Historical option data for SENSEX
18 Jun 2026 04:09 PM IST
| SENSEX 25-Jun-2026 (6d) 78500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 33.38
Theta: -34.33
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77409.98 | 185.15 | 35.5 (23.72%) | 12.26 | 46,213 | 4,479 | 8,335 | |||||||||
| 17 Jun | 77155.62 | 143.65 | 28.15 (24.37%) | 11.74 | 13,180 | 1,548 | 3,856 | |||||||||
| 16 Jun | 76808.48 | 122 | -17.65 (-12.64%) | 12.21 | 8,384 | 1,091 | 2,308 | |||||||||
| 15 Jun | 76264.33 | 138.65 | 33.2 (31.48%) | 14.93 | 6,534 | 841 | 1,217 | |||||||||
| 12 Jun | 75527.95 | 115 | 90.05 (360.92%) | 15.08 | 1,470 | 148 | 376 | |||||||||
| 11 Jun | 73832.55 | 28.8 | -5.1 (-15.04%) | 15.78 | 527 | 12 | 228 | |||||||||
| 10 Jun | 73983.18 | 35.2 | -7.35 (-17.27%) | 15.27 | 133 | 26 | 216 | |||||||||
| 9 Jun | 73918.76 | 42.55 | -11.65 (-21.49%) | 15.46 | 68 | -31 | 190 | |||||||||
| 8 Jun | 73524.26 | 54.85 | -32.35 (-37.10%) | 17.05 | 291 | -21 | 221 | |||||||||
| 5 Jun | 74243.34 | 87.05 | -41.25 (-32.15%) | 14.83 | 126 | 47 | 242 | |||||||||
| 4 Jun | 74360.01 | 132.55 | -26.45 (-16.64%) | 15.33 | 72 | 10 | 195 | |||||||||
| 3 Jun | 74346.17 | 142.6 | 7.6 (5.63%) | 15.57 | 360 | 38 | 185 | |||||||||
| 2 Jun | 74649.84 | 135 | -2.15 (-1.57%) | 14 | 59 | 13 | 147 | |||||||||
| 1 Jun | 74267.34 | 136.8 | -122.35 (-47.21%) | 14.81 | 246 | -57 | 134 | |||||||||
| 29 May | 74775.74 | 267.8 | -102.75 (-27.73%) | 14.58 | 344 | 35 | 191 | |||||||||
| 27 May | 75867.80 | 382 | -55.5 (-12.69%) | 12.84 | 203 | 7 | 156 | |||||||||
| 26 May | 76009.70 | 445.4 | -152.25 (-25.47%) | 12.94 | 158 | 22 | 149 | |||||||||
| 25 May | 76488.96 | 633.3 | 175.1 (38.21%) | 12.98 | 169 | 90 | 127 | |||||||||
| 22 May | 75415.35 | 458.2 | 20.75 (4.74%) | 14.09 | 49 | 12 | 37 | |||||||||
| 21 May | 75183.36 | 437.45 | -92.55 (-17.46%) | 14.3 | 44 | -6 | 25 | |||||||||
| 20 May | 75318.39 | 530 | -229.45 (-30.21%) | 14.84 | 97 | 10 | 31 | |||||||||
| 19 May | 75200.85 | 308.6 | -469.4 (-60.33%) | - | 0 | 0 | 21 | |||||||||
| 18 May | 75315.04 | 308.6 | -469.4 (-60.33%) | 11.28 | 1 | 0 | 21 | |||||||||
| 15 May | 75237.99 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 14 May | 75398.72 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 13 May | 74608.98 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 12 May | 74559.24 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 11 May | 76015.28 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 8 May | 77328.19 | 1760.2 | 204.45 (13.14%) | - | 0 | 0 | 21 | |||||||||
| 7 May | 77844.52 | 1760.2 | 204.45 (13.14%) | 13.72 | 72 | 4 | 21 | |||||||||
| 6 May | 77958.52 | 1555.75 | -10.05 (-0.64%) | 10.88 | 15 | 15 | 17 | |||||||||
| 5 May | 77017.79 | 1565.8 | -706.25 (-31.08%) | 15.25 | 2 | 2 | 2 | |||||||||
| 4 May | 77269.40 | 2142.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2142.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2142.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77550.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 78500 expiring on 25JUN2026
Delta for 78500 CE is 0.24
Historical price for 78500 CE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 185.15, which was 35.5 higher than the previous day. The implied volatity was 12.26, the open interest changed by 4479 which increased total open position to 8335
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 143.65, which was 28.15 higher than the previous day. The implied volatity was 11.74, the open interest changed by 1548 which increased total open position to 3856
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 122, which was -17.65 lower than the previous day. The implied volatity was 12.21, the open interest changed by 1091 which increased total open position to 2308
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 138.65, which was 33.2 higher than the previous day. The implied volatity was 14.93, the open interest changed by 841 which increased total open position to 1217
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 115, which was 90.05 higher than the previous day. The implied volatity was 15.08, the open interest changed by 148 which increased total open position to 376
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 28.8, which was -5.1 lower than the previous day. The implied volatity was 15.78, the open interest changed by 12 which increased total open position to 228
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 35.2, which was -7.35 lower than the previous day. The implied volatity was 15.27, the open interest changed by 26 which increased total open position to 216
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 42.55, which was -11.65 lower than the previous day. The implied volatity was 15.46, the open interest changed by -31 which decreased total open position to 190
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 54.85, which was -32.35 lower than the previous day. The implied volatity was 17.05, the open interest changed by -21 which decreased total open position to 221
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 87.05, which was -41.25 lower than the previous day. The implied volatity was 14.83, the open interest changed by 47 which increased total open position to 242
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 132.55, which was -26.45 lower than the previous day. The implied volatity was 15.33, the open interest changed by 10 which increased total open position to 195
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 142.6, which was 7.6 higher than the previous day. The implied volatity was 15.57, the open interest changed by 38 which increased total open position to 185
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 135, which was -2.15 lower than the previous day. The implied volatity was 14, the open interest changed by 13 which increased total open position to 147
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 136.8, which was -122.35 lower than the previous day. The implied volatity was 14.81, the open interest changed by -57 which decreased total open position to 134
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 267.8, which was -102.75 lower than the previous day. The implied volatity was 14.58, the open interest changed by 35 which increased total open position to 191
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 382, which was -55.5 lower than the previous day. The implied volatity was 12.84, the open interest changed by 7 which increased total open position to 156
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 445.4, which was -152.25 lower than the previous day. The implied volatity was 12.94, the open interest changed by 22 which increased total open position to 149
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 633.3, which was 175.1 higher than the previous day. The implied volatity was 12.98, the open interest changed by 90 which increased total open position to 127
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 458.2, which was 20.75 higher than the previous day. The implied volatity was 14.09, the open interest changed by 12 which increased total open position to 37
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 437.45, which was -92.55 lower than the previous day. The implied volatity was 14.3, the open interest changed by -6 which decreased total open position to 25
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 530, which was -229.45 lower than the previous day. The implied volatity was 14.84, the open interest changed by 10 which increased total open position to 31
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 308.6, which was -469.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 308.6, which was -469.4 lower than the previous day. The implied volatity was 11.28, the open interest changed by 0 which decreased total open position to 21
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 1760.2, which was 204.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by 4 which increased total open position to 21
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 1555.75, which was -10.05 lower than the previous day. The implied volatity was 10.88, the open interest changed by 15 which increased total open position to 17
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 1565.8, which was -706.25 lower than the previous day. The implied volatity was 15.25, the open interest changed by 2 which increased total open position to 2
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2142.3, 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 2142.3, 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 2142.3, 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
| SENSEX 25-Jun-2026 (6d) 78500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 33.9
Theta: -14.41
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77409.98 | 1138.15 | -343.1 (-23.16%) | 12.65 | 897 | 494 | 750 |
| 17 Jun | 77155.62 | 1480 | -312.7 (-17.44%) | 16.4 | 152 | 90 | 256 |
| 16 Jun | 76808.48 | 1747.55 | -470.35 (-21.21%) | 16.06 | 195 | 124 | 166 |
| 15 Jun | 76264.33 | 2217.9 | -700.9 (-24.01%) | 16.09 | 21 | 4 | 42 |
| 12 Jun | 75527.95 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 11 Jun | 73832.55 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 10 Jun | 73983.18 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 9 Jun | 73918.76 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 8 Jun | 73524.26 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 5 Jun | 74243.34 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 4 Jun | 74360.01 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 3 Jun | 74346.17 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 2 Jun | 74649.84 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 1 Jun | 74267.34 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 29 May | 74775.74 | 2435.25 | -114.75 (-4.50%) | - | 0 | 0 | 38 |
| 27 May | 75867.80 | 2435.25 | -114.75 (-4.50%) | 13.46 | 82 | 0 | 38 |
| 26 May | 76009.70 | 2550 | 60.7 (2.44%) | 16.39 | 17 | -5 | 38 |
| 25 May | 76488.96 | 3246.3 | -73.35 (-2.21%) | - | 0 | 0 | 43 |
| 22 May | 75415.35 | 3246.3 | -73.35 (-2.21%) | 19.65 | 7 | -7 | 43 |
| 21 May | 75183.36 | 3113.35 | -782.25 (-20.08%) | - | 0 | 0 | 50 |
| 20 May | 75318.39 | 3113.35 | -782.25 (-20.08%) | - | 0 | 0 | 50 |
| 19 May | 75200.85 | 3113.35 | -782.25 (-20.08%) | 15.93 | 5 | 0 | 50 |
| 18 May | 75315.04 | 3909 | 636.05 (19.43%) | - | 0 | 0 | 50 |
| 15 May | 75237.99 | 3909 | 636.05 (19.43%) | - | 0 | 0 | 50 |
| 14 May | 75398.72 | 3909 | 636.05 (19.43%) | - | 0 | 0 | 50 |
| 13 May | 74608.98 | 3909 | 636.05 (19.43%) | - | 1 | 0 | 50 |
| 12 May | 74559.24 | 3909 | 636.05 (19.43%) | 19.68 | 1 | -1 | 50 |
| 11 May | 76015.28 | 1982.45 | 252.3 (14.58%) | - | 0 | 0 | 51 |
| 8 May | 77328.19 | 1982.45 | 252.3 (14.58%) | 17.12 | 1 | -1 | 51 |
| 7 May | 77844.52 | 1720.5 | -556.7 (-24.45%) | 16.83 | 58 | 52 | 52 |
| 6 May | 77958.52 | 2236.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 2236.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 2236.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 2236.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 2236.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 78500 expiring on 25JUN2026
Delta for 78500 PE is -0.75
Historical price for 78500 PE is as follows
On 18 Jun SENSEX was trading at 77409.98. The strike last trading price was 1138.15, which was -343.1 lower than the previous day. The implied volatity was 12.65, the open interest changed by 494 which increased total open position to 750
On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 1480, which was -312.7 lower than the previous day. The implied volatity was 16.4, the open interest changed by 90 which increased total open position to 256
On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 1747.55, which was -470.35 lower than the previous day. The implied volatity was 16.06, the open interest changed by 124 which increased total open position to 166
On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 2217.9, which was -700.9 lower than the previous day. The implied volatity was 16.09, the open interest changed by 4 which increased total open position to 42
On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 8 Jun SENSEX was trading at 73524.26. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 5 Jun SENSEX was trading at 74243.34. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 4 Jun SENSEX was trading at 74360.01. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 2435.25, which was -114.75 lower than the previous day. The implied volatity was 13.46, the open interest changed by 0 which decreased total open position to 38
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2550, which was 60.7 higher than the previous day. The implied volatity was 16.39, the open interest changed by -5 which decreased total open position to 38
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3246.3, which was -73.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 3246.3, which was -73.35 lower than the previous day. The implied volatity was 19.65, the open interest changed by -7 which decreased total open position to 43
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 3113.35, which was -782.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 3113.35, which was -782.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 3113.35, which was -782.25 lower than the previous day. The implied volatity was 15.93, the open interest changed by 0 which decreased total open position to 50
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 3909, which was 636.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 3909, which was 636.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 3909, which was 636.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 3909, which was 636.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 3909, which was 636.05 higher than the previous day. The implied volatity was 19.68, the open interest changed by -1 which decreased total open position to 50
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 1982.45, which was 252.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1982.45, which was 252.3 higher than the previous day. The implied volatity was 17.12, the open interest changed by -1 which decreased total open position to 51
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 1720.5, which was -556.7 lower than the previous day. The implied volatity was 16.83, the open interest changed by 52 which increased total open position to 52
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 2236.65, 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 2236.65, 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 2236.65, 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 2236.65, 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 2236.65, 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
