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Historical option data for SENSEX

18 Jun 2026 04:09 PM IST
SENSEX 25-Jun-2026 (6d) 77500 CE
Delta: 0.52
Vega: 42.68
Theta: -46.93
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 77409.98 533.7 101.55 (23.50%) 11.8 1,13,900 15,539 19,459
17 Jun 77155.62 446.7 111.4 (33.22%) 11.61 17,253 1,468 3,920
16 Jun 76808.48 349.95 36 (11.47%) 11.72 6,050 524 2,452
15 Jun 76264.33 313.6 95.4 (43.72%) 14.19 7,151 962 1,928
12 Jun 75527.95 229.75 180.25 (364.14%) 14.11 5,212 480 966
11 Jun 73832.55 56.55 -14 (-19.84%) 14.7 685 33 486
10 Jun 73983.18 68 -22.6 (-24.94%) 14.2 603 46 453
9 Jun 73918.76 92.5 -10.2 (-9.93%) 14.96 425 -13 407
8 Jun 73524.26 105 -85.25 (-44.81%) 16.46 607 143 420
5 Jun 74243.34 194.75 -37.15 (-16.02%) 15.01 177 84 277
4 Jun 74360.01 244.6 -9.7 (-3.81%) 14.93 298 -11 193
3 Jun 74346.17 254.4 -33.95 (-11.77%) 15.13 261 -44 204
2 Jun 74649.84 299.7 17.1 (6.05%) 14.5 235 11 248
1 Jun 74267.34 283.3 -187.7 (-39.85%) 15.16 382 56 237
29 May 74775.74 473.75 -207.85 (-30.49%) 14.61 351 53 181
27 May 75867.80 695 -55.2 (-7.36%) 13.19 150 -17 128
26 May 76009.70 758.05 -232.8 (-23.49%) 12.99 177 -47 145
25 May 76488.96 1080.15 345.55 (47.04%) 13.7 276 99 192
22 May 75415.35 719.3 19.3 (2.76%) 13.91 31 13 93
21 May 75183.36 700 -135.85 (-16.25%) 14.32 32 -12 80
20 May 75318.39 838.05 23.4 (2.87%) 15.1 33 14 92
19 May 75200.85 795.05 -149.75 (-15.85%) 14.8 41 7 78
18 May 75315.04 932.55 -130.85 (-12.30%) 15.52 44 1 71
15 May 75237.99 1063.4 0 (0.00%) 16.23 1 -1 70
14 May 75398.72 1612.6 -379.6 (-19.05%) - 0 0 71
13 May 74608.98 1612.6 -379.6 (-19.05%) - 0 0 71
12 May 74559.24 1612.6 -379.6 (-19.05%) - 0 0 71
11 May 76015.28 1612.6 -379.6 (-19.05%) 17.39 24 0 71
8 May 77328.19 2009.4 -616.45 (-23.48%) 13.87 135 8 71
7 May 77844.52 2625.85 208.9 (8.64%) 16.46 3 3 63
6 May 77958.52 2416.95 336 (16.15%) 13.26 38 38 60
5 May 77017.79 2080.95 -663.35 (-24.17%) 15.46 22 22 22
4 May 77269.40 2652.6 0 (0.00%) - 0 0 0
30 Apr 76913.50 2652.6 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 77500 expiring on 25JUN2026

Delta for 77500 CE is 0.52

Historical price for 77500 CE is as follows

On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 533.7, which was 101.55 higher than the previous day. The implied volatity was 11.8, the open interest changed by 15539 which increased total open position to 19459


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 446.7, which was 111.4 higher than the previous day. The implied volatity was 11.61, the open interest changed by 1468 which increased total open position to 3920


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 349.95, which was 36 higher than the previous day. The implied volatity was 11.72, the open interest changed by 524 which increased total open position to 2452


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 313.6, which was 95.4 higher than the previous day. The implied volatity was 14.19, the open interest changed by 962 which increased total open position to 1928


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 229.75, which was 180.25 higher than the previous day. The implied volatity was 14.11, the open interest changed by 480 which increased total open position to 966


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 56.55, which was -14 lower than the previous day. The implied volatity was 14.7, the open interest changed by 33 which increased total open position to 486


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 68, which was -22.6 lower than the previous day. The implied volatity was 14.2, the open interest changed by 46 which increased total open position to 453


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 92.5, which was -10.2 lower than the previous day. The implied volatity was 14.96, the open interest changed by -13 which decreased total open position to 407


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 105, which was -85.25 lower than the previous day. The implied volatity was 16.46, the open interest changed by 143 which increased total open position to 420


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 194.75, which was -37.15 lower than the previous day. The implied volatity was 15.01, the open interest changed by 84 which increased total open position to 277


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 244.6, which was -9.7 lower than the previous day. The implied volatity was 14.93, the open interest changed by -11 which decreased total open position to 193


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 254.4, which was -33.95 lower than the previous day. The implied volatity was 15.13, the open interest changed by -44 which decreased total open position to 204


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 299.7, which was 17.1 higher than the previous day. The implied volatity was 14.5, the open interest changed by 11 which increased total open position to 248


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 283.3, which was -187.7 lower than the previous day. The implied volatity was 15.16, the open interest changed by 56 which increased total open position to 237


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 473.75, which was -207.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by 53 which increased total open position to 181


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 695, which was -55.2 lower than the previous day. The implied volatity was 13.19, the open interest changed by -17 which decreased total open position to 128


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 758.05, which was -232.8 lower than the previous day. The implied volatity was 12.99, the open interest changed by -47 which decreased total open position to 145


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1080.15, which was 345.55 higher than the previous day. The implied volatity was 13.7, the open interest changed by 99 which increased total open position to 192


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 719.3, which was 19.3 higher than the previous day. The implied volatity was 13.91, the open interest changed by 13 which increased total open position to 93


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 700, which was -135.85 lower than the previous day. The implied volatity was 14.32, the open interest changed by -12 which decreased total open position to 80


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 838.05, which was 23.4 higher than the previous day. The implied volatity was 15.1, the open interest changed by 14 which increased total open position to 92


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 795.05, which was -149.75 lower than the previous day. The implied volatity was 14.8, the open interest changed by 7 which increased total open position to 78


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 932.55, which was -130.85 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1 which increased total open position to 71


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1063.4, which was 0 lower than the previous day. The implied volatity was 16.23, the open interest changed by -1 which decreased total open position to 70


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 71


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2009.4, which was -616.45 lower than the previous day. The implied volatity was 13.87, the open interest changed by 8 which increased total open position to 71


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2625.85, which was 208.9 higher than the previous day. The implied volatity was 16.46, the open interest changed by 3 which increased total open position to 63


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 2416.95, which was 336 higher than the previous day. The implied volatity was 13.26, the open interest changed by 38 which increased total open position to 60


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 2080.95, which was -663.35 lower than the previous day. The implied volatity was 15.46, the open interest changed by 22 which increased total open position to 22


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2652.6, 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 2652.6, 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 (6d) 77500 PE
Delta: -0.48
Vega: 42.68
Theta: -26.68
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 77409.98 488.8 -289.65 (-37.21%) 12.11 44,796 13,332 14,321
17 Jun 77155.62 765 -251.8 (-24.76%) 14.78 3,037 619 989
16 Jun 76808.48 988.7 -436.4 (-30.62%) 14.72 486 165 370
15 Jun 76264.33 1394.6 -595.7 (-29.93%) 14.97 351 26 205
12 Jun 75527.95 1945.25 -1629.75 (-45.59%) 14.57 168 -14 179
11 Jun 73832.55 3586.5 62.65 (1.78%) 20.89 28 -10 193
10 Jun 73983.18 3791.6 518.55 (15.84%) - 0 0 203
9 Jun 73918.76 3791.6 518.55 (15.84%) - 0 0 203
8 Jun 73524.26 3791.6 518.55 (15.84%) 17.44 4 -4 203
5 Jun 74243.34 2913.45 66.5 (2.34%) - 0 0 207
4 Jun 74360.01 2913.45 66.5 (2.34%) - 0 0 207
3 Jun 74346.17 2913.45 66.5 (2.34%) 14.5 46 -46 207
2 Jun 74649.84 2846.95 -188.85 (-6.22%) 17.76 27 -26 253
1 Jun 74267.34 3060.7 760.8 (33.08%) 16.4 43 -9 279
29 May 74775.74 2412.3 755.5 (45.60%) 14.54 139 -25 288
27 May 75867.80 1690 -210 (-11.05%) 12.89 173 138 313
26 May 76009.70 1900 259.35 (15.81%) 16.38 154 128 175
25 May 76488.96 1640.1 -866.55 (-34.57%) 16.69 87 -48 47
22 May 75415.35 2506.65 -59.25 (-2.31%) 18.77 9 -3 95
21 May 75183.36 2616.75 -615.75 (-19.05%) - 0 0 98
20 May 75318.39 2616.75 -615.75 (-19.05%) - 0 0 98
19 May 75200.85 2616.75 -615.75 (-19.05%) 18.19 20 -3 98
18 May 75315.04 1968.7 401.55 (25.62%) - 0 0 101
15 May 75237.99 1968.7 401.55 (25.62%) - 0 0 101
14 May 75398.72 1968.7 401.55 (25.62%) - 0 0 101
13 May 74608.98 1968.7 401.55 (25.62%) - 0 0 101
12 May 74559.24 1968.7 401.55 (25.62%) - 0 0 101
11 May 76015.28 1968.7 401.55 (25.62%) 15.9 8 6 101
8 May 77328.19 1558.3 208.3 (15.43%) 17.59 121 70 95
7 May 77844.52 1350 -442.15 (-24.67%) 17.41 1 0 25
6 May 77958.52 1792.15 56.2 (3.24%) 21.88 20 20 25
5 May 77017.79 1731.15 -638.85 (-26.96%) 17.61 5 5 5
4 May 77269.40 1756.35 0 (0.00%) - 0 0 0
30 Apr 76913.50 1756.35 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 77500 expiring on 25JUN2026

Delta for 77500 PE is -0.48

Historical price for 77500 PE is as follows

On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 488.8, which was -289.65 lower than the previous day. The implied volatity was 12.11, the open interest changed by 13332 which increased total open position to 14321


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 765, which was -251.8 lower than the previous day. The implied volatity was 14.78, the open interest changed by 619 which increased total open position to 989


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 988.7, which was -436.4 lower than the previous day. The implied volatity was 14.72, the open interest changed by 165 which increased total open position to 370


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1394.6, which was -595.7 lower than the previous day. The implied volatity was 14.97, the open interest changed by 26 which increased total open position to 205


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1945.25, which was -1629.75 lower than the previous day. The implied volatity was 14.57, the open interest changed by -14 which decreased total open position to 179


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 3586.5, which was 62.65 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 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 3791.6, which was 518.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 3791.6, which was 518.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 3791.6, which was 518.55 higher than the previous day. The implied volatity was 17.44, the open interest changed by -4 which decreased total open position to 203


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 2913.45, which was 66.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2913.45, which was 66.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2913.45, which was 66.5 higher than the previous day. The implied volatity was 14.5, the open interest changed by -46 which decreased total open position to 207


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 2846.95, which was -188.85 lower than the previous day. The implied volatity was 17.76, the open interest changed by -26 which decreased total open position to 253


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 3060.7, which was 760.8 higher than the previous day. The implied volatity was 16.4, the open interest changed by -9 which decreased total open position to 279


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2412.3, which was 755.5 higher than the previous day. The implied volatity was 14.54, the open interest changed by -25 which decreased total open position to 288


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1690, which was -210 lower than the previous day. The implied volatity was 12.89, the open interest changed by 138 which increased total open position to 313


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 1900, which was 259.35 higher than the previous day. The implied volatity was 16.38, the open interest changed by 128 which increased total open position to 175


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1640.1, which was -866.55 lower than the previous day. The implied volatity was 16.69, the open interest changed by -48 which decreased total open position to 47


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 2506.65, which was -59.25 lower than the previous day. The implied volatity was 18.77, the open interest changed by -3 which decreased total open position to 95


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 98


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was 15.9, the open interest changed by 6 which increased total open position to 101


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1558.3, which was 208.3 higher than the previous day. The implied volatity was 17.59, the open interest changed by 70 which increased total open position to 95


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 1350, which was -442.15 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 25


On 6 May SENSEX was trading at 77958.52. The strike last trading price was 1792.15, which was 56.2 higher than the previous day. The implied volatity was 21.88, the open interest changed by 20 which increased total open position to 25


On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1731.15, which was -638.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by 5 which increased total open position to 5


On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1756.35, 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 1756.35, 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 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