Historical option data for SENSEX
23 Jun 2026 01:32 PM IST
| SENSEX 16-Jul-2026 (23d) 77000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 76.67
Theta: -30.79
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 76431.96 | 916.7 | -335.45 (-26.79%) | 12.48 | 122 | -11 | 9 | |||||||||
| 22 Jun | 77094.07 | 1236.4 | 115.55 (10.31%) | 11.94 | 11 | 10 | 20 | |||||||||
| 19 Jun | 76802.90 | 1164.5 | -265.8 (-18.58%) | 11.14 | 134 | 10 | 10 | |||||||||
For Sensex - strike price 77000 expiring on 16JUL2026
Delta for 77000 CE is 0.49
Historical price for 77000 CE is as follows
On 23 Jun SENSEX was trading at 76431.96. The strike last trading price was 916.7, which was -335.45 lower than the previous day. The implied volatity was 12.48, the open interest changed by -11 which decreased total open position to 9
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 1236.4, which was 115.55 higher than the previous day. The implied volatity was 11.94, the open interest changed by 10 which increased total open position to 20
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 1164.5, which was -265.8 lower than the previous day. The implied volatity was 11.14, the open interest changed by 10 which increased total open position to 10
| SENSEX 16-Jul-2026 (23d) 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 76.66
Theta: -10.43
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 76431.96 | 1029.4 | 332.9 (47.80%) | 12.85 | 187 | 137 | 144 |
| 22 Jun | 77094.07 | 696.5 | -333.1 (-32.35%) | 12.04 | 28 | -14 | 7 |
| 19 Jun | 76802.90 | 1029.6 | 333.5 (47.91%) | 14.83 | 21 | 21 | 21 |
For Sensex - strike price 77000 expiring on 16JUL2026
Delta for 77000 PE is -0.51
Historical price for 77000 PE is as follows
On 23 Jun SENSEX was trading at 76431.96. The strike last trading price was 1029.4, which was 332.9 higher than the previous day. The implied volatity was 12.85, the open interest changed by 137 which increased total open position to 144
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 696.5, which was -333.1 lower than the previous day. The implied volatity was 12.04, the open interest changed by -14 which decreased total open position to 7
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 1029.6, which was 333.5 higher than the previous day. The implied volatity was 14.83, the open interest changed by 21 which increased total open position to 21
