Historical option data for SENSEX
25 Jun 2026 04:09 PM IST
| SENSEX 02-Jul-2026 (6d) 77300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 42.52
Theta: -46.48
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 77100.47 | 473 | -35.35 (-6.95%) | 12.02 | 37,125 | 3,535 | 4,511 | |||||||||
| 24 Jun | 76991.22 | 509.45 | 215.15 (73.11%) | 12.67 | 5,892 | 88 | 976 | |||||||||
| 23 Jun | 76123.62 | 289.75 | -323.6 (-52.76%) | 13.99 | 3,592 | 219 | 905 | |||||||||
| 22 Jun | 77094.07 | 584 | 20.4 (3.62%) | 11.92 | 2,969 | 443 | 686 | |||||||||
| 19 Jun | 76802.90 | 574.75 | -256 (-30.82%) | 11.17 | 791 | 105 | 243 | |||||||||
| 18 Jun | 77409.98 | 883 | 134.65 (17.99%) | 10.95 | 290 | 60 | 138 | |||||||||
| 17 Jun | 77155.62 | 747.85 | 162.75 (27.82%) | 10.56 | 184 | -55 | 78 | |||||||||
| 16 Jun | 76808.48 | 585.1 | 9.9 (1.72%) | 10.26 | 65 | 58 | 133 | |||||||||
| 15 Jun | 76264.33 | 576.4 | 105.7 (22.46%) | 13.39 | 106 | 75 | 75 | |||||||||
| 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 77300 expiring on 02JUL2026
Delta for 77300 CE is 0.48
Historical price for 77300 CE is as follows
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 473, which was -35.35 lower than the previous day. The implied volatity was 12.02, the open interest changed by 3535 which increased total open position to 4511
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 509.45, which was 215.15 higher than the previous day. The implied volatity was 12.67, the open interest changed by 88 which increased total open position to 976
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 289.75, which was -323.6 lower than the previous day. The implied volatity was 13.99, the open interest changed by 219 which increased total open position to 905
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 584, which was 20.4 higher than the previous day. The implied volatity was 11.92, the open interest changed by 443 which increased total open position to 686
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 574.75, which was -256 lower than the previous day. The implied volatity was 11.17, the open interest changed by 105 which increased total open position to 243
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 883, which was 134.65 higher than the previous day. The implied volatity was 10.95, the open interest changed by 60 which increased total open position to 138
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 747.85, which was 162.75 higher than the previous day. The implied volatity was 10.56, the open interest changed by -55 which decreased total open position to 78
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 585.1, which was 9.9 higher than the previous day. The implied volatity was 10.26, the open interest changed by 58 which increased total open position to 133
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 576.4, which was 105.7 higher than the previous day. The implied volatity was 13.39, the open interest changed by 75 which increased total open position to 75
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
| SENSEX 02-Jul-2026 (6d) 77300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 42.5
Theta: -21.73
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 77100.47 | 503.5 | -142.2 (-22.02%) | 10.85 | 49,229 | 5,478 | 6,023 |
| 24 Jun | 76991.22 | 619.6 | -578.6 (-48.29%) | 12.02 | 1,499 | 134 | 545 |
| 23 Jun | 76123.62 | 1130 | 528.05 (87.72%) | 10.18 | 1,559 | -126 | 412 |
| 22 Jun | 77094.07 | 612 | -288.2 (-32.02%) | 11.57 | 2,565 | 355 | 538 |
| 19 Jun | 76802.90 | 795.2 | 231.35 (41.03%) | 11.71 | 376 | 8 | 183 |
| 18 Jun | 77409.98 | 549.6 | -240.25 (-30.42%) | 12.18 | 369 | 126 | 175 |
| 17 Jun | 77155.62 | 787.3 | -354.75 (-31.06%) | 13.97 | 104 | 10 | 49 |
| 16 Jun | 76808.48 | 1142.05 | -63.5 (-5.27%) | 16.56 | 31 | 31 | 39 |
| 15 Jun | 76264.33 | 1205.55 | -804.6 (-40.03%) | 12.28 | 8 | 8 | 8 |
| 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 77300 expiring on 02JUL2026
Delta for 77300 PE is -0.52
Historical price for 77300 PE is as follows
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 503.5, which was -142.2 lower than the previous day. The implied volatity was 10.85, the open interest changed by 5478 which increased total open position to 6023
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 619.6, which was -578.6 lower than the previous day. The implied volatity was 12.02, the open interest changed by 134 which increased total open position to 545
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 1130, which was 528.05 higher than the previous day. The implied volatity was 10.18, the open interest changed by -126 which decreased total open position to 412
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 612, which was -288.2 lower than the previous day. The implied volatity was 11.57, the open interest changed by 355 which increased total open position to 538
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 795.2, which was 231.35 higher than the previous day. The implied volatity was 11.71, the open interest changed by 8 which increased total open position to 183
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 549.6, which was -240.25 lower than the previous day. The implied volatity was 12.18, the open interest changed by 126 which increased total open position to 175
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 787.3, which was -354.75 lower than the previous day. The implied volatity was 13.97, the open interest changed by 10 which increased total open position to 49
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 1142.05, which was -63.5 lower than the previous day. The implied volatity was 16.56, the open interest changed by 31 which increased total open position to 39
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1205.55, which was -804.6 lower than the previous day. The implied volatity was 12.28, the open interest changed by 8 which increased total open position to 8
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
