Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 77200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 5.96
Theta: -24.67
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 26.85 | -88.8 (-76.78%) | 23.97 | 78,576 | 2,297 | 5,628 | |||||||||
| 29 May | 74775.74 | 116.5 | -98.4 (-45.79%) | 20.15 | 91,850 | 2,557 | 3,331 | |||||||||
| 27 May | 75867.80 | 230.7 | -83.45 (-26.56%) | 14.5 | 6,147 | 549 | 774 | |||||||||
| 26 May | 76009.70 | 317.75 | -209 (-39.68%) | 14.78 | 740 | 89 | 225 | |||||||||
| 25 May | 76488.96 | 608.65 | 293.65 (93.22%) | 15.96 | 237 | 86 | 136 | |||||||||
| 22 May | 75415.35 | 315 | 59.85 (23.46%) | 15.16 | 64 | 49 | 50 | |||||||||
| 21 May | 75183.36 | 389 | -423 (-52.09%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 75318.39 | 389 | -423 (-52.09%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 75200.85 | 389 | -423 (-52.09%) | 15.99 | 3 | 0 | 1 | |||||||||
| 18 May | 75315.04 | 483.8 | -195.5 (-28.78%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 75237.99 | 483.8 | -195.5 (-28.78%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 75398.72 | 483.8 | -195.5 (-28.78%) | - | 0 | 0 | 1 | |||||||||
| 13 May | 74608.98 | 483.8 | -195.5 (-28.78%) | 16.95 | 1 | -1 | 1 | |||||||||
| 12 May | 74559.24 | 1824.75 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 11 May | 76015.28 | 1824.75 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 8 May | 77328.19 | 1824.75 | 0 (0.00%) | 17.24 | 1 | 1 | 2 | |||||||||
| 7 May | 77844.52 | 2215.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 77958.52 | 2215.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 77017.79 | 2215.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 4 May | 77269.40 | 2215.05 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 30 Apr | 76913.50 | 2215.05 | 0 (0.00%) | - | 1 | 1 | 1 | |||||||||
| 29 Apr | 77496.36 | 2291.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2291.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2291.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2291.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 3255.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77200 expiring on 04JUN2026
Delta for 77200 CE is 0.04
Historical price for 77200 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 26.85, which was -88.8 lower than the previous day. The implied volatity was 23.97, the open interest changed by 2297 which increased total open position to 5628
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 116.5, which was -98.4 lower than the previous day. The implied volatity was 20.15, the open interest changed by 2557 which increased total open position to 3331
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 230.7, which was -83.45 lower than the previous day. The implied volatity was 14.5, the open interest changed by 549 which increased total open position to 774
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 317.75, which was -209 lower than the previous day. The implied volatity was 14.78, the open interest changed by 89 which increased total open position to 225
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 608.65, which was 293.65 higher than the previous day. The implied volatity was 15.96, the open interest changed by 86 which increased total open position to 136
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 315, which was 59.85 higher than the previous day. The implied volatity was 15.16, the open interest changed by 49 which increased total open position to 50
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 389, which was -423 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 389, which was -423 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 389, which was -423 lower than the previous day. The implied volatity was 15.99, the open interest changed by 0 which decreased total open position to 1
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 483.8, which was -195.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 483.8, which was -195.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 483.8, which was -195.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 483.8, which was -195.5 lower than the previous day. The implied volatity was 16.95, the open interest changed by -1 which decreased total open position to 1
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1824.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1824.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1824.75, which was 0 lower than the previous day. The implied volatity was 17.24, the open interest changed by 1 which increased total open position to 2
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2215.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 2215.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 2215.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2215.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 2215.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2291.4, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 2291.4, 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 2291.4, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 2291.4, 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 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 3255.1, 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 04-Jun-2026 (3d) 77200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 4.24
Theta: 5.88
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 2792.9 | 902.2 (47.72%) | 20.89 | 149 | -10 | 193 |
| 29 May | 74775.74 | 1978.95 | 629.9 (46.69%) | 15.18 | 337 | 82 | 203 |
| 27 May | 75867.80 | 1270 | -77.35 (-5.74%) | 10.63 | 98 | 39 | 121 |
| 26 May | 76009.70 | 1347.35 | 352.7 (35.46%) | 15.5 | 166 | 71 | 82 |
| 25 May | 76488.96 | 981.05 | -976 (-49.87%) | 14.62 | 12 | 11 | 11 |
| 22 May | 75415.35 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 1340.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1440 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77200 expiring on 04JUN2026
Delta for 77200 PE is -0.97
Historical price for 77200 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2792.9, which was 902.2 higher than the previous day. The implied volatity was 20.89, the open interest changed by -10 which decreased total open position to 193
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1978.95, which was 629.9 higher than the previous day. The implied volatity was 15.18, the open interest changed by 82 which increased total open position to 203
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1270, which was -77.35 lower than the previous day. The implied volatity was 10.63, the open interest changed by 39 which increased total open position to 121
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1347.35, which was 352.7 higher than the previous day. The implied volatity was 15.5, the open interest changed by 71 which increased total open position to 82
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 981.05, which was -976 lower than the previous day. The implied volatity was 14.62, the open interest changed by 11 which increased total open position to 11
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 1340.35, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 1340.35, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1340.35, 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 1340.35, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1340.35, 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 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 1440, 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
