Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 82200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.56
Theta: -3.78
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2.15 | -0.3 (-12.24%) | 39.62 | 1,542 | -73 | 102 | |||||||||
| 29 May | 74775.74 | 3.2 | 3.15 (6300.00%) | 27.19 | 445 | 175 | 175 | |||||||||
| 27 May | 75867.80 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 483.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82200 expiring on 04JUN2026
Delta for 82200 CE is 0
Historical price for 82200 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2.15, which was -0.3 lower than the previous day. The implied volatity was 39.62, the open interest changed by -73 which decreased total open position to 102
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3.2, which was 3.15 higher than the previous day. The implied volatity was 27.19, the open interest changed by 175 which increased total open position to 175
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May SENSEX was trading at 75200.85. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May SENSEX was trading at 75315.04. The strike last trading price was 483.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 04-Jun-2026 (3d) 82200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 4500.45 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 82200 expiring on 04JUN2026
Delta for 82200 PE is -
Historical price for 82200 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 4500.45, 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 May SENSEX was trading at 74775.74. The strike last trading price was 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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 4500.45, 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
