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Historical option data for SENSEX

23 Jun 2026 01:31 PM IST
SENSEX 25-Jun-2026 (2d) 77100 CE
Delta: 0.26
Vega: 18.8
Theta: -79.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 76440.27 150 -260.45 (-63.45%) 16.49 6,46,262 40,447 59,977
22 Jun 77094.07 387.95 4.7 (1.23%) 13.81 4,86,791 12,327 19,530
19 Jun 76802.90 375.95 -314.65 (-45.56%) 10.76 1,65,830 2,352 7,203
18 Jun 77409.98 769.8 150.55 (24.31%) 11.94 46,606 3,880 4,851
17 Jun 77155.62 606 113.25 (22.98%) 10.68 7,566 333 971
16 Jun 76808.48 504 61.45 (13.89%) 11.5 984 505 638
15 Jun 76264.33 441.75 146.1 (49.42%) 14.24 364 94 133
12 Jun 75527.95 315 197.45 (167.97%) 14 75 19 39
11 Jun 73832.55 117.55 -118.7 (-50.24%) 16.03 3 2 20
10 Jun 73983.18 170.4 -50.95 (-23.02%) - 0 0 18
9 Jun 73918.76 170.4 -50.95 (-23.02%) - 0 0 18
8 Jun 73524.26 170.4 -50.95 (-23.02%) 17.33 7 -2 18
5 Jun 74243.34 221.35 -26.65 (-10.75%) 14.22 16 -1 20
4 Jun 74360.01 248 -73.6 (-22.89%) 13.55 5 5 21
3 Jun 74346.17 321.6 -48.4 (-13.08%) 15.03 4 0 16
2 Jun 74649.84 370 27.05 (7.89%) 14.26 29 -3 16
1 Jun 74267.34 343.75 -136.05 (-28.36%) 14.89 20 17 19
29 May 74775.74 995.7 217 (27.87%) - 0 0 2
27 May 75867.80 995.7 217 (27.87%) - 0 0 2
26 May 76009.70 995.7 217 (27.87%) - 0 0 2
25 May 76488.96 995.7 217 (27.87%) - 0 0 2
22 May 75415.35 995.7 217 (27.87%) 15.46 2 2 2
21 May 75183.36 2876.75 0 (0.00%) - 0 0 0
20 May 75318.39 2876.75 0 (0.00%) - 0 0 0
19 May 75200.85 2876.75 0 (0.00%) - 0 0 0
18 May 75315.04 2876.75 0 (0.00%) - 0 0 0
15 May 75237.99 2876.75 0 (0.00%) - 0 0 0
14 May 75398.72 2876.75 0 (0.00%) - 0 0 0
13 May 74608.98 2876.75 0 (0.00%) - 0 0 0
12 May 74559.24 2876.75 0 (0.00%) - 0 0 0
11 May 76015.28 2876.75 0 (0.00%) - 0 0 0
8 May 77328.19 2876.75 0 (0.00%) - 0 0 0
7 May 77844.52 2876.75 0 (0.00%) - 0 0 0
6 May 77958.52 2876.75 0 (0.00%) - 0 0 0
5 May 77017.79 2876.75 0 (0.00%) - 0 0 0
4 May 77269.40 2876.75 0 (0.00%) - 0 0 0
30 Apr 76913.50 2876.75 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 77100 expiring on 25JUN2026

Delta for 77100 CE is 0.26

Historical price for 77100 CE is as follows

On 23 Jun SENSEX was trading at 76440.27. The strike last trading price was 150, which was -260.45 lower than the previous day. The implied volatity was 16.49, the open interest changed by 40447 which increased total open position to 59977


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 387.95, which was 4.7 higher than the previous day. The implied volatity was 13.81, the open interest changed by 12327 which increased total open position to 19530


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 375.95, which was -314.65 lower than the previous day. The implied volatity was 10.76, the open interest changed by 2352 which increased total open position to 7203


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 769.8, which was 150.55 higher than the previous day. The implied volatity was 11.94, the open interest changed by 3880 which increased total open position to 4851


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 606, which was 113.25 higher than the previous day. The implied volatity was 10.68, the open interest changed by 333 which increased total open position to 971


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 504, which was 61.45 higher than the previous day. The implied volatity was 11.5, the open interest changed by 505 which increased total open position to 638


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 441.75, which was 146.1 higher than the previous day. The implied volatity was 14.24, the open interest changed by 94 which increased total open position to 133


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 315, which was 197.45 higher than the previous day. The implied volatity was 14, the open interest changed by 19 which increased total open position to 39


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 117.55, which was -118.7 lower than the previous day. The implied volatity was 16.03, the open interest changed by 2 which increased total open position to 20


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 170.4, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 170.4, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 170.4, which was -50.95 lower than the previous day. The implied volatity was 17.33, the open interest changed by -2 which decreased total open position to 18


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 221.35, which was -26.65 lower than the previous day. The implied volatity was 14.22, the open interest changed by -1 which decreased total open position to 20


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 248, which was -73.6 lower than the previous day. The implied volatity was 13.55, the open interest changed by 5 which increased total open position to 21


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 321.6, which was -48.4 lower than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 16


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 370, which was 27.05 higher than the previous day. The implied volatity was 14.26, the open interest changed by -3 which decreased total open position to 16


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 343.75, which was -136.05 lower than the previous day. The implied volatity was 14.89, the open interest changed by 17 which increased total open position to 19


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 995.7, which was 217 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 995.7, which was 217 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 995.7, which was 217 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 995.7, which was 217 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 995.7, which was 217 higher than the previous day. The implied volatity was 15.46, the open interest changed by 2 which increased total open position to 2


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 2876.75, 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 (2d) 77100 PE
Delta: -0.72
Vega: 19.54
Theta: -70.55
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 76440.27 799.85 472.55 (144.38%) 18.28 5,64,114 2,120 19,826
22 Jun 77094.07 318.1 -253.25 (-44.32%) 11.53 4,92,458 14,667 17,706
19 Jun 76802.90 514.9 194.85 (60.88%) 11.8 59,037 -5,518 3,039
18 Jun 77409.98 311.7 -252.05 (-44.71%) 11.92 38,679 7,764 8,557
17 Jun 77155.62 564.9 -208.45 (-26.95%) 14.75 3,825 607 793
16 Jun 76808.48 756.3 -364.8 (-32.54%) 14.63 299 144 186
15 Jun 76264.33 1120 -631.75 (-36.06%) 14.87 136 9 42
12 Jun 75527.95 1759.95 236.45 (15.52%) - 0 0 33
11 Jun 73832.55 1759.95 236.45 (15.52%) - 0 0 33
10 Jun 73983.18 1759.95 236.45 (15.52%) - 0 0 33
9 Jun 73918.76 1759.95 236.45 (15.52%) - 0 0 33
8 Jun 73524.26 1759.95 236.45 (15.52%) - 0 0 33
5 Jun 74243.34 1759.95 236.45 (15.52%) - 0 0 33
4 Jun 74360.01 1759.95 236.45 (15.52%) - 0 0 33
3 Jun 74346.17 1759.95 236.45 (15.52%) - 0 0 33
2 Jun 74649.84 1759.95 236.45 (15.52%) - 0 0 33
1 Jun 74267.34 1759.95 236.45 (15.52%) - 0 0 33
29 May 74775.74 1759.95 236.45 (15.52%) 3.87 27 -18 33
27 May 75867.80 1525.4 -128.35 (-7.76%) 13.88 51 15 51
26 May 76009.70 1653.75 10.45 (0.64%) 16.2 36 36 36
25 May 76488.96 1584.3 0 (0.00%) - 0 0 0
22 May 75415.35 1584.3 0 (0.00%) - 0 0 0
21 May 75183.36 1584.3 0 (0.00%) - 0 0 0
20 May 75318.39 1584.3 0 (0.00%) - 0 0 0
19 May 75200.85 1584.3 0 (0.00%) - 0 0 0
18 May 75315.04 1584.3 0 (0.00%) - 0 0 0
15 May 75237.99 1584.3 0 (0.00%) - 0 0 0
14 May 75398.72 1584.3 0 (0.00%) - 0 0 0
13 May 74608.98 1584.3 0 (0.00%) - 0 0 0
12 May 74559.24 1584.3 0 (0.00%) - 0 0 0
11 May 76015.28 1584.3 0 (0.00%) - 0 0 0
8 May 77328.19 1584.3 0 (0.00%) - 0 0 0
7 May 77844.52 1584.3 0 (0.00%) - 0 0 0
6 May 77958.52 1584.3 0 (0.00%) - 0 0 0
5 May 77017.79 1584.3 0 (0.00%) - 0 0 0
4 May 77269.40 1584.3 0 (0.00%) - 0 0 0
30 Apr 76913.50 1584.3 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 77100 expiring on 25JUN2026

Delta for 77100 PE is -0.72

Historical price for 77100 PE is as follows

On 23 Jun SENSEX was trading at 76440.27. The strike last trading price was 799.85, which was 472.55 higher than the previous day. The implied volatity was 18.28, the open interest changed by 2120 which increased total open position to 19826


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 318.1, which was -253.25 lower than the previous day. The implied volatity was 11.53, the open interest changed by 14667 which increased total open position to 17706


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 514.9, which was 194.85 higher than the previous day. The implied volatity was 11.8, the open interest changed by -5518 which decreased total open position to 3039


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 311.7, which was -252.05 lower than the previous day. The implied volatity was 11.92, the open interest changed by 7764 which increased total open position to 8557


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 564.9, which was -208.45 lower than the previous day. The implied volatity was 14.75, the open interest changed by 607 which increased total open position to 793


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 756.3, which was -364.8 lower than the previous day. The implied volatity was 14.63, the open interest changed by 144 which increased total open position to 186


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1120, which was -631.75 lower than the previous day. The implied volatity was 14.87, the open interest changed by 9 which increased total open position to 42


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1759.95, which was 236.45 higher than the previous day. The implied volatity was 3.87, the open interest changed by -18 which decreased total open position to 33


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1525.4, which was -128.35 lower than the previous day. The implied volatity was 13.88, the open interest changed by 15 which increased total open position to 51


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1653.75, which was 10.45 higher than the previous day. The implied volatity was 16.2, the open interest changed by 36 which increased total open position to 36


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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 1584.3, 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