Historical option data for SENSEX
23 Jun 2026 03:24 PM IST
| SENSEX 16-Jul-2026 (23d) 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 71.94
Theta: -27.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 76123.62 | 610 | -353.5 (-36.69%) | 12.92 | 229 | -47 | 11 | |||||||||
| 22 Jun | 77094.07 | 963.5 | 110.3 (12.93%) | 11.9 | 15 | 13 | 58 | |||||||||
| 19 Jun | 76802.90 | 853.2 | -294.05 (-25.63%) | 10.61 | 45 | 45 | 45 | |||||||||
For Sensex - strike price 77500 expiring on 16JUL2026
Delta for 77500 CE is 0.37
Historical price for 77500 CE is as follows
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 610, which was -353.5 lower than the previous day. The implied volatity was 12.92, the open interest changed by -47 which decreased total open position to 11
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 963.5, which was 110.3 higher than the previous day. The implied volatity was 11.9, the open interest changed by 13 which increased total open position to 58
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 853.2, which was -294.05 lower than the previous day. The implied volatity was 10.61, the open interest changed by 45 which increased total open position to 45
| SENSEX 16-Jul-2026 (23d) 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 68.15
Theta: 0.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 76123.62 | 1256.65 | 357.4 (39.74%) | 9.5 | 41 | 13 | 14 |
| 22 Jun | 77094.07 | 899.25 | -471.4 (-34.39%) | 11.73 | 1 | 1 | 1 |
| 19 Jun | 76802.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 77500 expiring on 16JUL2026
Delta for 77500 PE is -0.68
Historical price for 77500 PE is as follows
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 1256.65, which was 357.4 higher than the previous day. The implied volatity was 9.5, the open interest changed by 13 which increased total open position to 14
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 899.25, which was -471.4 lower than the previous day. The implied volatity was 11.73, the open interest changed by 1 which increased total open position to 1
On 19 Jun SENSEX was trading at 76802.90. 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
