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Historical option data for SENSEX50

22 May 2026 04:09 PM IST
SENSEX50 27-May-2026 (4d) 75500 CE
Delta: 0.51
Vega: 35.19
Theta: -67.33
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 578.5 101.35 (21.24%) 16.17 6,33,178 4,546.133 9,417.867
21 May 75183.36 465.4 -213.7 (-31.47%) 14.46 1,08,540 3,051.2 4,871.733
20 May 75318.39 712.55 57.85 (8.84%) 17.57 14,792 362.933 1,820.533
19 May 75200.85 645.2 -234.9 (-26.69%) 15.98 13,134 968.267 1,457.6
18 May 75315.04 893.85 33.05 (3.84%) 18.74 5,651 116.8 489.333
15 May 75237.99 902.95 -114.15 (-11.22%) 16.21 3,127 24.533 372.533
14 May 75398.72 1052.85 248.5 (30.89%) 17.06 1,425 33.867 348
13 May 74608.98 809.3 -14.85 (-1.80%) 18.08 905 21.333 314.133
12 May 74559.24 882.35 -750.45 (-45.96%) 19.34 2,042 278.667 292.8
11 May 76015.28 1612 -861.55 (-34.83%) 18.06 55 13.867 14.133
8 May 77328.19 2031.55 -986.8 (-32.69%) - 0 0 0.267
7 May 77844.52 2031.55 -986.8 (-32.69%) - 0 0 0.267
6 May 77958.52 2031.55 -986.8 (-32.69%) - 0 0 0.267
5 May 77017.79 2031.55 -986.8 (-32.69%) - 0 0 0.267
4 May 77269.40 2031.55 -986.8 (-32.69%) - 0 0 0.267
30 Apr 76913.50 2031.55 -986.8 (-32.69%) - 1 0.267 0.267
29 Apr 77496.36 3172.2 0 (0.00%) - 0 0 0
28 Apr 76886.91 3172.2 0 (0.00%) - 0 0 0
27 Apr 77303.63 3172.2 0 (0.00%) - 0 0 0
24 Apr 76664.21 3172.2 0 (0.00%) - 0 0 0
23 Apr 77664.00 4147 0 (0.00%) - 0 0 0
22 Apr 78516.49 0 0 (0.00%) - 0 0 0
21 Apr 79273.33 0 0 (0.00%) - 0 0 0
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
20 Mar 74532.96 - - - 0 0 0
19 Mar 74207.24 0 0 (0.00%) - 0 0 0
18 Mar 76704.13 - - - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0


For Sensex 50 - strike price 75500 expiring on 27MAY2026

Delta for 75500 CE is 0.51

Historical price for 75500 CE is as follows

On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 578.5, which was 101.35 higher than the previous day. The implied volatity was 16.17, the open interest changed by 17048 which increased total open position to 35317


On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 465.4, which was -213.7 lower than the previous day. The implied volatity was 14.46, the open interest changed by 11442 which increased total open position to 18269


On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 712.55, which was 57.85 higher than the previous day. The implied volatity was 17.57, the open interest changed by 1361 which increased total open position to 6827


On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 645.2, which was -234.9 lower than the previous day. The implied volatity was 15.98, the open interest changed by 3631 which increased total open position to 5466


On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 893.85, which was 33.05 higher than the previous day. The implied volatity was 18.74, the open interest changed by 438 which increased total open position to 1835


On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 902.95, which was -114.15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 92 which increased total open position to 1397


On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1052.85, which was 248.5 higher than the previous day. The implied volatity was 17.06, the open interest changed by 127 which increased total open position to 1305


On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 809.3, which was -14.85 lower than the previous day. The implied volatity was 18.08, the open interest changed by 80 which increased total open position to 1178


On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 882.35, which was -750.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 1045 which increased total open position to 1098


On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1612, which was -861.55 lower than the previous day. The implied volatity was 18.06, the open interest changed by 52 which increased total open position to 53


On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 2031.55, which was -986.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 3172.2, 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 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 3172.2, 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 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 3172.2, 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 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 3172.2, 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 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 4147, 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 Apr SENSEX50 was trading at 78516.49. 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 Apr SENSEX50 was trading at 79273.33. 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 Apr SENSEX50 was trading at 78520.30. 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 17 Apr SENSEX50 was trading at 78493.54. 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 16 Apr SENSEX50 was trading at 77988.68. 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 15 Apr SENSEX50 was trading at 78111.24. 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 13 Apr SENSEX50 was trading at 76847.57. 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 10 Apr SENSEX50 was trading at 77550.25. 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 Apr SENSEX50 was trading at 76631.65. 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 Mar SENSEX50 was trading at 73583.22. 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 25 Mar SENSEX50 was trading at 75273.45. 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 Mar SENSEX50 was trading at 74532.96. 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 19 Mar SENSEX50 was trading at 74207.24. 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 Mar SENSEX50 was trading at 76704.13. 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 17 Mar SENSEX50 was trading at 76070.84. 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 16 Mar SENSEX50 was trading at 75502.85. 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 13 Mar SENSEX50 was trading at 74563.92. 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 27-May-2026 (4d) 75500 PE
Delta: -0.49
Vega: 35.18
Theta: -38.9
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 75415.35 482 -339.05 (-41.29%) 13.96 7,23,372 5,306.933 9,098.133
21 May 75183.36 871.65 69.75 (8.70%) 20.05 86,516 1,892.8 3,791.2
20 May 75318.39 752.5 -182.95 (-19.56%) 17.64 8,531 283.2 1,898.4
19 May 75200.85 942 -51.8 (-5.21%) 19.65 13,792 1,185.333 1,615.2
18 May 75315.04 967.95 -120.4 (-11.06%) 20.72 1,549 50.133 429.867
15 May 75237.99 1047.9 59.35 (6.00%) 19.62 3,637 61.067 379.733
14 May 75398.72 902.15 -560.75 (-38.33%) 17.35 1,097 36.8 318.667
13 May 74608.98 1425.9 -93.65 (-6.16%) 19.37 452 -7.2 281.867
12 May 74559.24 1450.8 636.4 (78.14%) 18.28 1,752 233.067 289.067
11 May 76015.28 815.2 376.55 (85.84%) 18.99 116 7.733 56
8 May 77328.19 438.65 94.7 (27.53%) 18.04 45 3.2 48.267
7 May 77844.52 330.85 7 (2.16%) 17.6 121 -1.867 45.067
6 May 77958.52 315 -263 (-45.50%) 17.52 98 9.333 46.933
5 May 77017.79 565.05 -16.5 (-2.84%) 17.78 28 1.067 37.6
4 May 77269.40 557.6 -187.95 (-25.21%) 18.41 93 1.867 36.533
30 Apr 76913.50 701.1 121.45 (20.95%) - 114 0 34.667
29 Apr 77496.36 604.25 -197.25 (-24.61%) - 89 -0.533 34.667
28 Apr 76886.91 790 31.75 (4.19%) - 47 2.4 35.2
27 Apr 77303.63 769.8 -286.95 (-27.15%) - 76 6.667 32.8
24 Apr 76664.21 1056 229.1 (27.71%) - 103 24 26.133
23 Apr 77664.00 826.9 227.4 (37.93%) - 13 1.333 2.133
22 Apr 78516.49 599.5 97.05 (19.32%) - 14 -1.333 0.8
21 Apr 79273.33 497.15 -432.85 (-46.54%) - 12 2.133 2.133
20 Apr 78520.30 0 0 (0.00%) - 0 0 0
17 Apr 78493.54 0 0 (0.00%) - 0 0 0
16 Apr 77988.68 0 0 (0.00%) - 0 0 0
15 Apr 78111.24 0 0 (0.00%) - 0 0 0
13 Apr 76847.57 0 0 (0.00%) - 0 0 0
10 Apr 77550.25 0 0 (0.00%) - 0 0 0
9 Apr 76631.65 0 0 (0.00%) - 0 0 0
27 Mar 73583.22 - - - 0 0 0
25 Mar 75273.45 0 0 (0.00%) - 0 0 0
20 Mar 74532.96 - - - 0 0 0
19 Mar 74207.24 0 0 (0.00%) - 0 0 0
18 Mar 76704.13 - - - 0 0 0
17 Mar 76070.84 0 0 (0.00%) - 0 0 0
16 Mar 75502.85 0 0 (0.00%) - 0 0 0
13 Mar 74563.92 0 0 (0.00%) - 0 0 0


For Sensex 50 - strike price 75500 expiring on 27MAY2026

Delta for 75500 PE is -0.49

Historical price for 75500 PE is as follows

On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 482, which was -339.05 lower than the previous day. The implied volatity was 13.96, the open interest changed by 19901 which increased total open position to 34118


On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 871.65, which was 69.75 higher than the previous day. The implied volatity was 20.05, the open interest changed by 7098 which increased total open position to 14217


On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 752.5, which was -182.95 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1062 which increased total open position to 7119


On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 942, which was -51.8 lower than the previous day. The implied volatity was 19.65, the open interest changed by 4445 which increased total open position to 6057


On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 967.95, which was -120.4 lower than the previous day. The implied volatity was 20.72, the open interest changed by 188 which increased total open position to 1612


On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1047.9, which was 59.35 higher than the previous day. The implied volatity was 19.62, the open interest changed by 229 which increased total open position to 1424


On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 902.15, which was -560.75 lower than the previous day. The implied volatity was 17.35, the open interest changed by 138 which increased total open position to 1195


On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1425.9, which was -93.65 lower than the previous day. The implied volatity was 19.37, the open interest changed by -27 which decreased total open position to 1057


On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1450.8, which was 636.4 higher than the previous day. The implied volatity was 18.28, the open interest changed by 874 which increased total open position to 1084


On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 815.2, which was 376.55 higher than the previous day. The implied volatity was 18.99, the open interest changed by 29 which increased total open position to 210


On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 438.65, which was 94.7 higher than the previous day. The implied volatity was 18.04, the open interest changed by 12 which increased total open position to 181


On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 330.85, which was 7 higher than the previous day. The implied volatity was 17.6, the open interest changed by -7 which decreased total open position to 169


On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 315, which was -263 lower than the previous day. The implied volatity was 17.52, the open interest changed by 35 which increased total open position to 176


On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 565.05, which was -16.5 lower than the previous day. The implied volatity was 17.78, the open interest changed by 4 which increased total open position to 141


On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 557.6, which was -187.95 lower than the previous day. The implied volatity was 18.41, the open interest changed by 7 which increased total open position to 137


On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 701.1, which was 121.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 130


On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 604.25, which was -197.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 130


On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 790, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 132


On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 769.8, which was -286.95 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 123


On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1056, which was 229.1 higher than the previous day. The implied volatity was -, the open interest changed by 90 which increased total open position to 98


On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 826.9, which was 227.4 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 599.5, which was 97.05 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 3


On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 497.15, which was -432.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 20 Apr SENSEX50 was trading at 78520.30. 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 17 Apr SENSEX50 was trading at 78493.54. 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 16 Apr SENSEX50 was trading at 77988.68. 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 15 Apr SENSEX50 was trading at 78111.24. 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 13 Apr SENSEX50 was trading at 76847.57. 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 10 Apr SENSEX50 was trading at 77550.25. 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 Apr SENSEX50 was trading at 76631.65. 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 Mar SENSEX50 was trading at 73583.22. 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 25 Mar SENSEX50 was trading at 75273.45. 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 Mar SENSEX50 was trading at 74532.96. 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 19 Mar SENSEX50 was trading at 74207.24. 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 Mar SENSEX50 was trading at 76704.13. 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 17 Mar SENSEX50 was trading at 76070.84. 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 16 Mar SENSEX50 was trading at 75502.85. 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 13 Mar SENSEX50 was trading at 74563.92. 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