Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 82300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.71
Theta: -4.95
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2.95 | 0.5 (20.41%) | 41.32 | 358 | -13 | 51 | |||||||||
| 29 May | 74775.74 | 2.2 | 2.15 (4300.00%) | 25.77 | 417 | 64 | 64 | |||||||||
| 27 May | 75867.80 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 465.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 82300 expiring on 04JUN2026
Delta for 82300 CE is 0
Historical price for 82300 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2.95, which was 0.5 higher than the previous day. The implied volatity was 41.32, the open interest changed by -13 which decreased total open position to 51
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2.2, which was 2.15 higher than the previous day. The implied volatity was 25.77, the open interest changed by 64 which increased total open position to 64
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 465.1, 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 465.1, 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 465.1, 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 465.1, 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 465.1, 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 465.1, 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 465.1, 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 465.1, 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) 82300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 4581.9 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 82300 expiring on 04JUN2026
Delta for 82300 PE is -
Historical price for 82300 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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 4581.9, 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
