Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 77300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 5.63
Theta: -23.48
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 25 | -81.45 (-76.51%) | 24.2 | 67,529 | 3,234 | 7,098 | |||||||||
| 29 May | 74775.74 | 106.25 | -85.1 (-44.47%) | 20.21 | 80,953 | 3,007 | 3,864 | |||||||||
| 27 May | 75867.80 | 211.35 | -75.25 (-26.26%) | 14.6 | 3,833 | 691 | 857 | |||||||||
| 26 May | 76009.70 | 293.55 | -202.45 (-40.82%) | 14.86 | 843 | 140 | 166 | |||||||||
| 25 May | 76488.96 | 545.6 | 244.85 (81.41%) | 15.49 | 55 | 26 | 26 | |||||||||
| 22 May | 75415.35 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2234.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 3194.5 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77300 expiring on 04JUN2026
Delta for 77300 CE is 0.04
Historical price for 77300 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 25, which was -81.45 lower than the previous day. The implied volatity was 24.2, the open interest changed by 3234 which increased total open position to 7098
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 106.25, which was -85.1 lower than the previous day. The implied volatity was 20.21, the open interest changed by 3007 which increased total open position to 3864
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 211.35, which was -75.25 lower than the previous day. The implied volatity was 14.6, the open interest changed by 691 which increased total open position to 857
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 293.55, which was -202.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by 140 which increased total open position to 166
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 545.6, which was 244.85 higher than the previous day. The implied volatity was 15.49, the open interest changed by 26 which increased total open position to 26
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 2234.9, 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 3194.5, 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) 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.96
Vega: 5.32
Theta: 0.11
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 2756.2 | 785.15 (39.83%) | 23.05 | 86 | 5 | 162 |
| 29 May | 74775.74 | 2074.2 | 644.2 (45.05%) | 15.75 | 549 | 83 | 157 |
| 27 May | 75867.80 | 1430 | 5.2 (0.36%) | 13.24 | 25 | 0 | 74 |
| 26 May | 76009.70 | 1425.2 | 364.5 (34.36%) | 15.65 | 135 | 30 | 74 |
| 25 May | 76488.96 | 1060.7 | -973.4 (-47.85%) | 15.01 | 73 | 44 | 44 |
| 22 May | 75415.35 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 1383.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1478.75 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77300 expiring on 04JUN2026
Delta for 77300 PE is -0.96
Historical price for 77300 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2756.2, which was 785.15 higher than the previous day. The implied volatity was 23.05, the open interest changed by 5 which increased total open position to 162
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2074.2, which was 644.2 higher than the previous day. The implied volatity was 15.75, the open interest changed by 83 which increased total open position to 157
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1430, which was 5.2 higher than the previous day. The implied volatity was 13.24, the open interest changed by 0 which decreased total open position to 74
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1425.2, which was 364.5 higher than the previous day. The implied volatity was 15.65, the open interest changed by 30 which increased total open position to 74
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1060.7, which was -973.4 lower than the previous day. The implied volatity was 15.01, the open interest changed by 44 which increased total open position to 44
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1383.2, 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 1478.75, 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
