jun | 75527.95 | 219 | 0 (0.00%) | 8.52 | 1 | -1 | 6 | |||||||||
| 11 Jun | 73832.55 | 219 | 19 (9.50%) | 14.93 | 5 | 3 | 7 | |||||||||
| 10 Jun | 73983.18 | 200 | -137.3 (-40.71%) | 13.54 | 2 | 2 | 4 | |||||||||
| 9 Jun | 73918.76 | 655.45 | -12.2 (-1.83%) | - | 0 | 0 | 2 | |||||||||
| 8 Jun | 73524.26 | 655.45 | -12.2 (-1.83%) | - | 0 | 0 | 2 | |||||||||
| 5 Jun | 74243.34 | 655.45 | -12.2 (-1.83%) | - | 0 | 0 | 2 | |||||||||
| 4 Jun | 74360.01 | 655.45 | -12.2 (-1.83%) | - | 0 | 0 | 2 | |||||||||
| 3 Jun | 74346.17 | 655.45 | -12.2 (-1.83%) | - | 0 | 0 | 2 | |||||||||
| 2 Jun | 74649.84 | 655.45 | -12.2 (-1.83%) | 15.57 | 2 | 2 | 2 | |||||||||
| 1 Jun | 74267.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77000 expiring on 02JUL2026
Delta for 77000 CE is 0.59
Historical price for 77000 CE is as follows
On 29 Jun SENSEX was trading at 77179.28. The strike last trading price was 568.45, which was -50 lower than the previous day. The implied volatity was 15.11, the open interest changed by 15892 which increased total open position to 26833
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 630, which was -40.35 lower than the previous day. The implied volatity was 12.06, the open interest changed by 2084 which increased total open position to 10941
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 662.4, which was 274.45 higher than the previous day. The implied volatity was 12.75, the open interest changed by 1725 which increased total open position to 8857
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 379.5, which was -396.1 lower than the previous day. The implied volatity was 13.95, the open interest changed by 4126 which increased total open position to 6884
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 752.25, which was 42.95 higher than the previous day. The implied volatity was 12.15, the open interest changed by 638 which increased total open position to 2758
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 716.35, which was -284.9 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1815 which increased total open position to 2120
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 1075, which was 162.7 higher than the previous day. The implied volatity was 11.03, the open interest changed by 165 which increased total open position to 305
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 920, which was 156.4 higher than the previous day. The implied volatity was 10.57, the open interest changed by 76 which increased total open position to 140
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 782, which was 432 higher than the previous day. The implied volatity was 11.03, the open interest changed by 59 which increased total open position to 64
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 350, which was 131 higher than the previous day. The implied volatity was 8, the open interest changed by -1 which decreased total open position to 5
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 219, which was 0 lower than the previous day. The implied volatity was 8.52, the open interest changed by -1 which decreased total open position to 6
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 219, which was 19 higher than the previous day. The implied volatity was 14.93, the open interest changed by 3 which increased total open position to 7
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 200, which was -137.3 lower than the previous day. The implied volatity was 13.54, the open interest changed by 2 which increased total open position to 4
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 655.45, which was -12.2 lower than the previous day. The implied volatity was 15.57, the open interest changed by 2 which increased total open position to 2
On 1 Jun SENSEX was trading at 74267.34. 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 02-Jul-2026 (1d) 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 28.09
Theta: -60.37
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 77179.28 | 340 | -39.1 (-10.31%) | 15.74 | 4,03,414 | 31,907 | 46,130 |
| 25 Jun | 77100.47 | 373.95 | -132.45 (-26.16%) | 11.18 | 1,09,340 | 6,016 | 14,223 |
| 24 Jun | 76991.22 | 476.35 | -493.95 (-50.91%) | 12.17 | 30,471 | 3,441 | 8,207 |
| 23 Jun | 76123.62 | 1006 | 534.3 (113.27%) | 12.59 | 25,715 | 718 | 5,039 |
| 22 Jun | 77094.07 | 473.15 | -215.65 (-31.31%) | 11.64 | 11,310 | 1,382 | 4,321 |
| 19 Jun | 76802.90 | 649.3 | 200.15 (44.56%) | 12.48 | 8,358 | 2,077 | 2,939 |
| 18 Jun | 77409.98 | 431 | -221.1 (-33.91%) | 12.13 | 1,691 | 686 | 862 |
| 17 Jun | 77155.62 | 653.7 | -190.9 (-22.60%) | 13.97 | 596 | 138 | 176 |
| 16 Jun | 76808.48 | 823.6 | -354.75 (-30.11%) | 13.96 | 103 | 13 | 38 |
| 15 Jun | 76264.33 | 1139.85 | -659.7 (-36.66%) | 14.06 | 154 | 25 | 25 |
| 12 Jun | 75527.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 73832.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 73983.18 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 73918.76 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 73524.26 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 74243.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 74360.01 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 74346.17 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 74649.84 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 74267.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77000 expiring on 02JUL2026
Delta for 77000 PE is -0.41
Historical price for 77000 PE is as follows
On 29 Jun SENSEX was trading at 77179.28. The strike last trading price was 340, which was -39.1 lower than the previous day. The implied volatity was 15.74, the open interest changed by 31907 which increased total open position to 46130
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 373.95, which was -132.45 lower than the previous day. The implied volatity was 11.18, the open interest changed by 6016 which increased total open position to 14223
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 476.35, which was -493.95 lower than the previous day. The implied volatity was 12.17, the open interest changed by 3441 which increased total open position to 8207
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 1006, which was 534.3 higher than the previous day. The implied volatity was 12.59, the open interest changed by 718 which increased total open position to 5039
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 473.15, which was -215.65 lower than the previous day. The implied volatity was 11.64, the open interest changed by 1382 which increased total open position to 4321
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 649.3, which was 200.15 higher than the previous day. The implied volatity was 12.48, the open interest changed by 2077 which increased total open position to 2939
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 431, which was -221.1 lower than the previous day. The implied volatity was 12.13, the open interest changed by 686 which increased total open position to 862
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 653.7, which was -190.9 lower than the previous day. The implied volatity was 13.97, the open interest changed by 138 which increased total open position to 176
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 823.6, which was -354.75 lower than the previous day. The implied volatity was 13.96, the open interest changed by 13 which increased total open position to 38
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1139.85, which was -659.7 lower than the previous day. The implied volatity was 14.06, the open interest changed by 25 which increased total open position to 25
On 12 Jun SENSEX was trading at 75527.95. 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 Jun SENSEX was trading at 73832.55. 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 Jun SENSEX was trading at 73983.18. 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 Jun SENSEX was trading at 73918.76. 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 Jun SENSEX was trading at 73524.26. 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 Jun SENSEX was trading at 74243.34. 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 Jun SENSEX was trading at 74360.01. 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 3 Jun SENSEX was trading at 74346.17. 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 2 Jun SENSEX was trading at 74649.84. 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 1 Jun SENSEX was trading at 74267.34. 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
