Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 83800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0.37
Theta: -2.77
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 1.45 | -1.45 (-50.00%) | 44.86 | 59 | 37 | 44 | |||||||||
| 29 May | 74775.74 | 2.9 | 2.85 (5700.00%) | 31.86 | 19 | 7 | 7 | |||||||||
| 27 May | 75867.80 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 255.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 83800 expiring on 04JUN2026
Delta for 83800 CE is 0
Historical price for 83800 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1.45, which was -1.45 lower than the previous day. The implied volatity was 44.86, the open interest changed by 37 which increased total open position to 44
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 2.9, which was 2.85 higher than the previous day. The implied volatity was 31.86, the open interest changed by 7 which increased total open position to 7
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 255.4, 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 255.4, 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 255.4, 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 255.4, 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 255.4, 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 255.4, 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 255.4, 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 255.4, 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) 83800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 5862.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 83800 expiring on 04JUN2026
Delta for 83800 PE is -
Historical price for 83800 PE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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 5862.7, 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
