Historical option data for SENSEX
01 Jun 2026 04:09 PM IST
| SENSEX 04-Jun-2026 (3d) 86300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 1 | -0.4 (-28.57%) | - | 288 | 24 | 113 | |||||||||
| 29 May | 74775.74 | 1.05 | 1 (2000.00%) | 35.87 | 211 | 89 | 89 | |||||||||
For Sensex - strike price 86300 expiring on 04JUN2026
Delta for 86300 CE is -
Historical price for 86300 CE is as follows
On 1 Jun SENSEX was trading at 74267.34. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 113
On 29 May SENSEX was trading at 74775.74. The strike last trading price was 1.05, which was 1 higher than the previous day. The implied volatity was 35.87, the open interest changed by 89 which increased total open position to 89
| SENSEX 04-Jun-2026 (3d) 86300 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 |
For Sensex - strike price 86300 expiring on 04JUN2026
Delta for 86300 PE is -
Historical price for 86300 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
