Historical option data for SENSEX50
17 Jun 2026 11:01 AM IST
| SENSEX50 25-Jun-2026 (8d) 75600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 11.89
Theta: -25.54
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 77120.42 | 1650.45 | 224.45 (15.74%) | 8.22 | 6 | 0.267 | 40.267 | |||||||||
| 16 Jun | 76808.48 | 1426 | 189 (15.28%) | 8.04 | 66 | 0.8 | 40 | |||||||||
| 15 Jun | 76264.33 | 1235.25 | 359.4 (41.03%) | 14.68 | 268 | -26.933 | 39.2 | |||||||||
| 12 Jun | 75527.95 | 925 | 672.85 (266.85%) | 14.49 | 733 | 62.4 | 66.133 | |||||||||
| 11 Jun | 73832.55 | 337.95 | -100.2 (-22.87%) | - | 0 | 0 | 3.733 | |||||||||
| 10 Jun | 73983.18 | 337.95 | -100.2 (-22.87%) | - | 0 | 0 | 3.733 | |||||||||
| 9 Jun | 73918.76 | 337.95 | -100.2 (-22.87%) | 13.61 | 10 | 0 | 3.733 | |||||||||
| 8 Jun | 73524.26 | 438.15 | -141.85 (-24.46%) | 17.25 | 33 | 1.6 | 3.733 | |||||||||
| 5 Jun | 74243.34 | 580 | -90.85 (-13.54%) | 14.05 | 8 | 0 | 2.133 | |||||||||
| 4 Jun | 74360.01 | 670.85 | -54.6 (-7.53%) | 13.77 | 9 | 0 | 2.133 | |||||||||
| 3 Jun | 74346.17 | 725.45 | -309.8 (-29.93%) | 14.73 | 15 | 0.267 | 2.133 | |||||||||
| 2 Jun | 74649.84 | 744.25 | -235.65 (-24.05%) | - | 0 | 0 | 1.867 | |||||||||
| 1 Jun | 74267.34 | 744.25 | -235.65 (-24.05%) | 14.51 | 11 | 0 | 1.867 | |||||||||
| 29 May | 74775.74 | 1649.05 | -221.55 (-11.84%) | - | 0 | 0 | 1.867 | |||||||||
| 27 May | 75867.80 | 1649.05 | -221.55 (-11.84%) | 13.74 | 5 | 0 | 1.867 | |||||||||
| 26 May | 76009.70 | 1870.6 | -212.35 (-10.19%) | 14.96 | 5 | 0 | 1.867 | |||||||||
| 25 May | 76488.96 | 2082.95 | 431.95 (26.16%) | 12.63 | 3 | 0.267 | 1.867 | |||||||||
| 22 May | 75415.35 | 1651 | 267.2 (19.31%) | 15.06 | 6 | 1.6 | 1.6 | |||||||||
| 21 May | 75183.36 | 1800 | -501.25 (-21.78%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 1800 | -501.25 (-21.78%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 1800 | -501.25 (-21.78%) | 16.92 | 2 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3817.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 75600 expiring on 25JUN2026
Delta for 75600 CE is 0.95
Historical price for 75600 CE is as follows
On 17 Jun SENSEX50 was trading at 77120.42. The strike last trading price was 1650.45, which was 224.45 higher than the previous day. The implied volatity was 8.22, the open interest changed by 1 which increased total open position to 151
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1426, which was 189 higher than the previous day. The implied volatity was 8.04, the open interest changed by 3 which increased total open position to 150
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1235.25, which was 359.4 higher than the previous day. The implied volatity was 14.68, the open interest changed by -101 which decreased total open position to 147
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 925, which was 672.85 higher than the previous day. The implied volatity was 14.49, the open interest changed by 234 which increased total open position to 248
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 337.95, which was -100.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 337.95, which was -100.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 337.95, which was -100.2 lower than the previous day. The implied volatity was 13.61, the open interest changed by 0 which decreased total open position to 14
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 438.15, which was -141.85 lower than the previous day. The implied volatity was 17.25, the open interest changed by 6 which increased total open position to 14
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 580, which was -90.85 lower than the previous day. The implied volatity was 14.05, the open interest changed by 0 which decreased total open position to 8
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 670.85, which was -54.6 lower than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 8
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 725.45, which was -309.8 lower than the previous day. The implied volatity was 14.73, the open interest changed by 1 which increased total open position to 8
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 744.25, which was -235.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 744.25, which was -235.65 lower than the previous day. The implied volatity was 14.51, the open interest changed by 0 which decreased total open position to 7
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1649.05, which was -221.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1649.05, which was -221.55 lower than the previous day. The implied volatity was 13.74, the open interest changed by 0 which decreased total open position to 7
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1870.6, which was -212.35 lower than the previous day. The implied volatity was 14.96, the open interest changed by 0 which decreased total open position to 7
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 2082.95, which was 431.95 higher than the previous day. The implied volatity was 12.63, the open interest changed by 1 which increased total open position to 7
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1651, which was 267.2 higher than the previous day. The implied volatity was 15.06, the open interest changed by 6 which increased total open position to 6
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1800, which was -501.25 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 1800, which was -501.25 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 1800, which was -501.25 lower than the previous day. The implied volatity was 16.92, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 3817.3, 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 (8d) 75600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 29.52
Theta: -24.94
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 77120.42 | 171.85 | -50.85 (-22.83%) | 15.88 | 151 | -5.867 | 232.8 |
| 16 Jun | 76808.48 | 211.2 | -214.2 (-50.35%) | 14.64 | 766 | 48.533 | 238.667 |
| 15 Jun | 76264.33 | 499.95 | -302.9 (-37.73%) | 17.14 | 1,407 | 162.4 | 190.133 |
| 12 Jun | 75527.95 | 779.3 | -1081 (-58.11%) | 15.4 | 250 | 19.2 | 27.733 |
| 11 Jun | 73832.55 | 2257.05 | 574.05 (34.11%) | - | 0 | 0 | 8.533 |
| 10 Jun | 73983.18 | 2257.05 | 574.05 (34.11%) | - | 0 | 0 | 8.533 |
| 9 Jun | 73918.76 | 2257.05 | 574.05 (34.11%) | - | 0 | 0 | 8.533 |
| 8 Jun | 73524.26 | 2257.05 | 574.05 (34.11%) | 18.2 | 14 | -2.667 | 8.533 |
| 5 Jun | 74243.34 | 1683 | -223.45 (-11.72%) | 16.49 | 42 | 3.2 | 11.2 |
| 4 Jun | 74360.01 | 1906.45 | 395.75 (26.20%) | 21.3 | 3 | -0.8 | 8 |
| 3 Jun | 74346.17 | 1582.95 | 125.4 (8.60%) | 15.56 | 55 | 1.6 | 8.8 |
| 2 Jun | 74649.84 | 1457.55 | -71.3 (-4.66%) | 16.07 | 9 | -0.8 | 7.2 |
| 1 Jun | 74267.34 | 1528.85 | 311.95 (25.63%) | 13.85 | 20 | 0.267 | 8 |
| 29 May | 74775.74 | 1261.7 | 397.35 (45.97%) | 13.82 | 84 | -1.333 | 7.733 |
| 27 May | 75867.80 | 887.65 | 6 (0.68%) | 15.02 | 40 | 6.933 | 9.067 |
| 26 May | 76009.70 | 881.65 | -78.1 (-8.14%) | 15.44 | 1 | 0.267 | 2.133 |
| 25 May | 76488.96 | 1501 | -509.8 (-25.35%) | - | 0 | 0 | 1.867 |
| 22 May | 75415.35 | 1501 | -509.8 (-25.35%) | - | 0 | 0 | 1.867 |
| 21 May | 75183.36 | 1501 | -509.8 (-25.35%) | 17.79 | 7 | 0.533 | 1.867 |
| 20 May | 75318.39 | 1513.15 | -641.4 (-29.77%) | - | 0 | 0 | 1.333 |
| 19 May | 75200.85 | 1513.15 | -641.4 (-29.77%) | 17.72 | 21 | 1.333 | 1.333 |
| 18 May | 75315.04 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1039.05 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 75600 expiring on 25JUN2026
Delta for 75600 PE is -0.17
Historical price for 75600 PE is as follows
On 17 Jun SENSEX50 was trading at 77120.42. The strike last trading price was 171.85, which was -50.85 lower than the previous day. The implied volatity was 15.88, the open interest changed by -22 which decreased total open position to 873
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 211.2, which was -214.2 lower than the previous day. The implied volatity was 14.64, the open interest changed by 182 which increased total open position to 895
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 499.95, which was -302.9 lower than the previous day. The implied volatity was 17.14, the open interest changed by 609 which increased total open position to 713
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 779.3, which was -1081 lower than the previous day. The implied volatity was 15.4, the open interest changed by 72 which increased total open position to 104
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 2257.05, which was 574.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2257.05, which was 574.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 2257.05, which was 574.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 2257.05, which was 574.05 higher than the previous day. The implied volatity was 18.2, the open interest changed by -10 which decreased total open position to 32
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 1683, which was -223.45 lower than the previous day. The implied volatity was 16.49, the open interest changed by 12 which increased total open position to 42
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 1906.45, which was 395.75 higher than the previous day. The implied volatity was 21.3, the open interest changed by -3 which decreased total open position to 30
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1582.95, which was 125.4 higher than the previous day. The implied volatity was 15.56, the open interest changed by 6 which increased total open position to 33
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 1457.55, which was -71.3 lower than the previous day. The implied volatity was 16.07, the open interest changed by -3 which decreased total open position to 27
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1528.85, which was 311.95 higher than the previous day. The implied volatity was 13.85, the open interest changed by 1 which increased total open position to 30
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1261.7, which was 397.35 higher than the previous day. The implied volatity was 13.82, the open interest changed by -5 which decreased total open position to 29
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 887.65, which was 6 higher than the previous day. The implied volatity was 15.02, the open interest changed by 26 which increased total open position to 34
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 881.65, which was -78.1 lower than the previous day. The implied volatity was 15.44, the open interest changed by 1 which increased total open position to 8
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1501, which was -509.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1501, which was -509.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1501, which was -509.8 lower than the previous day. The implied volatity was 17.79, the open interest changed by 2 which increased total open position to 7
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1513.15, which was -641.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1513.15, which was -641.4 lower than the previous day. The implied volatity was 17.72, the open interest changed by 5 which increased total open position to 5
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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 1039.05, 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
