Historical option data for SENSEX
18 Jun 2026 04:09 PM IST
| SENSEX 25-Jun-2026 (6d) 78200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 38.11
Theta: -39.92
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77409.98 | 265 | 54.35 (25.80%) | 12.21 | 7,669 | 1,061 | 1,245 | |||||||||
| 17 Jun | 77155.62 | 205 | -53.55 (-20.71%) | 11.6 | 651 | 180 | 184 | |||||||||
| 16 Jun | 76808.48 | 72 | -6.1 (-7.81%) | - | 0 | 0 | 4 | |||||||||
| 15 Jun | 76264.33 | 72 | -6.1 (-7.81%) | - | 0 | 0 | 4 | |||||||||
| 12 Jun | 75527.95 | 72 | -6.1 (-7.81%) | 12.23 | 3 | -3 | 4 | |||||||||
| 11 Jun | 73832.55 | 78.1 | -5.5 (-6.58%) | 18.19 | 1 | 0 | 7 | |||||||||
| 10 Jun | 73983.18 | 83.6 | 5 (6.36%) | 17.25 | 1 | 1 | 7 | |||||||||
| 9 Jun | 73918.76 | 78.6 | -25.3 (-24.35%) | 16.61 | 1 | 0 | 6 | |||||||||
| 8 Jun | 73524.26 | 166.65 | -147.9 (-47.02%) | - | 0 | 0 | 6 | |||||||||
| 5 Jun | 74243.34 | 166.65 | -147.9 (-47.02%) | - | 0 | 0 | 6 | |||||||||
| 4 Jun | 74360.01 | 166.65 | -147.9 (-47.02%) | - | 0 | 0 | 6 | |||||||||
| 3 Jun | 74346.17 | 166.65 | -147.9 (-47.02%) | 15.34 | 1 | 0 | 6 | |||||||||
| 2 Jun | 74649.84 | 355.85 | 24.2 (7.30%) | - | 0 | 0 | 6 | |||||||||
| 1 Jun | 74267.34 | 355.85 | 24.2 (7.30%) | - | 0 | 0 | 6 | |||||||||
| 29 May | 74775.74 | 355.85 | 24.2 (7.30%) | 15.95 | 10 | 6 | 6 | |||||||||
| 27 May | 75867.80 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2287.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2287.9 | 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 | |||||||||
For Sensex - strike price 78200 expiring on 25JUN2026
Delta for 78200 CE is 0.32
Historical price for 78200 CE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 265, which was 54.35 higher than the previous day. The implied volatity was 12.21, the open interest changed by 1061 which increased total open position to 1245
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 205, which was -53.55 lower than the previous day. The implied volatity was 11.6, the open interest changed by 180 which increased total open position to 184
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 72, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 72, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 72, which was -6.1 lower than the previous day. The implied volatity was 12.23, the open interest changed by -3 which decreased total open position to 4
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 78.1, which was -5.5 lower than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 7
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 83.6, which was 5 higher than the previous day. The implied volatity was 17.25, the open interest changed by 1 which increased total open position to 7
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 78.6, which was -25.3 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 6
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 166.65, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 166.65, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 166.65, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 166.65, which was -147.9 lower than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 6
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 355.85, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 355.85, which was 24.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 355.85, which was 24.2 higher than the previous day. The implied volatity was 15.95, the open interest changed by 6 which increased total open position to 6
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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 2287.9, 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
| SENSEX 25-Jun-2026 (6d) 78200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 38.42
Theta: -20.14
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77409.98 | 922.25 | -330.05 (-26.36%) | 12.65 | 608 | 138 | 204 |
| 17 Jun | 77155.62 | 1248.9 | -295.2 (-19.12%) | 15.95 | 82 | 66 | 66 |
| 16 Jun | 76808.48 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Jun | 76264.33 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Jun | 75527.95 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Jun | 73832.55 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Jun | 73983.18 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Jun | 73918.76 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Jun | 73524.26 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Jun | 74243.34 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Jun | 74360.01 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 3 Jun | 74346.17 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Jun | 74649.84 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Jun | 74267.34 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 2085.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 2085.05 | 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 |
For Sensex - strike price 78200 expiring on 25JUN2026
Delta for 78200 PE is -0.68
Historical price for 78200 PE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 922.25, which was -330.05 lower than the previous day. The implied volatity was 12.65, the open interest changed by 138 which increased total open position to 204
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 1248.9, which was -295.2 lower than the previous day. The implied volatity was 15.95, the open interest changed by 66 which increased total open position to 66
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 2085.05, 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 Jun SENSEX was trading at 76264.33. The strike last trading price was 2085.05, 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 Jun SENSEX was trading at 75527.95. The strike last trading price was 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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 2085.05, 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
