Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 79500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.58
Theta: -8.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 5.95 | -6.55 (-52.40%) | 30.91 | 1,25,513 | -4,248 | 17,149 | |||||||||
| 29 May | 74775.74 | 14.05 | -4.5 (-24.26%) | 22.13 | 2,15,612 | 14,539 | 21,397 | |||||||||
| 27 May | 75867.80 | 20.2 | -8.3 (-29.12%) | 15.86 | 32,009 | 4,023 | 6,858 | |||||||||
| 26 May | 76009.70 | 27.65 | -36.65 (-57.00%) | 15.17 | 8,607 | 2,462 | 2,835 | |||||||||
| 25 May | 76488.96 | 74.25 | 29.6 (66.29%) | 15.27 | 1,795 | 371 | 373 | |||||||||
| 22 May | 75415.35 | 190 | 20.8 (12.29%) | - | 0 | 0 | 2 | |||||||||
| 21 May | 75183.36 | 190 | 20.8 (12.29%) | - | 0 | 0 | 2 | |||||||||
| 20 May | 75318.39 | 190 | 20.8 (12.29%) | - | 0 | 0 | 2 | |||||||||
| 19 May | 75200.85 | 190 | 20.8 (12.29%) | - | 0 | 0 | 2 | |||||||||
| 18 May | 75315.04 | 190 | 20.8 (12.29%) | - | 0 | 0 | 2 | |||||||||
| 15 May | 75237.99 | 190 | 20.8 (12.29%) | 17.79 | 2 | 2 | 2 | |||||||||
| 14 May | 75398.72 | 1212.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 1212.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 1212.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 1212.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 1212.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 1212.65 | 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 | |||||||||
For Sensex - strike price 79500 expiring on 04JUN2026
Delta for 79500 CE is 0.01
Historical price for 79500 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 5.95, which was -6.55 lower than the previous day. The implied volatity was 30.91, the open interest changed by -4248 which decreased total open position to 17149
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 14.05, which was -4.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 14539 which increased total open position to 21397
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 20.2, which was -8.3 lower than the previous day. The implied volatity was 15.86, the open interest changed by 4023 which increased total open position to 6858
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 27.65, which was -36.65 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2462 which increased total open position to 2835
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 74.25, which was 29.6 higher than the previous day. The implied volatity was 15.27, the open interest changed by 371 which increased total open position to 373
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 190, which was 20.8 higher than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 2
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 1212.65, 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 May SENSEX was trading at 74608.98. The strike last trading price was 1212.65, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 1212.65, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 1212.65, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 1212.65, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 1212.65, 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 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
| SENSEX 04-Jun-2026 (3d) 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 3327.8 | -99.55 (-2.90%) | - | 0 | 0 | 247 |
| 29 May | 74775.74 | 3327.8 | -99.55 (-2.90%) | - | 0 | 0 | 247 |
| 27 May | 75867.80 | 3327.8 | -99.55 (-2.90%) | 16.41 | 237 | 234 | 247 |
| 26 May | 76009.70 | 2933.3 | -1040.4 (-26.18%) | - | 0 | 0 | 13 |
| 25 May | 76488.96 | 2933.3 | -1040.4 (-26.18%) | 20.31 | 13 | 11 | 13 |
| 22 May | 75415.35 | 4150 | -61.55 (-1.46%) | - | 0 | 0 | 2 |
| 21 May | 75183.36 | 4150 | -61.55 (-1.46%) | 20.31 | 1 | 1 | 2 |
| 20 May | 75318.39 | 4200 | -78.75 (-1.84%) | - | 0 | 0 | 1 |
| 19 May | 75200.85 | 4200 | -78.75 (-1.84%) | 21.86 | 1 | 1 | 1 |
| 18 May | 75315.04 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 2547.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 2547.1 | 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 |
For Sensex - strike price 79500 expiring on 04JUN2026
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 3327.8, which was -99.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 247
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3327.8, which was -99.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 247
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3327.8, which was -99.55 lower than the previous day. The implied volatity was 16.41, the open interest changed by 234 which increased total open position to 247
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 2933.3, which was -1040.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 2933.3, which was -1040.4 lower than the previous day. The implied volatity was 20.31, the open interest changed by 11 which increased total open position to 13
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 4150, which was -61.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 4150, which was -61.55 lower than the previous day. The implied volatity was 20.31, the open interest changed by 1 which increased total open position to 2
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 4200, which was -78.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 4200, which was -78.75 lower than the previous day. The implied volatity was 21.86, the open interest changed by 1 which increased total open position to 1
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2547.1, 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 2547.1, 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 2547.1, 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 2547.1, 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 2547.1, 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 2547.1, 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 2547.1, 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 2547.1, 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
