Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 81300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.53
Theta: -3.31
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 4.25 | 4.2 (8400.00%) | 25.06 | 9,408 | 483 | 483 | |||||||||
| 27 May | 75867.80 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 670.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81300 expiring on 04JUN2026
Delta for 81300 CE is 0.01
Historical price for 81300 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 4.25, which was 4.2 higher than the previous day. The implied volatity was 25.06, the open interest changed by 483 which increased total open position to 483
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 670.7, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 670.7, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 670.7, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 670.7, 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 670.7, 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 670.7, 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 670.7, 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 670.7, 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 (5d) 81300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 3793.8 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 81300 expiring on 04JUN2026
Delta for 81300 PE is -
Historical price for 81300 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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 3793.8, 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
