Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 79300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.87
Theta: -9.76
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 7.3 | -7.85 (-51.82%) | 30.67 | 14,053 | -566 | 2,452 | |||||||||
| 29 May | 74775.74 | 16.25 | 12.75 (364.29%) | 20.88 | 40,681 | 3,018 | 3,018 | |||||||||
| 27 May | 75867.80 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 1288.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 78493.54 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79300 expiring on 04JUN2026
Delta for 79300 CE is 0.01
Historical price for 79300 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 7.3, which was -7.85 lower than the previous day. The implied volatity was 30.67, the open interest changed by -566 which decreased total open position to 2452
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 16.25, which was 12.75 higher than the previous day. The implied volatity was 20.88, the open interest changed by 3018 which increased total open position to 3018
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 1288.4, 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 23 Apr SENSEX was trading at 77664.00. 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 22 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 04-Jun-2026 (3d) 79300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 2424.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | - | - | 0 | 0 | 0 |
For Sensex - strike price 79300 expiring on 04JUN2026
Delta for 79300 PE is -
Historical price for 79300 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 2424.1, 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 23 Apr SENSEX was trading at 77664.00. 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 22 Apr SENSEX was trading at 78516.49. 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 21 Apr SENSEX was trading at 79273.33. 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 20 Apr SENSEX was trading at 78520.30. 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 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
