SENSEX
Sensex
Historical option data for SENSEX
15 May 2026 04:09 PM IST
| SENSEX 21-May-2026 (4d) 84300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.84
Theta: -2.25
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 75237.99 | 2.55 | -1.15 (-31.08%) | 31.19 | 80 | 6 | 155 | |||||||||
| 14 May | 75398.72 | 2.6 | -1 (-27.78%) | 28.55 | 1,438 | 5 | 149 | |||||||||
| 13 May | 74608.98 | 3.6 | -2.9 (-44.62%) | 29.72 | 53 | 1 | 144 | |||||||||
| 12 May | 74559.24 | 7.9 | -5 (-38.76%) | 30.78 | 60 | 7 | 143 | |||||||||
| 11 May | 76015.28 | 14 | 1.65 (13.36%) | 26.7 | 322 | 3 | 136 | |||||||||
| 8 May | 77328.19 | 10.3 | -22.95 (-69.02%) | 18.95 | 129 | 72 | 133 | |||||||||
| 7 May | 77844.52 | 34 | -3.6 (-9.57%) | 20.22 | 20 | 16 | 61 | |||||||||
| 6 May | 77958.52 | 37.6 | 6.05 (19.18%) | 19.36 | 9 | 7 | 45 | |||||||||
| 5 May | 77017.79 | 31.55 | 4.25 (15.57%) | 20.77 | 6 | 6 | 38 | |||||||||
| 4 May | 77269.40 | 27.3 | 1.3 (5.00%) | 19.01 | 3 | 3 | 32 | |||||||||
| 30 Apr | 76913.50 | 26 | -4.05 (-13.48%) | - | 4 | 2 | 29 | |||||||||
| 29 Apr | 77496.36 | 30.05 | -4.2 (-12.26%) | - | 7 | -4 | 27 | |||||||||
| 28 Apr | 76886.91 | 52 | -13.6 (-20.73%) | - | 0 | 0 | 31 | |||||||||
| 27 Apr | 77303.63 | 52 | -13.6 (-20.73%) | - | 31 | 31 | 31 | |||||||||
For Sensex - strike price 84300 expiring on 21MAY2026
Delta for 84300 CE is 0
Historical price for 84300 CE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 2.55, which was -1.15 lower than the previous day. The implied volatity was 31.19, the open interest changed by 6 which increased total open position to 155
On 14 May SENSEX was trading at 75398.72. The strike last trading price was 2.6, which was -1 lower than the previous day. The implied volatity was 28.55, the open interest changed by 5 which increased total open position to 149
On 13 May SENSEX was trading at 74608.98. The strike last trading price was 3.6, which was -2.9 lower than the previous day. The implied volatity was 29.72, the open interest changed by 1 which increased total open position to 144
On 12 May SENSEX was trading at 74559.24. The strike last trading price was 7.9, which was -5 lower than the previous day. The implied volatity was 30.78, the open interest changed by 7 which increased total open position to 143
On 11 May SENSEX was trading at 76015.28. The strike last trading price was 14, which was 1.65 higher than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 136
On 8 May SENSEX was trading at 77328.19. The strike last trading price was 10.3, which was -22.95 lower than the previous day. The implied volatity was 18.95, the open interest changed by 72 which increased total open position to 133
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 34, which was -3.6 lower than the previous day. The implied volatity was 20.22, the open interest changed by 16 which increased total open position to 61
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 37.6, which was 6.05 higher than the previous day. The implied volatity was 19.36, the open interest changed by 7 which increased total open position to 45
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 31.55, which was 4.25 higher than the previous day. The implied volatity was 20.77, the open interest changed by 6 which increased total open position to 38
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 27.3, which was 1.3 higher than the previous day. The implied volatity was 19.01, the open interest changed by 3 which increased total open position to 32
On 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 26, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 29
On 29 Apr SENSEX was trading at 77496.36. The strike last trading price was 30.05, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 27
On 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 52, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 27 Apr SENSEX was trading at 77303.63. The strike last trading price was 52, which was -13.6 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 31
| SENSEX 21-May-2026 (4d) 84300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 75237.99 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 Apr | 77496.36 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 28 Apr | 76886.91 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Apr | 77303.63 | 6359.2 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 84300 expiring on 21MAY2026
Delta for 84300 PE is -
Historical price for 84300 PE is as follows
On 15 May SENSEX was trading at 75237.99. The strike last trading price was 6359.2, 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 14 May SENSEX was trading at 75398.72. The strike last trading price was 6359.2, 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 13 May SENSEX was trading at 74608.98. The strike last trading price was 6359.2, 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 12 May SENSEX was trading at 74559.24. The strike last trading price was 6359.2, 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 11 May SENSEX was trading at 76015.28. The strike last trading price was 6359.2, 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 8 May SENSEX was trading at 77328.19. The strike last trading price was 6359.2, 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 7 May SENSEX was trading at 77844.52. The strike last trading price was 6359.2, 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 6 May SENSEX was trading at 77958.52. The strike last trading price was 6359.2, 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 5 May SENSEX was trading at 77017.79. The strike last trading price was 6359.2, 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 4 May SENSEX was trading at 77269.40. The strike last trading price was 6359.2, 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 30 Apr SENSEX was trading at 76913.50. The strike last trading price was 6359.2, 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 Apr SENSEX was trading at 77496.36. The strike last trading price was 6359.2, 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 28 Apr SENSEX was trading at 76886.91. The strike last trading price was 6359.2, 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 Apr SENSEX was trading at 77303.63. The strike last trading price was 6359.2, 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
