Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 79900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 3.15
Theta: -5.88
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 9 | -2.9 (-24.37%) | 21.44 | 14,904 | -423 | 797 | |||||||||
| 27 May | 75867.80 | 12 | -10 (-45.45%) | 15.98 | 3,277 | 1,216 | 1,220 | |||||||||
| 26 May | 76009.70 | 22 | -42.85 (-66.08%) | 15.97 | 4 | 4 | 4 | |||||||||
| 25 May | 76488.96 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 1070.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 79900 expiring on 04JUN2026
Delta for 79900 CE is 0.01
Historical price for 79900 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 9, which was -2.9 lower than the previous day. The implied volatity was 21.44, the open interest changed by -423 which decreased total open position to 797
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 12, which was -10 lower than the previous day. The implied volatity was 15.98, the open interest changed by 1216 which increased total open position to 1220
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 22, which was -42.85 lower than the previous day. The implied volatity was 15.97, the open interest changed by 4 which increased total open position to 4
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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 1070.9, 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
| SENSEX 04-Jun-2026 (5d) 79900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 2802.85 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 79900 expiring on 04JUN2026
Delta for 79900 PE is -
Historical price for 79900 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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 2802.85, 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
