Historical option data for SENSEX
29 May 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (5d) 81500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 1.25
Theta: -2.69
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 3.3 | -1.6 (-32.65%) | 25.04 | 48,473 | 7,427 | 7,718 | |||||||||
| 27 May | 75867.80 | 4.65 | -2.4 (-34.04%) | 18.9 | 1,350 | 212 | 291 | |||||||||
| 26 May | 76009.70 | 7.5 | -6.5 (-46.43%) | 18.36 | 203 | 77 | 79 | |||||||||
| 25 May | 76488.96 | 14 | -0.9 (-6.04%) | 17.14 | 1 | 1 | 2 | |||||||||
| 22 May | 75415.35 | 14.9 | 12.25 (462.26%) | 18.2 | 1 | 1 | 1 | |||||||||
| 21 May | 75183.36 | 624.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 624.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 624.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 624.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 81500 expiring on 04JUN2026
Delta for 81500 CE is 0
Historical price for 81500 CE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3.3, which was -1.6 lower than the previous day. The implied volatity was 25.04, the open interest changed by 7427 which increased total open position to 7718
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 4.65, which was -2.4 lower than the previous day. The implied volatity was 18.9, the open interest changed by 212 which increased total open position to 291
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 7.5, which was -6.5 lower than the previous day. The implied volatity was 18.36, the open interest changed by 77 which increased total open position to 79
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 14, which was -0.9 lower than the previous day. The implied volatity was 17.14, the open interest changed by 1 which increased total open position to 2
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 14.9, which was 12.25 higher than the previous day. The implied volatity was 18.2, the open interest changed by 1 which increased total open position to 1
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 624.7, 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 624.7, 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 624.7, 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 624.7, 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) 81500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 5385 | 1.7 (0.03%) | - | 0 | 0 | 3 |
| 27 May | 75867.80 | 5385 | 1.7 (0.03%) | 16.13 | 3 | 3 | 3 |
| 26 May | 76009.70 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 3946.55 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 81500 expiring on 04JUN2026
Delta for 81500 PE is -
Historical price for 81500 PE is as follows
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 5385, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 5385, which was 1.7 higher than the previous day. The implied volatity was 16.13, the open interest changed by 3 which increased total open position to 3
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3946.55, 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 3946.55, 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 3946.55, 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 3946.55, 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 3946.55, 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 3946.55, 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 3946.55, 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
