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Historical option data for SENSEX

25 Jun 2026 02:17 PM IST
SENSEX 25-Jun-2026 77600 CE
Delta: 0.11
Vega: 1.73
Theta: -431.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 77322.23 12.35 -49.65 (-80.08%) 25.02 1,99,66,375 4,50,422 4,85,438
24 Jun 76991.22 54.3 13.35 (32.60%) 15.11 28,91,459 6,030 35,016
23 Jun 76123.62 43.5 -159 (-78.52%) 18.69 3,63,858 13,362 27,299
22 Jun 77094.07 185.95 -28.8 (-13.41%) 13.71 2,17,993 1,132 13,937
19 Jun 76802.90 208.3 -243.45 (-53.89%) 11.26 1,22,556 1,900 12,805
18 Jun 77409.98 493.25 101.65 (25.96%) 12.02 27,781 10,380 10,905
17 Jun 77155.62 397.65 94.55 (31.19%) 11.47 1,630 171 525
16 Jun 76808.48 313.25 27.85 (9.76%) 11.67 570 89 354
15 Jun 76264.33 295.35 72.65 (32.62%) 14.39 691 255 265
12 Jun 75527.95 130 -104.7 (-44.61%) - 0 0 10
11 Jun 73832.55 130 -104.7 (-44.61%) - 0 0 10
10 Jun 73983.18 130 -104.7 (-44.61%) - 0 0 10
9 Jun 73918.76 130 -104.7 (-44.61%) - 0 0 10
8 Jun 73524.26 130 -104.7 (-44.61%) 17.73 2 -1 10
5 Jun 74243.34 675.75 46.9 (7.46%) - 0 0 11
4 Jun 74360.01 675.75 46.9 (7.46%) - 0 0 11
3 Jun 74346.17 675.75 46.9 (7.46%) - 0 0 11
2 Jun 74649.84 675.75 46.9 (7.46%) - 0 0 11
1 Jun 74267.34 675.75 46.9 (7.46%) - 0 0 11
29 May 74775.74 675.75 46.9 (7.46%) - 0 0 11
27 May 75867.80 675.75 46.9 (7.46%) - 0 0 11
26 May 76009.70 675.75 46.9 (7.46%) - 0 0 11
25 May 76488.96 675.75 46.9 (7.46%) - 0 0 11
22 May 75415.35 675.75 46.9 (7.46%) 13.77 7 7 11
21 May 75183.36 2157.7 21.35 (1.00%) - 0 0 4
20 May 75318.39 2157.7 21.35 (1.00%) - 0 0 4
19 May 75200.85 2157.7 21.35 (1.00%) - 0 0 4
18 May 75315.04 2157.7 21.35 (1.00%) - 0 0 4
15 May 75237.99 2157.7 21.35 (1.00%) - 0 0 4
14 May 75398.72 2157.7 21.35 (1.00%) - 0 0 4
13 May 74608.98 2157.7 21.35 (1.00%) - 0 0 4
12 May 74559.24 2157.7 21.35 (1.00%) - 0 0 4
11 May 76015.28 2157.7 21.35 (1.00%) - 0 0 4
8 May 77328.19 2157.7 21.35 (1.00%) 15.74 4 4 4
7 May 77844.52 2598.35 0 (0.00%) - 0 0 0
6 May 77958.52 2598.35 0 (0.00%) - 0 0 0
5 May 77017.79 2598.35 0 (0.00%) - 0 0 0
4 May 77269.40 2598.35 0 (0.00%) - 0 0 0
30 Apr 76913.50 2598.35 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 77600 expiring on 25JUN2026

Delta for 77600 CE is 0.11

Historical price for 77600 CE is as follows

On 25 Jun SENSEX was trading at 77322.23. The strike last trading price was 12.35, which was -49.65 lower than the previous day. The implied volatity was 25.02, the open interest changed by 450422 which increased total open position to 485438


On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 54.3, which was 13.35 higher than the previous day. The implied volatity was 15.11, the open interest changed by 6030 which increased total open position to 35016


On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 43.5, which was -159 lower than the previous day. The implied volatity was 18.69, the open interest changed by 13362 which increased total open position to 27299


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 185.95, which was -28.8 lower than the previous day. The implied volatity was 13.71, the open interest changed by 1132 which increased total open position to 13937


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 208.3, which was -243.45 lower than the previous day. The implied volatity was 11.26, the open interest changed by 1900 which increased total open position to 12805


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 493.25, which was 101.65 higher than the previous day. The implied volatity was 12.02, the open interest changed by 10380 which increased total open position to 10905


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 397.65, which was 94.55 higher than the previous day. The implied volatity was 11.47, the open interest changed by 171 which increased total open position to 525


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 313.25, which was 27.85 higher than the previous day. The implied volatity was 11.67, the open interest changed by 89 which increased total open position to 354


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 295.35, which was 72.65 higher than the previous day. The implied volatity was 14.39, the open interest changed by 255 which increased total open position to 265


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 130, which was -104.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 130, which was -104.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 130, which was -104.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 130, which was -104.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 130, which was -104.7 lower than the previous day. The implied volatity was 17.73, the open interest changed by -1 which decreased total open position to 10


On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 29 May SENSEX was trading at 74775.74. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 27 May SENSEX was trading at 75867.80. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 26 May SENSEX was trading at 76009.70. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 25 May SENSEX was trading at 76488.96. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 22 May SENSEX was trading at 75415.35. The strike last trading price was 675.75, which was 46.9 higher than the previous day. The implied volatity was 13.77, the open interest changed by 7 which increased total open position to 11


On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 May SENSEX was trading at 75200.85. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 May SENSEX was trading at 75237.99. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 May SENSEX was trading at 74608.98. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 May SENSEX was trading at 74559.24. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2157.7, which was 21.35 higher than the previous day. The implied volatity was 15.74, the open interest changed by 4 which increased total open position to 4


On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2598.35, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 2598.35, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 2598.35, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 2598.35, 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 2598.35, 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


SENSEX 25-Jun-2026 77600 PE
Delta: -0.85
Vega: 2.15
Theta: -613.47
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 77322.23 299.1 -306.8 (-50.64%) 29.7 1,16,69,840 81,825 84,059
24 Jun 76991.22 578.7 -790.25 (-57.73%) 5.77 54,358 891 2,234
23 Jun 76123.62 1421 812.6 (133.56%) 15.9 40,814 -869 1,544
22 Jun 77094.07 612.5 -293.6 (-32.40%) 10.89 42,551 899 2,413
19 Jun 76802.90 834.1 289.55 (53.17%) 12.09 4,992 214 1,514
18 Jun 77409.98 531.05 -308.15 (-36.72%) 11.93 3,553 1,155 1,300
17 Jun 77155.62 840.9 -259.1 (-23.55%) 15.23 156 81 145
16 Jun 76808.48 1090 -336.8 (-23.61%) 15.57 70 17 64
15 Jun 76264.33 1426.8 -716.1 (-33.42%) 14.02 53 47 47
12 Jun 75527.95 1801.15 0 (0.00%) - 0 0 0
11 Jun 73832.55 1801.15 0 (0.00%) - 0 0 0
10 Jun 73983.18 1801.15 0 (0.00%) - 0 0 0
9 Jun 73918.76 1801.15 0 (0.00%) - 0 0 0
8 Jun 73524.26 1801.15 0 (0.00%) - 0 0 0
5 Jun 74243.34 1801.15 0 (0.00%) - 0 0 0
4 Jun 74360.01 1801.15 0 (0.00%) - 0 0 0
3 Jun 74346.17 1801.15 0 (0.00%) - 0 0 0
2 Jun 74649.84 1801.15 0 (0.00%) - 0 0 0
1 Jun 74267.34 1801.15 0 (0.00%) - 0 0 0
29 May 74775.74 1801.15 0 (0.00%) - 0 0 0
27 May 75867.80 1801.15 0 (0.00%) - 0 0 0
26 May 76009.70 1801.15 0 (0.00%) - 0 0 0
25 May 76488.96 1801.15 0 (0.00%) - 0 0 0
22 May 75415.35 1801.15 0 (0.00%) - 0 0 0
21 May 75183.36 1801.15 0 (0.00%) - 0 0 0
20 May 75318.39 1801.15 0 (0.00%) - 0 0 0
19 May 75200.85 1801.15 0 (0.00%) - 0 0 0
18 May 75315.04 1801.15 0 (0.00%) - 0 0 0
15 May 75237.99 1801.15 0 (0.00%) - 0 0 0
14 May 75398.72 1801.15 0 (0.00%) - 0 0 0
13 May 74608.98 1801.15 0 (0.00%) - 0 0 0
12 May 74559.24 1801.15 0 (0.00%) - 0 0 0
11 May 76015.28 1801.15 0 (0.00%) - 0 0 0
8 May 77328.19 1801.15 0 (0.00%) - 0 0 0
7 May 77844.52 1801.15 0 (0.00%) - 0 0 0
6 May 77958.52 1801.15 0 (0.00%) - 0 0 0
5 May 77017.79 1801.15 0 (0.00%) - 0 0 0
4 May 77269.40 1801.15 0 (0.00%) - 0 0 0
30 Apr 76913.50 1801.15 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 77600 expiring on 25JUN2026

Delta for 77600 PE is -0.85

Historical price for 77600 PE is as follows

On 25 Jun SENSEX was trading at 77322.23. The strike last trading price was 299.1, which was -306.8 lower than the previous day. The implied volatity was 29.7, the open interest changed by 81825 which increased total open position to 84059


On 24 Jun SENSEX was trading at 76991.22. The strike last trading price was 578.7, which was -790.25 lower than the previous day. The implied volatity was 5.77, the open interest changed by 891 which increased total open position to 2234


On 23 Jun SENSEX was trading at 76123.62. The strike last trading price was 1421, which was 812.6 higher than the previous day. The implied volatity was 15.9, the open interest changed by -869 which decreased total open position to 1544


On 22 Jun SENSEX was trading at 77094.07. The strike last trading price was 612.5, which was -293.6 lower than the previous day. The implied volatity was 10.89, the open interest changed by 899 which increased total open position to 2413


On 19 Jun SENSEX was trading at 76802.90. The strike last trading price was 834.1, which was 289.55 higher than the previous day. The implied volatity was 12.09, the open interest changed by 214 which increased total open position to 1514


On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 531.05, which was -308.15 lower than the previous day. The implied volatity was 11.93, the open interest changed by 1155 which increased total open position to 1300


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 840.9, which was -259.1 lower than the previous day. The implied volatity was 15.23, the open interest changed by 81 which increased total open position to 145


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 1090, which was -336.8 lower than the previous day. The implied volatity was 15.57, the open interest changed by 17 which increased total open position to 64


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 1426.8, which was -716.1 lower than the previous day. The implied volatity was 14.02, the open interest changed by 47 which increased total open position to 47


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 May SENSEX was trading at 74775.74. The strike last trading price was 1801.15, 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 May SENSEX was trading at 75867.80. The strike last trading price was 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 20 May SENSEX was trading at 75318.39. The strike last trading price was 1801.15, 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 19 May SENSEX was trading at 75200.85. The strike last trading price was 1801.15, 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 18 May SENSEX was trading at 75315.04. The strike last trading price was 1801.15, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 1801.15, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 1801.15, 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 May SENSEX was trading at 74608.98. The strike last trading price was 1801.15, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 1801.15, 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 May SENSEX was trading at 76015.28. The strike last trading price was 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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 1801.15, 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