Historical option data for SENSEX
25 Jun 2026 04:09 PM IST
| SENSEX 02-Jul-2026 (6d) 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 41.62
Theta: -43.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 77100.47 | 376.95 | -40.1 (-9.62%) | 11.83 | 1,73,619 | 24,059 | 28,476 | |||||||||
| 24 Jun | 76991.22 | 415 | 170.4 (69.66%) | 12.48 | 27,020 | 997 | 4,417 | |||||||||
| 23 Jun | 76123.62 | 235.8 | -273.25 (-53.68%) | 13.88 | 12,099 | 1,328 | 3,393 | |||||||||
| 22 Jun | 77094.07 | 491.15 | 8.35 (1.73%) | 11.89 | 7,384 | 1,142 | 2,065 | |||||||||
| 19 Jun | 76802.90 | 481.05 | -239.55 (-33.24%) | 11.04 | 3,176 | 454 | 923 | |||||||||
| 18 Jun | 77409.98 | 789.1 | 130.4 (19.80%) | 11.28 | 891 | 129 | 469 | |||||||||
| 17 Jun | 77155.62 | 652.55 | -81.4 (-11.09%) | 10.67 | 645 | 316 | 340 | |||||||||
| 16 Jun | 76808.48 | 488.45 | 70.5 (16.87%) | - | 0 | 0 | 24 | |||||||||
| 15 Jun | 76264.33 | 488.45 | 70.5 (16.87%) | 13.1 | 30 | 24 | 24 | |||||||||
| 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 77500 expiring on 02JUL2026
Delta for 77500 CE is 0.42
Historical price for 77500 CE is as follows
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 376.95, which was -40.1 lower than the previous day. The implied volatity was 11.83, the open interest changed by 24059 which increased total open position to 28476
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 415, which was 170.4 higher than the previous day. The implied volatity was 12.48, the open interest changed by 997 which increased total open position to 4417
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 235.8, which was -273.25 lower than the previous day. The implied volatity was 13.88, the open interest changed by 1328 which increased total open position to 3393
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 491.15, which was 8.35 higher than the previous day. The implied volatity was 11.89, the open interest changed by 1142 which increased total open position to 2065
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 481.05, which was -239.55 lower than the previous day. The implied volatity was 11.04, the open interest changed by 454 which increased total open position to 923
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 789.1, which was 130.4 higher than the previous day. The implied volatity was 11.28, the open interest changed by 129 which increased total open position to 469
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 652.55, which was -81.4 lower than the previous day. The implied volatity was 10.67, the open interest changed by 316 which increased total open position to 340
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 488.45, which was 70.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 488.45, which was 70.5 higher than the previous day. The implied volatity was 13.1, the open interest changed by 24 which increased total open position to 24
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) 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 41.52
Theta: -20.8
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 77100.47 | 633.25 | -117.35 (-15.63%) | 11.26 | 1,62,750 | 21,560 | 23,523 |
| 24 Jun | 76991.22 | 725 | -580.4 (-44.46%) | 11.82 | 5,221 | 819 | 1,963 |
| 23 Jun | 76123.62 | 1352.8 | 648.45 (92.06%) | 12.04 | 3,917 | -302 | 1,158 |
| 22 Jun | 77094.07 | 706.65 | -222.85 (-23.98%) | 11.3 | 3,778 | 1,231 | 1,460 |
| 19 Jun | 76802.90 | 900 | 253.9 (39.30%) | 11.52 | 569 | 49 | 229 |
| 18 Jun | 77409.98 | 625 | -205.3 (-24.73%) | 11.98 | 340 | 129 | 180 |
| 17 Jun | 77155.62 | 861.95 | -225.1 (-20.71%) | 13.6 | 32 | 20 | 51 |
| 16 Jun | 76808.48 | 1087.05 | -226.1 (-17.22%) | 14 | 15 | 13 | 31 |
| 15 Jun | 76264.33 | 1313.15 | -843.6 (-39.11%) | 11.86 | 18 | 18 | 18 |
| 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 77500 expiring on 02JUL2026
Delta for 77500 PE is -0.59
Historical price for 77500 PE is as follows
On 25 Jun SENSEX was trading at 77100.47. The strike last trading price was 633.25, which was -117.35 lower than the previous day. The implied volatity was 11.26, the open interest changed by 21560 which increased total open position to 23523
On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 725, which was -580.4 lower than the previous day. The implied volatity was 11.82, the open interest changed by 819 which increased total open position to 1963
On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 1352.8, which was 648.45 higher than the previous day. The implied volatity was 12.04, the open interest changed by -302 which decreased total open position to 1158
On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 706.65, which was -222.85 lower than the previous day. The implied volatity was 11.3, the open interest changed by 1231 which increased total open position to 1460
On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 900, which was 253.9 higher than the previous day. The implied volatity was 11.52, the open interest changed by 49 which increased total open position to 229
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 625, which was -205.3 lower than the previous day. The implied volatity was 11.98, the open interest changed by 129 which increased total open position to 180
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 861.95, which was -225.1 lower than the previous day. The implied volatity was 13.6, the open interest changed by 20 which increased total open position to 51
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 1087.05, which was -226.1 lower than the previous day. The implied volatity was 14, the open interest changed by 13 which increased total open position to 31
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1313.15, which was -843.6 lower than the previous day. The implied volatity was 11.86, the open interest changed by 18 which increased total open position to 18
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
