Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 80500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.99
Theta: -5.7
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 3.65 | -1.85 (-33.64%) | 33.96 | 54,040 | -3,088 | 5,227 | |||||||||
| 29 May | 74775.74 | 5.9 | -2.35 (-28.48%) | 22.44 | 1,03,714 | 6,095 | 8,315 | |||||||||
| 27 May | 75867.80 | 7.55 | -3.8 (-33.48%) | 16.91 | 11,020 | 1,508 | 2,220 | |||||||||
| 26 May | 76009.70 | 11.35 | -16.55 (-59.32%) | 16.3 | 3,380 | 615 | 712 | |||||||||
| 25 May | 76488.96 | 30.05 | 14.7 (95.77%) | 16.01 | 282 | 97 | 97 | |||||||||
| 22 May | 75415.35 | 881.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 881.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 881.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 881.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 881.85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 80500 expiring on 04JUN2026
Delta for 80500 CE is 0.01
Historical price for 80500 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 3.65, which was -1.85 lower than the previous day. The implied volatity was 33.96, the open interest changed by -3088 which decreased total open position to 5227
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 5.9, which was -2.35 lower than the previous day. The implied volatity was 22.44, the open interest changed by 6095 which increased total open position to 8315
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 7.55, which was -3.8 lower than the previous day. The implied volatity was 16.91, the open interest changed by 1508 which increased total open position to 2220
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 11.35, which was -16.55 lower than the previous day. The implied volatity was 16.3, the open interest changed by 615 which increased total open position to 712
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 30.05, which was 14.7 higher than the previous day. The implied volatity was 16.01, the open interest changed by 97 which increased total open position to 97
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 881.85, 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 881.85, 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 881.85, 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 881.85, 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 881.85, 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
| SENSEX 04-Jun-2026 (3d) 80500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 4299.75 | -95 (-2.16%) | - | 0 | 0 | 26 |
| 29 May | 74775.74 | 4299.75 | -95 (-2.16%) | - | 0 | 0 | 26 |
| 27 May | 75867.80 | 4299.75 | -95 (-2.16%) | 17.88 | 30 | 26 | 26 |
| 26 May | 76009.70 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 3210 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 80500 expiring on 04JUN2026
Delta for 80500 PE is -
Historical price for 80500 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 4299.75, which was -95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4299.75, which was -95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 4299.75, which was -95 lower than the previous day. The implied volatity was 17.88, the open interest changed by 26 which increased total open position to 26
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3210, 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 3210, 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 3210, 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 3210, 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 3210, 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 3210, 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 3210, 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
