Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 84900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0.34
Theta: -2.65
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 2 | 0.2 (11.11%) | 47.32 | 53 | 12 | 20 | |||||||||
| 29 May | 74775.74 | 1.1 | 1.05 (2100.00%) | 32.2 | 16 | 2 | 8 | |||||||||
| 27 May | 75867.80 | 3.4 | 3.35 (6700.00%) | - | 0 | 0 | 6 | |||||||||
| 26 May | 76009.70 | 3.4 | 3.35 (6700.00%) | - | 0 | 0 | 6 | |||||||||
| 25 May | 76488.96 | 3.4 | 3.35 (6700.00%) | - | 6 | 0 | 6 | |||||||||
| 22 May | 75415.35 | 3.4 | 3.35 (6700.00%) | 22.42 | 6 | 6 | 6 | |||||||||
| 21 May | 75183.36 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 84900 expiring on 04JUN2026
Delta for 84900 CE is 0
Historical price for 84900 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 47.32, the open interest changed by 12 which increased total open position to 20
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1.1, which was 1.05 higher than the previous day. The implied volatity was 32.2, the open interest changed by 2 which increased total open position to 8
On 27 May SENSEX was trading at 75867.80. The strike last trading price was 3.4, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 May SENSEX was trading at 76009.70. The strike last trading price was 3.4, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 May SENSEX was trading at 76488.96. The strike last trading price was 3.4, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 May SENSEX was trading at 75415.35. The strike last trading price was 3.4, which was 3.35 higher than the previous day. The implied volatity was 22.42, the open interest changed by 6 which increased total open position to 6
On 21 May SENSEX was trading at 75183.36. 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 20 May SENSEX was trading at 75318.39. 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 19 May SENSEX was trading at 75200.85. 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 18 May SENSEX was trading at 75315.04. 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 04-Jun-2026 (3d) 84900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 29 May | 74775.74 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 84900 expiring on 04JUN2026
Delta for 84900 PE is -
Historical price for 84900 PE is as follows
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
On 27 May SENSEX was trading at 75867.80. 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 26 May SENSEX was trading at 76009.70. 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 25 May SENSEX was trading at 76488.96. 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 22 May SENSEX was trading at 75415.35. 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 21 May SENSEX was trading at 75183.36. 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 20 May SENSEX was trading at 75318.39. 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 19 May SENSEX was trading at 75200.85. 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 18 May SENSEX was trading at 75315.04. 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
