Historical option data for SENSEX50
03 Jun 2026 04:09 PM IST
| SENSEX50 25-Jun-2026 (22d) 75500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.4
Vega: 70.67
Theta: -31.41
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 74346.17 | 751.7 | -148.2 (-16.47%) | 14.57 | 1,190 | 2.133 | 183.467 | |||||||||
| 2 Jun | 74649.84 | 929.35 | 115.2 (14.15%) | 14.78 | 755 | 6.133 | 181.333 | |||||||||
| 1 Jun | 74267.34 | 803.65 | -465.7 (-36.69%) | 14.8 | 496 | 15.733 | 175.2 | |||||||||
| 29 May | 74775.74 | 1288 | -401.2 (-23.75%) | 16.87 | 870 | -24.8 | 159.467 | |||||||||
| 27 May | 75867.80 | 1703.1 | -59.6 (-3.38%) | 13.65 | 313 | 46.667 | 184.267 | |||||||||
| 26 May | 76009.70 | 1766.55 | -375.2 (-17.52%) | 12.9 | 89 | 7.2 | 137.6 | |||||||||
| 25 May | 76488.96 | 2244.8 | 608.35 (37.17%) | 13.85 | 179 | -1.333 | 130.4 | |||||||||
| 22 May | 75415.35 | 1658.35 | 119.25 (7.75%) | 14.53 | 714 | 110.4 | 131.733 | |||||||||
| 21 May | 75183.36 | 1541.2 | -233 (-13.13%) | 14.36 | 243 | 7.467 | 21.333 | |||||||||
| 20 May | 75318.39 | 1779.85 | 74.9 (4.39%) | 15.78 | 105 | -5.067 | 13.867 | |||||||||
| 19 May | 75200.85 | 1683.6 | -213.1 (-11.24%) | 15.13 | 78 | 12.267 | 18.933 | |||||||||
| 18 May | 75315.04 | 1872.4 | 99.95 (5.64%) | 16 | 83 | 2.933 | 6.667 | |||||||||
| 15 May | 75237.99 | 1812.95 | -100.45 (-5.25%) | 14.7 | 116 | -5.067 | 3.733 | |||||||||
| 14 May | 75398.72 | 1930.85 | 187.9 (10.78%) | 14.97 | 82 | 0.533 | 8.8 | |||||||||
| 13 May | 74608.98 | 1742.95 | 93.85 (5.69%) | 16.79 | 5 | 0.8 | 8.267 | |||||||||
| 12 May | 74559.24 | 1722.1 | -944.85 (-35.43%) | 16.85 | 32 | 7.467 | 7.467 | |||||||||
| 11 May | 76015.28 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3885.45 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 75500 expiring on 25JUN2026
Delta for 75500 CE is 0.4
Historical price for 75500 CE is as follows
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 751.7, which was -148.2 lower than the previous day. The implied volatity was 14.57, the open interest changed by 8 which increased total open position to 688
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 929.35, which was 115.2 higher than the previous day. The implied volatity was 14.78, the open interest changed by 23 which increased total open position to 680
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 803.65, which was -465.7 lower than the previous day. The implied volatity was 14.8, the open interest changed by 59 which increased total open position to 657
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1288, which was -401.2 lower than the previous day. The implied volatity was 16.87, the open interest changed by -93 which decreased total open position to 598
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1703.1, which was -59.6 lower than the previous day. The implied volatity was 13.65, the open interest changed by 175 which increased total open position to 691
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1766.55, which was -375.2 lower than the previous day. The implied volatity was 12.9, the open interest changed by 27 which increased total open position to 516
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 2244.8, which was 608.35 higher than the previous day. The implied volatity was 13.85, the open interest changed by -5 which decreased total open position to 489
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1658.35, which was 119.25 higher than the previous day. The implied volatity was 14.53, the open interest changed by 414 which increased total open position to 494
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1541.2, which was -233 lower than the previous day. The implied volatity was 14.36, the open interest changed by 28 which increased total open position to 80
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1779.85, which was 74.9 higher than the previous day. The implied volatity was 15.78, the open interest changed by -19 which decreased total open position to 52
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1683.6, which was -213.1 lower than the previous day. The implied volatity was 15.13, the open interest changed by 46 which increased total open position to 71
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1872.4, which was 99.95 higher than the previous day. The implied volatity was 16, the open interest changed by 11 which increased total open position to 25
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1812.95, which was -100.45 lower than the previous day. The implied volatity was 14.7, the open interest changed by -19 which decreased total open position to 14
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1930.85, which was 187.9 higher than the previous day. The implied volatity was 14.97, the open interest changed by 2 which increased total open position to 33
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1742.95, which was 93.85 higher than the previous day. The implied volatity was 16.79, the open interest changed by 3 which increased total open position to 31
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1722.1, which was -944.85 lower than the previous day. The implied volatity was 16.85, the open interest changed by 28 which increased total open position to 28
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 3885.45, 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 3885.45, 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 3885.45, 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 3885.45, 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 3885.45, 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 (22d) 75500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 71.01
Theta: -12.98
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 74346.17 | 1533.95 | 296.9 (24.00%) | 15.72 | 283 | 8.8 | 158.667 |
| 2 Jun | 74649.84 | 1235.8 | -371.7 (-23.12%) | 13.84 | 115 | -15.733 | 149.867 |
| 1 Jun | 74267.34 | 1591.05 | 422.45 (36.15%) | 15.63 | 337 | 0.267 | 165.6 |
| 29 May | 74775.74 | 1201.6 | 375.15 (45.39%) | 15.03 | 947 | -1.6 | 165.333 |
| 27 May | 75867.80 | 810.6 | -124.45 (-13.31%) | 14.55 | 308 | 20 | 166.933 |
| 26 May | 76009.70 | 915.75 | 110.8 (13.76%) | 16.32 | 119 | -6.667 | 146.933 |
| 25 May | 76488.96 | 744.8 | -587.95 (-44.12%) | 16.29 | 200 | 10.667 | 153.6 |
| 22 May | 75415.35 | 1286.5 | -298.45 (-18.83%) | 17.23 | 921 | 101.867 | 142.933 |
| 21 May | 75183.36 | 1587.5 | 34.85 (2.24%) | 19.24 | 455 | 24 | 41.067 |
| 20 May | 75318.39 | 1531 | -86.05 (-5.32%) | 19.12 | 52 | 3.733 | 17.067 |
| 19 May | 75200.85 | 1633.75 | -147.05 (-8.26%) | 19.49 | 85 | -10.667 | 13.333 |
| 18 May | 75315.04 | 1780.8 | 91.1 (5.39%) | 21.48 | 67 | 10.133 | 24 |
| 15 May | 75237.99 | 1588 | -0.9 (-0.06%) | 18.85 | 153 | -6.4 | 13.867 |
| 14 May | 75398.72 | 1562.8 | -326.5 (-17.28%) | 18.92 | 84 | 19.2 | 20.267 |
| 13 May | 74608.98 | 1889.3 | 98.5 (5.50%) | 18.74 | 31 | 0.533 | 1.067 |
| 12 May | 74559.24 | 1790.8 | 149.35 (9.10%) | 17.16 | 4 | 0.533 | 0.533 |
| 11 May | 76015.28 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1008.1 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 75500 expiring on 25JUN2026
Delta for 75500 PE is -0.59
Historical price for 75500 PE is as follows
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1533.95, which was 296.9 higher than the previous day. The implied volatity was 15.72, the open interest changed by 33 which increased total open position to 595
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 1235.8, which was -371.7 lower than the previous day. The implied volatity was 13.84, the open interest changed by -59 which decreased total open position to 562
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1591.05, which was 422.45 higher than the previous day. The implied volatity was 15.63, the open interest changed by 1 which increased total open position to 621
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1201.6, which was 375.15 higher than the previous day. The implied volatity was 15.03, the open interest changed by -6 which decreased total open position to 620
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 810.6, which was -124.45 lower than the previous day. The implied volatity was 14.55, the open interest changed by 75 which increased total open position to 626
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 915.75, which was 110.8 higher than the previous day. The implied volatity was 16.32, the open interest changed by -25 which decreased total open position to 551
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 744.8, which was -587.95 lower than the previous day. The implied volatity was 16.29, the open interest changed by 40 which increased total open position to 576
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1286.5, which was -298.45 lower than the previous day. The implied volatity was 17.23, the open interest changed by 382 which increased total open position to 536
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1587.5, which was 34.85 higher than the previous day. The implied volatity was 19.24, the open interest changed by 90 which increased total open position to 154
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1531, which was -86.05 lower than the previous day. The implied volatity was 19.12, the open interest changed by 14 which increased total open position to 64
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1633.75, which was -147.05 lower than the previous day. The implied volatity was 19.49, the open interest changed by -40 which decreased total open position to 50
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1780.8, which was 91.1 higher than the previous day. The implied volatity was 21.48, the open interest changed by 38 which increased total open position to 90
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1588, which was -0.9 lower than the previous day. The implied volatity was 18.85, the open interest changed by -24 which decreased total open position to 52
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1562.8, which was -326.5 lower than the previous day. The implied volatity was 18.92, the open interest changed by 72 which increased total open position to 76
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1889.3, which was 98.5 higher than the previous day. The implied volatity was 18.74, the open interest changed by 2 which increased total open position to 4
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1790.8, which was 149.35 higher than the previous day. The implied volatity was 17.16, the open interest changed by 2 which increased total open position to 2
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1008.1, 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 1008.1, 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 1008.1, 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 1008.1, 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 1008.1, 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
