SENSEX
Sensex
Historical option data for SENSEX
07 May 2026 04:09 PM IST
| SENSEX 07-May-2026 85200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 77844.52 | 0.05 | -0.75 (-93.75%) | - | 1,219 | 67 | 377 | |||||||||
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| 6 May | 77958.52 | 0.55 | 0 (0.00%) | - | 521 | -59 | 310 | |||||||||
| 5 May | 77017.79 | 0.55 | -1.5 (-73.17%) | 42.97 | 515 | 84 | 369 | |||||||||
| 4 May | 77269.40 | 2.5 | 2.45 (4900.00%) | 38.82 | 885 | 285 | 285 | |||||||||
| 30 Apr | 76913.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 85200 expiring on 07MAY2026
Delta for 85200 CE is -
Historical price for 85200 CE is as follows
On 7 May SENSEX was trading at 77844.52. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 377
On 6 May SENSEX was trading at 77958.52. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -59 which decreased total open position to 310
On 5 May SENSEX was trading at 77017.79. The strike last trading price was 0.55, which was -1.5 lower than the previous day. The implied volatity was 42.97, the open interest changed by 84 which increased total open position to 369
On 4 May SENSEX was trading at 77269.40. The strike last trading price was 2.5, which was 2.45 higher than the previous day. The implied volatity was 38.82, the open interest changed by 285 which increased total open position to 285
On 30 Apr SENSEX was trading at 76913.50. 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 07-May-2026 85200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 77844.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex - strike price 85200 expiring on 07MAY2026
Delta for 85200 PE is -
Historical price for 85200 PE is as follows
On 7 May SENSEX was trading at 77844.52. 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 6 May SENSEX was trading at 77958.52. 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 May SENSEX was trading at 77017.79. 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 May SENSEX was trading at 77269.40. 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 30 Apr SENSEX was trading at 76913.50. 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
