Historical option data for SENSEX
10 Jun 2026 04:09 PM IST
| SENSEX 11-Jun-2026 77400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0.42
Theta: -6.73
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 73983.18 | 1.35 | -1.5 (-52.63%) | 31.88 | 39,850 | 2,686 | 6,062 | |||||||||
| 9 Jun | 73918.76 | 2.5 | -7.7 (-75.49%) | 24.33 | 26,960 | 477 | 3,376 | |||||||||
| 8 Jun | 73524.26 | 10.05 | -30.2 (-75.03%) | 26.23 | 26,411 | 632 | 2,899 | |||||||||
| 5 Jun | 74243.34 | 38.35 | -23.6 (-38.10%) | 18.96 | 39,763 | 1,979 | 2,267 | |||||||||
| 4 Jun | 74360.01 | 62 | -21.75 (-25.97%) | 18.27 | 4,804 | 265 | 288 | |||||||||
| 3 Jun | 74346.17 | 83.75 | 7.85 (10.34%) | 18.85 | 77 | 5 | 23 | |||||||||
| 2 Jun | 74649.84 | 82.8 | -9.7 (-10.49%) | 16.18 | 7 | 4 | 18 | |||||||||
| 1 Jun | 74267.34 | 92.5 | -164.55 (-64.01%) | 17.41 | 12 | -2 | 14 | |||||||||
| 29 May | 74775.74 | 258.55 | -161.45 (-38.44%) | 17.07 | 25 | 14 | 16 | |||||||||
| 27 May | 75867.80 | 420 | -75 (-15.15%) | 14.56 | 5 | -2 | 2 | |||||||||
| 26 May | 76009.70 | 495 | -308.95 (-38.43%) | 14.51 | 5 | 4 | 4 | |||||||||
| 25 May | 76488.96 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2338.75 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 77400 expiring on 11JUN2026
Delta for 77400 CE is 0
Historical price for 77400 CE is as follows
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1.35, which was -1.5 lower than the previous day. The implied volatity was 31.88, the open interest changed by 2686 which increased total open position to 6062
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2.5, which was -7.7 lower than the previous day. The implied volatity was 24.33, the open interest changed by 477 which increased total open position to 3376
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 10.05, which was -30.2 lower than the previous day. The implied volatity was 26.23, the open interest changed by 632 which increased total open position to 2899
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 38.35, which was -23.6 lower than the previous day. The implied volatity was 18.96, the open interest changed by 1979 which increased total open position to 2267
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 62, which was -21.75 lower than the previous day. The implied volatity was 18.27, the open interest changed by 265 which increased total open position to 288
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 83.75, which was 7.85 higher than the previous day. The implied volatity was 18.85, the open interest changed by 5 which increased total open position to 23
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 82.8, which was -9.7 lower than the previous day. The implied volatity was 16.18, the open interest changed by 4 which increased total open position to 18
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 92.5, which was -164.55 lower than the previous day. The implied volatity was 17.41, the open interest changed by -2 which decreased total open position to 14
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 258.55, which was -161.45 lower than the previous day. The implied volatity was 17.07, the open interest changed by 14 which increased total open position to 16
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 420, which was -75 lower than the previous day. The implied volatity was 14.56, the open interest changed by -2 which decreased total open position to 2
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 495, which was -308.95 lower than the previous day. The implied volatity was 14.51, the open interest changed by 4 which increased total open position to 4
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2338.75, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 2338.75, 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 21 May SENSEX was trading at 75183.36. The strike last trading price was 2338.75, 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 2338.75, 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 2338.75, 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 2338.75, 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 2338.75, 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 2338.75, 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 2338.75, 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 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 2338.75, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 2338.75, 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 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 2338.75, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 2338.75, 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
| SENSEX 11-Jun-2026 77400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 73983.18 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 9 Jun | 73918.76 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 8 Jun | 73524.26 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 5 Jun | 74243.34 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 4 Jun | 74360.01 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 3 Jun | 74346.17 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 2 Jun | 74649.84 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 1 Jun | 74267.34 | 1470 | -140.65 (-8.73%) | - | 0 | 0 | 2 |
| 29 May | 74775.74 | 1470 | -140.65 (-8.73%) | 5.7 | 2 | 2 | 2 |
| 27 May | 75867.80 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 1516.95 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77400 expiring on 11JUN2026
Delta for 77400 PE is -
Historical price for 77400 PE is as follows
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1470, which was -140.65 lower than the previous day. The implied volatity was 5.7, the open interest changed by 2 which increased total open position to 2
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1516.95, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 1516.95, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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 1516.95, 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
