Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 83000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.59
Theta: -4.35
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2.5 | -0.3 (-10.71%) | 43.67 | 14,270 | 1,388 | 7,730 | |||||||||
| 29 May | 74775.74 | 3.2 | 0.1 (3.23%) | 29.71 | 46,559 | 5,403 | 6,342 | |||||||||
| 27 May | 75867.80 | 3.1 | -2.05 (-39.81%) | 22.23 | 1,366 | 357 | 939 | |||||||||
| 26 May | 76009.70 | 5.1 | -2.1 (-29.17%) | 21.63 | 1,052 | 569 | 582 | |||||||||
| 25 May | 76488.96 | 7.2 | 6.6 (1100.00%) | 19.73 | 19 | 13 | 13 | |||||||||
| 22 May | 75415.35 | 354.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 354.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 354.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 354.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 354.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83000 expiring on 04JUN2026
Delta for 83000 CE is 0
Historical price for 83000 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 43.67, the open interest changed by 1388 which increased total open position to 7730
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 29.71, the open interest changed by 5403 which increased total open position to 6342
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3.1, which was -2.05 lower than the previous day. The implied volatity was 22.23, the open interest changed by 357 which increased total open position to 939
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 5.1, which was -2.1 lower than the previous day. The implied volatity was 21.63, the open interest changed by 569 which increased total open position to 582
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 7.2, which was 6.6 higher than the previous day. The implied volatity was 19.73, the open interest changed by 13 which increased total open position to 13
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 354.3, 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 354.3, 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 354.3, 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 354.3, 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 354.3, 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) 83000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 6795 | -83.15 (-1.21%) | - | 0 | 0 | 195 |
| 29 May | 74775.74 | 6795 | -83.15 (-1.21%) | - | 0 | 0 | 195 |
| 27 May | 75867.80 | 6795 | -83.15 (-1.21%) | 33.46 | 184 | 183 | 195 |
| 26 May | 76009.70 | 6320 | -1102.85 (-14.86%) | - | 0 | 0 | 12 |
| 25 May | 76488.96 | 6320 | -1102.85 (-14.86%) | 29.95 | 12 | 12 | 12 |
| 22 May | 75415.35 | 5166.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 5166.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 5166.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 5166.65 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 5166.65 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 83000 expiring on 04JUN2026
Delta for 83000 PE is -
Historical price for 83000 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 6795, which was -83.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 6795, which was -83.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 6795, which was -83.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by 183 which increased total open position to 195
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 6320, which was -1102.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 6320, which was -1102.85 lower than the previous day. The implied volatity was 29.95, the open interest changed by 12 which increased total open position to 12
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 5166.65, 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 5166.65, 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 5166.65, 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 5166.65, 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 5166.65, 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
