Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 81000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0.77
Theta: -4.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2.8 | -1.05 (-27.27%) | 35.3 | 72,080 | -3,330 | 13,224 | |||||||||
| 29 May | 74775.74 | 4.05 | -2.1 (-34.15%) | 23.16 | 1,57,905 | 12,560 | 16,554 | |||||||||
| 27 May | 75867.80 | 6.35 | -2.45 (-27.84%) | 18.09 | 12,733 | 1,957 | 3,994 | |||||||||
| 26 May | 76009.70 | 8.3 | -13.75 (-62.36%) | 17.12 | 4,878 | 1,800 | 2,037 | |||||||||
| 25 May | 76488.96 | 28.25 | 19.65 (228.49%) | 17.51 | 546 | 237 | 237 | |||||||||
| 22 May | 75415.35 | 744.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 744.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 744.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 744.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 744.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81000 expiring on 04JUN2026
Delta for 81000 CE is 0
Historical price for 81000 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 35.3, the open interest changed by -3330 which decreased total open position to 13224
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4.05, which was -2.1 lower than the previous day. The implied volatity was 23.16, the open interest changed by 12560 which increased total open position to 16554
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 6.35, which was -2.45 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1957 which increased total open position to 3994
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 8.3, which was -13.75 lower than the previous day. The implied volatity was 17.12, the open interest changed by 1800 which increased total open position to 2037
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 28.25, which was 19.65 higher than the previous day. The implied volatity was 17.51, the open interest changed by 237 which increased total open position to 237
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 744.7, 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 744.7, 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 744.7, 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 744.7, 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 744.7, 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) 81000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 4808.6 | -78.9 (-1.61%) | - | 0 | 0 | 179 |
| 29 May | 74775.74 | 4808.6 | -78.9 (-1.61%) | - | 0 | 0 | 179 |
| 27 May | 75867.80 | 4808.6 | -78.9 (-1.61%) | 18.48 | 164 | 163 | 179 |
| 26 May | 76009.70 | 4358 | -1076.75 (-19.81%) | - | 0 | 0 | 16 |
| 25 May | 76488.96 | 4358 | -1076.75 (-19.81%) | 23.97 | 16 | 16 | 16 |
| 22 May | 75415.35 | 3569.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 3569.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 3569.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 3569.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 3569.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 81000 expiring on 04JUN2026
Delta for 81000 PE is -
Historical price for 81000 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 4808.6, which was -78.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4808.6, which was -78.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 179
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 4808.6, which was -78.9 lower than the previous day. The implied volatity was 18.48, the open interest changed by 163 which increased total open position to 179
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 4358, which was -1076.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 4358, which was -1076.75 lower than the previous day. The implied volatity was 23.97, the open interest changed by 16 which increased total open position to 16
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 3569.7, 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 3569.7, 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 3569.7, 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 3569.7, 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 3569.7, 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
