Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 83400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0.64
Theta: -4.97
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2.9 | 0.7 (31.82%) | 46.04 | 173 | 3 | 77 | |||||||||
| 29 May | 74775.74 | 2 | -2.5 (-55.56%) | 29.56 | 380 | 62 | 74 | |||||||||
| 27 May | 75867.80 | 4.5 | 4.35 (2900.00%) | 24.25 | 10 | 7 | 12 | |||||||||
| 26 May | 76009.70 | 12.5 | 12.15 (3471.43%) | - | 0 | 0 | 5 | |||||||||
| 25 May | 76488.96 | 12.5 | 12.15 (3471.43%) | 22.29 | 4 | 4 | 5 | |||||||||
| 22 May | 75415.35 | 16.05 | 0.45 (2.88%) | - | 1 | 0 | 1 | |||||||||
| 21 May | 75183.36 | 16.05 | 0.45 (2.88%) | 22.91 | 1 | 1 | 1 | |||||||||
| 20 May | 75318.39 | 301.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 301.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 301.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83400 expiring on 04JUN2026
Delta for 83400 CE is 0
Historical price for 83400 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2.9, which was 0.7 higher than the previous day. The implied volatity was 46.04, the open interest changed by 3 which increased total open position to 77
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2, which was -2.5 lower than the previous day. The implied volatity was 29.56, the open interest changed by 62 which increased total open position to 74
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 4.5, which was 4.35 higher than the previous day. The implied volatity was 24.25, the open interest changed by 7 which increased total open position to 12
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 12.5, which was 12.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 12.5, which was 12.15 higher than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 5
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May SENSEX was trading at 75183.36. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 1
On 20 May SENSEX was trading at 75318.39. The strike last trading price was 301.45, 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 301.45, 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 301.45, 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
| SENSEX 04-Jun-2026 (3d) 83400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 5511.3 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 83400 expiring on 04JUN2026
Delta for 83400 PE is -
Historical price for 83400 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 5511.3, 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 29 May SENSEX was trading at 74775.74. The strike last trading price was 5511.3, 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 27 May SENSEX was trading at 75867.80. The strike last trading price was 5511.3, 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 26 May SENSEX was trading at 76009.70. The strike last trading price was 5511.3, 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 25 May SENSEX was trading at 76488.96. The strike last trading price was 5511.3, 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 22 May SENSEX was trading at 75415.35. The strike last trading price was 5511.3, 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 5511.3, 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 5511.3, 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 5511.3, 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 5511.3, 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
