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Historical option data for SENSEX

18 Jun 2026 01:32 PM IST
SENSEX 18-Jun-2026 84500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 77295.24 0.15 -0.3 (-66.67%) - 1,386 191 518
17 Jun 77155.62 0.5 -0.4 (-44.44%) - 1,257 -193 327
16 Jun 76808.48 0.85 -1.15 (-57.50%) 42.29 2,825 -111 520
15 Jun 76264.33 4.15 0.1 (2.47%) 42.81 4,982 177 631
12 Jun 75527.95 4.8 1.2 (33.33%) 33.06 1,835 451 454
11 Jun 73832.55 3.6 -1.45 (-28.71%) 35.13 2 2 3
10 Jun 73983.18 5.05 5 (10000.00%) 33.47 1 1 1
9 Jun 73918.76 0 0 (0.00%) - 0 0 0
8 Jun 73524.26 0 0 (0.00%) - 0 0 0
5 Jun 74243.34 0 0 (0.00%) - 0 0 0
4 Jun 74360.01 0 0 (0.00%) - 0 0 0
3 Jun 74346.17 0 0 (0.00%) - 0 0 0
2 Jun 74649.84 0 0 (0.00%) - 0 0 0
1 Jun 74267.34 0 0 (0.00%) - 0 0 0
29 May 74775.74 0 0 (0.00%) - 0 0 0


For Sensex - strike price 84500 expiring on 18JUN2026

Delta for 84500 CE is -

Historical price for 84500 CE is as follows

On 18 Jun SENSEX was trading at 77295.24. The strike last trading price was 0.15, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 191 which increased total open position to 518


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -193 which decreased total open position to 327


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 0.85, which was -1.15 lower than the previous day. The implied volatity was 42.29, the open interest changed by -111 which decreased total open position to 520


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 4.15, which was 0.1 higher than the previous day. The implied volatity was 42.81, the open interest changed by 177 which increased total open position to 631


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 4.8, which was 1.2 higher than the previous day. The implied volatity was 33.06, the open interest changed by 451 which increased total open position to 454


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 3.6, which was -1.45 lower than the previous day. The implied volatity was 35.13, the open interest changed by 2 which increased total open position to 3


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 5.05, which was 5 higher than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 1


On 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 0, 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 Jun SENSEX was trading at 73524.26. The strike last trading price was 0, 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 Jun SENSEX was trading at 74243.34. The strike last trading price was 0, 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 Jun SENSEX was trading at 74360.01. The strike last trading price was 0, 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 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 0, 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 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 0, 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 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 0, 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 0, 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 18-Jun-2026 84500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
18 Jun 77295.24 7230 -101.65 (-1.39%) - 2 0 32
17 Jun 77155.62 10450 35 (0.34%) - 0 0 32
16 Jun 76808.48 10450 35 (0.34%) - 0 0 32
15 Jun 76264.33 10450 35 (0.34%) - 0 0 32
12 Jun 75527.95 10450 35 (0.34%) - 0 0 32
11 Jun 73832.55 10450 35 (0.34%) 41.13 32 32 32
10 Jun 73983.18 0 0 (0.00%) - 0 0 0
9 Jun 73918.76 0 0 (0.00%) - 0 0 0
8 Jun 73524.26 0 0 (0.00%) - 0 0 0
5 Jun 74243.34 0 0 (0.00%) - 0 0 0
4 Jun 74360.01 0 0 (0.00%) - 0 0 0
3 Jun 74346.17 0 0 (0.00%) - 0 0 0
2 Jun 74649.84 0 0 (0.00%) - 0 0 0
1 Jun 74267.34 0 0 (0.00%) - 0 0 0
29 May 74775.74 0 0 (0.00%) - 0 0 0


For Sensex - strike price 84500 expiring on 18JUN2026

Delta for 84500 PE is -

Historical price for 84500 PE is as follows

On 18 Jun SENSEX was trading at 77295.24. The strike last trading price was 7230, which was -101.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 17 Jun SENSEX was trading at 77155.62. The strike last trading price was 10450, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 16 Jun SENSEX was trading at 76808.48. The strike last trading price was 10450, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 15 Jun SENSEX was trading at 76264.33. The strike last trading price was 10450, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 12 Jun SENSEX was trading at 75527.95. The strike last trading price was 10450, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 11 Jun SENSEX was trading at 73832.55. The strike last trading price was 10450, which was 35 higher than the previous day. The implied volatity was 41.13, the open interest changed by 32 which increased total open position to 32


On 10 Jun SENSEX was trading at 73983.18. The strike last trading price was 0, 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 9 Jun SENSEX was trading at 73918.76. The strike last trading price was 0, 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 Jun SENSEX was trading at 73524.26. The strike last trading price was 0, 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 Jun SENSEX was trading at 74243.34. The strike last trading price was 0, 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 Jun SENSEX was trading at 74360.01. The strike last trading price was 0, 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 3 Jun SENSEX was trading at 74346.17. The strike last trading price was 0, 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 2 Jun SENSEX was trading at 74649.84. The strike last trading price was 0, 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 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 0, 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 0, 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