Historical option data for SENSEX
27 May 2026 04:09 PM IST
| SENSEX 25-Jun-2026 (28d) 80000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.1
Vega: 38.47
Theta: -10.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 75867.80 | 129.95 | -34.9 (-21.17%) | 12.5 | 2,558 | 511 | 1,294 | |||||||||
| 26 May | 76009.70 | 162.15 | -89.15 (-35.48%) | 12.63 | 1,156 | -5 | 783 | |||||||||
| 25 May | 76488.96 | 261.35 | 56.55 (27.61%) | 12.75 | 1,274 | 245 | 788 | |||||||||
| 22 May | 75415.35 | 219 | 26.35 (13.68%) | 14.4 | 645 | 204 | 543 | |||||||||
| 21 May | 75183.36 | 183.75 | -48.25 (-20.80%) | 14.01 | 286 | 86 | 339 | |||||||||
| 20 May | 75318.39 | 230.5 | 5.75 (2.56%) | 14.36 | 222 | 78 | 253 | |||||||||
| 19 May | 75200.85 | 228 | -77 (-25.25%) | 14.37 | 131 | 81 | 175 | |||||||||
| 18 May | 75315.04 | 305 | -10 (-3.17%) | 15.16 | 81 | 22 | 94 | |||||||||
| 15 May | 75237.99 | 315 | -40.95 (-11.50%) | 14.7 | 100 | 6 | 72 | |||||||||
| 14 May | 75398.72 | 337.7 | -13.85 (-3.94%) | 14.55 | 87 | 12 | 66 | |||||||||
| 13 May | 74608.98 | 368.95 | -0.7 (-0.19%) | 16.71 | 69 | 11 | 54 | |||||||||
| 12 May | 74559.24 | 350 | -206.7 (-37.13%) | 16.45 | 43 | 23 | 43 | |||||||||
| 11 May | 76015.28 | 579 | -479 (-45.27%) | 15.31 | 45 | 0 | 20 | |||||||||
| 8 May | 77328.19 | 1050 | -146.9 (-12.27%) | - | 0 | 0 | 20 | |||||||||
| 7 May | 77844.52 | 1050 | -146.9 (-12.27%) | 13.38 | 6 | 1 | 20 | |||||||||
| 6 May | 77958.52 | 1196.9 | 296.9 (32.99%) | 13.9 | 11 | 2 | 19 | |||||||||
| 5 May | 77017.79 | 900 | -150 (-14.29%) | 14.39 | 3 | 2 | 17 | |||||||||
| 4 May | 77269.40 | 1050 | 149.9 (16.65%) | 14.75 | 44 | 0 | 15 | |||||||||
| 30 Apr | 76913.50 | 900.1 | -499.85 (-35.70%) | - | 18 | 14 | 15 | |||||||||
| 29 Apr | 77496.36 | 1399.95 | 365.95 (35.39%) | - | 4 | -2 | 1 | |||||||||
| 28 Apr | 76886.91 | 1034 | -607 (-36.99%) | - | 4 | 3 | 3 | |||||||||
| 27 Apr | 77303.63 | 1509.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 1509.25 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 2422.95 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80000 expiring on 25JUN2026
Delta for 80000 CE is 0.1
Historical price for 80000 CE is as follows
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 129.95, which was -34.9 lower than the previous day. The implied volatity was 12.5, the open interest changed by 511 which increased total open position to 1294
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 162.15, which was -89.15 lower than the previous day. The implied volatity was 12.63, the open interest changed by -5 which decreased total open position to 783
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 261.35, which was 56.55 higher than the previous day. The implied volatity was 12.75, the open interest changed by 245 which increased total open position to 788
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 219, which was 26.35 higher than the previous day. The implied volatity was 14.4, the open interest changed by 204 which increased total open position to 543
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 183.75, which was -48.25 lower than the previous day. The implied volatity was 14.01, the open interest changed by 86 which increased total open position to 339
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 230.5, which was 5.75 higher than the previous day. The implied volatity was 14.36, the open interest changed by 78 which increased total open position to 253
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 228, which was -77 lower than the previous day. The implied volatity was 14.37, the open interest changed by 81 which increased total open position to 175
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 305, which was -10 lower than the previous day. The implied volatity was 15.16, the open interest changed by 22 which increased total open position to 94
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 315, which was -40.95 lower than the previous day. The implied volatity was 14.7, the open interest changed by 6 which increased total open position to 72
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 337.7, which was -13.85 lower than the previous day. The implied volatity was 14.55, the open interest changed by 12 which increased total open position to 66
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 368.95, which was -0.7 lower than the previous day. The implied volatity was 16.71, the open interest changed by 11 which increased total open position to 54
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 350, which was -206.7 lower than the previous day. The implied volatity was 16.45, the open interest changed by 23 which increased total open position to 43
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 579, which was -479 lower than the previous day. The implied volatity was 15.31, the open interest changed by 0 which decreased total open position to 20
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 1050, which was -146.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 1050, which was -146.9 lower than the previous day. The implied volatity was 13.38, the open interest changed by 1 which increased total open position to 20
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 1196.9, which was 296.9 higher than the previous day. The implied volatity was 13.9, the open interest changed by 2 which increased total open position to 19
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 900, which was -150 lower than the previous day. The implied volatity was 14.39, the open interest changed by 2 which increased total open position to 17
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 1050, which was 149.9 higher than the previous day. The implied volatity was 14.75, the open interest changed by 0 which decreased total open position to 15
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 900.1, which was -499.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 15
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 1399.95, which was 365.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 1034, which was -607 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 1509.25, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 1509.25, 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 2422.95, 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 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
| SENSEX 25-Jun-2026 (28d) 80000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 58.19
Theta: 0.04
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 75867.80 | 3890 | 215.25 (5.86%) | 17.78 | 3 | 3 | 92 |
| 26 May | 76009.70 | 3674.5 | 74.5 (2.07%) | 16.08 | 53 | 31 | 89 |
| 25 May | 76488.96 | 3600 | -750 (-17.24%) | 20.97 | 23 | 3 | 58 |
| 22 May | 75415.35 | 4350 | -237.9 (-5.19%) | 19.31 | 56 | 54 | 55 |
| 21 May | 75183.36 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 20 May | 75318.39 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 19 May | 75200.85 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 18 May | 75315.04 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 15 May | 75237.99 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 14 May | 75398.72 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 13 May | 74608.98 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 12 May | 74559.24 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 11 May | 76015.28 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 8 May | 77328.19 | 2320 | -794.15 (-25.50%) | - | 0 | 0 | 1 |
| 7 May | 77844.52 | 2320 | -794.15 (-25.50%) | 15.02 | 2 | 1 | 1 |
| 6 May | 77958.52 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 3089.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 3138.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 1385 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 80000 expiring on 25JUN2026
Delta for 80000 PE is -0.81
Historical price for 80000 PE is as follows
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3890, which was 215.25 higher than the previous day. The implied volatity was 17.78, the open interest changed by 3 which increased total open position to 92
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3674.5, which was 74.5 higher than the previous day. The implied volatity was 16.08, the open interest changed by 31 which increased total open position to 89
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3600, which was -750 lower than the previous day. The implied volatity was 20.97, the open interest changed by 3 which increased total open position to 58
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 4350, which was -237.9 lower than the previous day. The implied volatity was 19.31, the open interest changed by 54 which increased total open position to 55
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 2320, which was -794.15 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 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 2320, which was -794.15 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 1
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 3089.35, 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 3089.35, 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 3089.35, 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 3089.35, 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 3089.35, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 3089.35, 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 3089.35, 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 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 3089.35, 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 3138.65, 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 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 1385, 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
