Historical option data for SENSEX
22 May 2026 04:09 PM IST
| SENSEX 27-May-2026 (3d) 82000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.77
Theta: -5.2
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 75415.35 | 5.9 | 1.2 (25.53%) | 28.58 | 44,926 | 4,813 | 7,776 | |||||||||
| 21 May | 75183.36 | 5 | 0.05 (1.01%) | 26.38 | 4,686 | 1,042 | 2,963 | |||||||||
| 20 May | 75318.39 | 4.55 | -1.4 (-23.53%) | 23.63 | 2,389 | 830 | 1,921 | |||||||||
| 19 May | 75200.85 | 5.65 | -3.3 (-36.87%) | 22.97 | 1,114 | 186 | 1,091 | |||||||||
| 18 May | 75315.04 | 9 | -5.4 (-37.50%) | 22.41 | 1,810 | -318 | 905 | |||||||||
| 15 May | 75237.99 | 13.5 | -7.15 (-34.62%) | 20.41 | 1,073 | 73 | 1,223 | |||||||||
| 14 May | 75398.72 | 23.75 | 3.75 (18.75%) | 20.91 | 3,453 | -607 | 1,150 | |||||||||
| 13 May | 74608.98 | 18.7 | -10.2 (-35.29%) | 21.39 | 1,130 | 170 | 1,757 | |||||||||
| 12 May | 74559.24 | 31 | -8.45 (-21.42%) | 22.55 | 2,434 | 167 | 1,587 | |||||||||
| 11 May | 76015.28 | 39 | -34.45 (-46.90%) | 18.5 | 1,548 | 12 | 1,420 | |||||||||
| 8 May | 77328.19 | 67 | -43.2 (-39.20%) | 14.86 | 2,415 | -164 | 1,408 | |||||||||
| 7 May | 77844.52 | 116.45 | -16.55 (-12.44%) | 14.86 | 2,144 | 691 | 1,572 | |||||||||
| 6 May | 77958.52 | 138.6 | 49.65 (55.82%) | 14.63 | 1,721 | 219 | 881 | |||||||||
| 5 May | 77017.79 | 95.65 | -43.35 (-31.19%) | 15.7 | 537 | 90 | 662 | |||||||||
| 4 May | 77269.40 | 140.95 | 3.75 (2.73%) | 16.09 | 945 | 47 | 572 | |||||||||
| 30 Apr | 76913.50 | 141 | -33.1 (-19.01%) | - | 384 | 110 | 525 | |||||||||
| 29 Apr | 77496.36 | 171 | 27.05 (18.79%) | - | 1,169 | 60 | 415 | |||||||||
| 28 Apr | 76886.91 | 148.7 | -55.95 (-27.34%) | - | 379 | 163 | 355 | |||||||||
| 27 Apr | 77303.63 | 196.1 | -9.05 (-4.41%) | - | 279 | 30 | 192 | |||||||||
| 24 Apr | 76664.21 | 200.55 | -118 (-37.04%) | - | 196 | 73 | 162 | |||||||||
| 23 Apr | 77664.00 | 320 | -169.15 (-34.58%) | - | 140 | 32 | 89 | |||||||||
| 22 Apr | 78516.49 | 491.05 | -125.1 (-20.30%) | - | 89 | 43 | 57 | |||||||||
| 21 Apr | 79273.33 | 617.1 | 117.05 (23.41%) | - | 36 | 11 | 14 | |||||||||
| 20 Apr | 78520.30 | 500.05 | 0 (0.00%) | - | 1 | 0 | 3 | |||||||||
| 17 Apr | 78493.54 | 500.05 | 4.2 (0.85%) | 13.68 | 3 | 3 | 3 | |||||||||
For Sensex - strike price 82000 expiring on 27MAY2026
Delta for 82000 CE is 0.01
Historical price for 82000 CE is as follows
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 5.9, which was 1.2 higher than the previous day. The implied volatity was 28.58, the open interest changed by 4813 which increased total open position to 7776
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 26.38, the open interest changed by 1042 which increased total open position to 2963
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 4.55, which was -1.4 lower than the previous day. The implied volatity was 23.63, the open interest changed by 830 which increased total open position to 1921
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 5.65, which was -3.3 lower than the previous day. The implied volatity was 22.97, the open interest changed by 186 which increased total open position to 1091
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 9, which was -5.4 lower than the previous day. The implied volatity was 22.41, the open interest changed by -318 which decreased total open position to 905
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 13.5, which was -7.15 lower than the previous day. The implied volatity was 20.41, the open interest changed by 73 which increased total open position to 1223
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 23.75, which was 3.75 higher than the previous day. The implied volatity was 20.91, the open interest changed by -607 which decreased total open position to 1150
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 18.7, which was -10.2 lower than the previous day. The implied volatity was 21.39, the open interest changed by 170 which increased total open position to 1757
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 31, which was -8.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by 167 which increased total open position to 1587
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 39, which was -34.45 lower than the previous day. The implied volatity was 18.5, the open interest changed by 12 which increased total open position to 1420
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 67, which was -43.2 lower than the previous day. The implied volatity was 14.86, the open interest changed by -164 which decreased total open position to 1408
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 116.45, which was -16.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by 691 which increased total open position to 1572
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 138.6, which was 49.65 higher than the previous day. The implied volatity was 14.63, the open interest changed by 219 which increased total open position to 881
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 95.65, which was -43.35 lower than the previous day. The implied volatity was 15.7, the open interest changed by 90 which increased total open position to 662
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 140.95, which was 3.75 higher than the previous day. The implied volatity was 16.09, the open interest changed by 47 which increased total open position to 572
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 141, which was -33.1 lower than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 525
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 171, which was 27.05 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 415
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 148.7, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 163 which increased total open position to 355
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 196.1, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 192
On 24 Apr SENSEX was trading at 76664.21. The strike last trading price was 200.55, which was -118 lower than the previous day. The implied volatity was -, the open interest changed by 73 which increased total open position to 162
On 23 Apr SENSEX was trading at 77664.00. The strike last trading price was 320, which was -169.15 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 89
On 22 Apr SENSEX was trading at 78516.49. The strike last trading price was 491.05, which was -125.1 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 57
On 21 Apr SENSEX was trading at 79273.33. The strike last trading price was 617.1, which was 117.05 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 14
On 20 Apr SENSEX was trading at 78520.30. The strike last trading price was 500.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr SENSEX was trading at 78493.54. The strike last trading price was 500.05, which was 4.2 higher than the previous day. The implied volatity was 13.68, the open interest changed by 3 which increased total open position to 3
| SENSEX 27-May-2026 (3d) 82000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 75415.35 | 6815.55 | 256.3 (3.91%) | - | 0 | 0 | 344 |
| 21 May | 75183.36 | 6815.55 | 256.3 (3.91%) | 44.53 | 97 | 86 | 344 |
| 20 May | 75318.39 | 6577.95 | -123.15 (-1.84%) | 33.53 | 259 | 258 | 258 |
| 19 May | 75200.85 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 24 Apr | 76664.21 | 4296.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 3949.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 82000 expiring on 27MAY2026
Delta for 82000 PE is -
Historical price for 82000 PE is as follows
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 6815.55, which was 256.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 344
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 6815.55, which was 256.3 higher than the previous day. The implied volatity was 44.53, the open interest changed by 86 which increased total open position to 344
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 6577.95, which was -123.15 lower than the previous day. The implied volatity was 33.53, the open interest changed by 258 which increased total open position to 258
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 4296.2, 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 4296.2, 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 15 May SENSEX was trading at 75237.99. The strike last trading price was 4296.2, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 4296.2, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 4296.2, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 4296.2, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 4296.2, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 4296.2, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 4296.2, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 4296.2, 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 4296.2, 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 4296.2, 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 4296.2, 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 4296.2, 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 4296.2, 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 4296.2, 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 4296.2, 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 3949.2, 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
On 21 Apr SENSEX was trading at 79273.33. 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
On 20 Apr SENSEX was trading at 78520.30. 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
On 17 Apr SENSEX was trading at 78493.54. 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
