Historical option data for SENSEX50
18 Jun 2026 02:02 PM IST
| SENSEX50 25-Jun-2026 (7d) 74800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 5.65
Theta: -24.41
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77226.64 | 2395.5 | -141 (-5.56%) | 11.19 | 2 | 0 | 25.067 | |||||||||
| 17 Jun | 77155.62 | 2120 | 210.8 (11.04%) | - | 0 | 0 | 25.067 | |||||||||
| 16 Jun | 76808.48 | 2120 | 210.8 (11.04%) | - | 10 | -1.333 | 25.067 | |||||||||
| 15 Jun | 76264.33 | 1909.2 | 542.45 (39.69%) | 16.93 | 28 | -2.933 | 26.4 | |||||||||
| 12 Jun | 75527.95 | 1383.85 | 902.7 (187.61%) | 13.98 | 727 | 8 | 29.333 | |||||||||
| 11 Jun | 73832.55 | 519.35 | -74.15 (-12.49%) | 14.07 | 58 | -3.467 | 21.333 | |||||||||
| 10 Jun | 73983.18 | 594.5 | -116.9 (-16.43%) | 13.74 | 157 | -14.667 | 24.8 | |||||||||
| 9 Jun | 73918.76 | 711.4 | 77.35 (12.20%) | 15.55 | 198 | 16.267 | 39.467 | |||||||||
| 8 Jun | 73524.26 | 617.4 | -335.75 (-35.23%) | 16.2 | 111 | 13.067 | 23.2 | |||||||||
| 5 Jun | 74243.34 | 951.35 | -74.2 (-7.24%) | 14.75 | 121 | 4.8 | 10.133 | |||||||||
| 4 Jun | 74360.01 | 1025.55 | -149.45 (-12.72%) | 13.8 | 30 | -2.933 | 5.333 | |||||||||
| 3 Jun | 74346.17 | 1094.75 | -205.25 (-15.79%) | 15.07 | 54 | 4 | 8.267 | |||||||||
| 2 Jun | 74649.84 | 1300 | 201 (18.29%) | 15.19 | 19 | 4 | 4.267 | |||||||||
| 1 Jun | 74267.34 | 1099 | -260.5 (-19.16%) | 14.74 | 2 | 0.267 | 0.267 | |||||||||
| 29 May | 74775.74 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 May | 75867.80 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 26 May | 76009.70 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 25 May | 76488.96 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 4380.4 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 74800 expiring on 25JUN2026
Delta for 74800 CE is 0.98
Historical price for 74800 CE is as follows
On 18 Jun SENSEX50 was trading at 77226.64. The strike last trading price was 2395.5, which was -141 lower than the previous day. The implied volatity was 11.19, the open interest changed by 0 which decreased total open position to 94
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 2120, which was 210.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 94
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 2120, which was 210.8 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 94
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1909.2, which was 542.45 higher than the previous day. The implied volatity was 16.93, the open interest changed by -11 which decreased total open position to 99
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 1383.85, which was 902.7 higher than the previous day. The implied volatity was 13.98, the open interest changed by 30 which increased total open position to 110
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 519.35, which was -74.15 lower than the previous day. The implied volatity was 14.07, the open interest changed by -13 which decreased total open position to 80
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 594.5, which was -116.9 lower than the previous day. The implied volatity was 13.74, the open interest changed by -55 which decreased total open position to 93
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 711.4, which was 77.35 higher than the previous day. The implied volatity was 15.55, the open interest changed by 61 which increased total open position to 148
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 617.4, which was -335.75 lower than the previous day. The implied volatity was 16.2, the open interest changed by 49 which increased total open position to 87
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 951.35, which was -74.2 lower than the previous day. The implied volatity was 14.75, the open interest changed by 18 which increased total open position to 38
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 1025.55, which was -149.45 lower than the previous day. The implied volatity was 13.8, the open interest changed by -11 which decreased total open position to 20
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1094.75, which was -205.25 lower than the previous day. The implied volatity was 15.07, the open interest changed by 15 which increased total open position to 31
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 1300, which was 201 higher than the previous day. The implied volatity was 15.19, the open interest changed by 15 which increased total open position to 16
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1099, which was -260.5 lower than the previous day. The implied volatity was 14.74, the open interest changed by 1 which increased total open position to 1
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75867.80. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 76009.70. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 76488.96. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75415.35. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75183.36. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75318.39. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75200.85. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75315.04. The strike last trading price was 4380.4, 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 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 75398.72. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 74608.98. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 74559.24. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 76015.28. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 77328.19. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 77844.52. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 77958.52. The strike last trading price was 4380.4, 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 SENSEX50 was trading at 77017.79. The strike last trading price was 4380.4, 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 Apr SENSEX50 was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX50 was trading at 74616.58. 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
| SENSEX50 25-Jun-2026 (7d) 74800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 10.04
Theta: -9.27
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77226.64 | 28.2 | -30.95 (-52.32%) | 14.37 | 1,331 | 167.2 | 207.733 |
| 17 Jun | 77155.62 | 56 | -51.1 (-47.71%) | 15.4 | 233 | -7.733 | 40.533 |
| 16 Jun | 76808.48 | 106 | -131.2 (-55.31%) | 15.52 | 133 | 20.533 | 48.267 |
| 15 Jun | 76264.33 | 239.15 | -266.55 (-52.71%) | 16.25 | 282 | -7.467 | 27.733 |
| 12 Jun | 75527.95 | 477.8 | -841.2 (-63.78%) | 15.72 | 892 | 20.8 | 35.2 |
| 11 Jun | 73832.55 | 1319 | 52.3 (4.13%) | 16.21 | 6 | -1.6 | 14.4 |
| 10 Jun | 73983.18 | 1266.7 | -203.3 (-13.83%) | 16.51 | 47 | 5.6 | 16 |
| 9 Jun | 73918.76 | 1470 | -168.35 (-10.28%) | 18.92 | 2 | 0 | 10.4 |
| 8 Jun | 73524.26 | 1638.35 | 477.1 (41.09%) | 17.01 | 6 | -0.8 | 10.4 |
| 5 Jun | 74243.34 | 1209.75 | 80.55 (7.13%) | 16.35 | 63 | 4 | 11.2 |
| 4 Jun | 74360.01 | 1131 | 12.75 (1.14%) | 16.47 | 110 | -2.933 | 7.2 |
| 3 Jun | 74346.17 | 1170 | 266.5 (29.50%) | 16.04 | 72 | 7.2 | 10.133 |
| 2 Jun | 74649.84 | 874.4 | -342.9 (-28.17%) | 13.76 | 30 | 1.6 | 2.933 |
| 1 Jun | 74267.34 | 1217.3 | 137.25 (12.71%) | 15.74 | 20 | 1.333 | 1.333 |
| 29 May | 74775.74 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 May | 75867.80 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 26 May | 76009.70 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 May | 76488.96 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 809.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 77562.90 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 74616.58 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 74800 expiring on 25JUN2026
Delta for 74800 PE is -0.04
Historical price for 74800 PE is as follows
On 18 Jun SENSEX50 was trading at 77226.64. The strike last trading price was 28.2, which was -30.95 lower than the previous day. The implied volatity was 14.37, the open interest changed by 627 which increased total open position to 779
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 56, which was -51.1 lower than the previous day. The implied volatity was 15.4, the open interest changed by -29 which decreased total open position to 152
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 106, which was -131.2 lower than the previous day. The implied volatity was 15.52, the open interest changed by 77 which increased total open position to 181
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 239.15, which was -266.55 lower than the previous day. The implied volatity was 16.25, the open interest changed by -28 which decreased total open position to 104
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 477.8, which was -841.2 lower than the previous day. The implied volatity was 15.72, the open interest changed by 78 which increased total open position to 132
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 1319, which was 52.3 higher than the previous day. The implied volatity was 16.21, the open interest changed by -6 which decreased total open position to 54
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 1266.7, which was -203.3 lower than the previous day. The implied volatity was 16.51, the open interest changed by 21 which increased total open position to 60
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 1470, which was -168.35 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 39
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 1638.35, which was 477.1 higher than the previous day. The implied volatity was 17.01, the open interest changed by -3 which decreased total open position to 39
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 1209.75, which was 80.55 higher than the previous day. The implied volatity was 16.35, the open interest changed by 15 which increased total open position to 42
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 1131, which was 12.75 higher than the previous day. The implied volatity was 16.47, the open interest changed by -11 which decreased total open position to 27
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1170, which was 266.5 higher than the previous day. The implied volatity was 16.04, the open interest changed by 27 which increased total open position to 38
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 874.4, which was -342.9 lower than the previous day. The implied volatity was 13.76, the open interest changed by 6 which increased total open position to 11
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1217.3, which was 137.25 higher than the previous day. The implied volatity was 15.74, the open interest changed by 5 which increased total open position to 5
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75867.80. The strike last trading price was 809.7, 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 SENSEX50 was trading at 76009.70. The strike last trading price was 809.7, 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 SENSEX50 was trading at 76488.96. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75415.35. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75183.36. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75318.39. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75200.85. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75315.04. The strike last trading price was 809.7, 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 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 809.7, 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 SENSEX50 was trading at 75398.72. The strike last trading price was 809.7, 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 SENSEX50 was trading at 74608.98. The strike last trading price was 809.7, 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 SENSEX50 was trading at 74559.24. The strike last trading price was 809.7, 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 SENSEX50 was trading at 76015.28. The strike last trading price was 809.7, 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 SENSEX50 was trading at 77328.19. The strike last trading price was 809.7, 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 SENSEX50 was trading at 77844.52. The strike last trading price was 809.7, 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 SENSEX50 was trading at 77958.52. The strike last trading price was 809.7, 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 SENSEX50 was trading at 77017.79. The strike last trading price was 809.7, 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 Apr SENSEX50 was trading at 77562.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr SENSEX50 was trading at 74616.58. 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
