Historical option data for SENSEX50
20 May 2026 04:09 PM IST
| SENSEX50 27-May-2026 (6d) 75800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 40.99
Theta: -60.14
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 75318.39 | 575 | 51.45 (9.83%) | 17.54 | 1,438 | 17.867 | 129.6 | |||||||||
| 19 May | 75200.85 | 522.85 | -199.65 (-27.63%) | 16.14 | 940 | 57.867 | 111.733 | |||||||||
| 18 May | 75315.04 | 730.9 | -13.9 (-1.87%) | 18.27 | 427 | 21.333 | 53.867 | |||||||||
| 15 May | 75237.99 | 784.3 | -114.85 (-12.77%) | 16.64 | 457 | 21.333 | 32.533 | |||||||||
| 14 May | 75398.72 | 922 | 182 (24.59%) | 17.37 | 73 | 5.333 | 11.2 | |||||||||
| 13 May | 74608.98 | 740 | 61.35 (9.04%) | 18.93 | 10 | 0.8 | 5.867 | |||||||||
| 12 May | 74559.24 | 681.7 | -791.55 (-53.73%) | 17.87 | 63 | 3.2 | 5.067 | |||||||||
| 11 May | 76015.28 | 1475.15 | -779.3 (-34.57%) | 18.68 | 8 | 1.867 | 1.867 | |||||||||
| 8 May | 77328.19 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 77496.36 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 76886.91 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 2957.7 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 3928.4 | 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 | |||||||||
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 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 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 75800 expiring on 27MAY2026
Delta for 75800 CE is 0.43
Historical price for 75800 CE is as follows
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 575, which was 51.45 higher than the previous day. The implied volatity was 17.54, the open interest changed by 67 which increased total open position to 486
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 522.85, which was -199.65 lower than the previous day. The implied volatity was 16.14, the open interest changed by 217 which increased total open position to 419
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 730.9, which was -13.9 lower than the previous day. The implied volatity was 18.27, the open interest changed by 80 which increased total open position to 202
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 784.3, which was -114.85 lower than the previous day. The implied volatity was 16.64, the open interest changed by 80 which increased total open position to 122
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 922, which was 182 higher than the previous day. The implied volatity was 17.37, the open interest changed by 20 which increased total open position to 42
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 740, which was 61.35 higher than the previous day. The implied volatity was 18.93, the open interest changed by 3 which increased total open position to 22
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 681.7, which was -791.55 lower than the previous day. The implied volatity was 17.87, the open interest changed by 12 which increased total open position to 19
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1475.15, which was -779.3 lower than the previous day. The implied volatity was 18.68, the open interest changed by 7 which increased total open position to 7
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 2957.7, 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 2957.7, 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 2957.7, 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 2957.7, 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 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 2957.7, 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 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 2957.7, 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 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 2957.7, 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 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 2957.7, 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 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 2957.7, 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 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 2957.7, 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 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 3928.4, 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 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 19 Mar SENSEX50 was trading at 74207.24. 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 18 Mar SENSEX50 was trading at 76704.13. 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 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
On 12 Mar SENSEX50 was trading at 76034.42. 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 (6d) 75800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 41.06
Theta: -42.5
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 75318.39 | 952.4 | -133.9 (-12.33%) | 18.53 | 237 | 6.933 | 72.533 |
| 19 May | 75200.85 | 1095 | -38.7 (-3.41%) | 19.34 | 713 | 25.6 | 65.6 |
| 18 May | 75315.04 | 1117.6 | -113.6 (-9.23%) | 20.54 | 134 | 8 | 40 |
| 15 May | 75237.99 | 1188 | 64.65 (5.76%) | 19.32 | 443 | 0.267 | 32 |
| 14 May | 75398.72 | 1079.9 | -903.95 (-45.57%) | 17.83 | 143 | 25.867 | 31.733 |
| 13 May | 74608.98 | 1316.95 | 396.05 (43.01%) | - | 0 | 0 | 5.867 |
| 12 May | 74559.24 | 1316.95 | 396.05 (43.01%) | 12.59 | 22 | 2.933 | 5.867 |
| 11 May | 76015.28 | 931.85 | 422.3 (82.88%) | 18.88 | 41 | -2.4 | 2.933 |
| 8 May | 77328.19 | 366.95 | -437.35 (-54.38%) | - | 0 | 0 | 5.333 |
| 7 May | 77844.52 | 366.95 | -437.35 (-54.38%) | - | 0 | 0 | 5.333 |
| 6 May | 77958.52 | 366.95 | -437.35 (-54.38%) | 17.38 | 28 | 4.533 | 5.333 |
| 5 May | 77017.79 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 4 May | 77269.40 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 30 Apr | 76913.50 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 29 Apr | 77496.36 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 28 Apr | 76886.91 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 27 Apr | 77303.63 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 24 Apr | 76664.21 | 850 | 0 (0.00%) | - | 0 | 0 | 0.8 |
| 23 Apr | 77664.00 | 850 | 36.8 (4.53%) | - | 2 | 0.533 | 0.8 |
| 22 Apr | 78516.49 | 668.95 | 0 (0.00%) | - | 0 | 0 | 0.267 |
| 21 Apr | 79273.33 | 668.95 | 0 (0.00%) | - | 0 | 0 | 0.267 |
| 20 Apr | 78520.30 | 668.95 | 0 (0.00%) | - | 1 | 0.267 | 0.267 |
| 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 |
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 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 |
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 75800 expiring on 27MAY2026
Delta for 75800 PE is -0.56
Historical price for 75800 PE is as follows
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 952.4, which was -133.9 lower than the previous day. The implied volatity was 18.53, the open interest changed by 26 which increased total open position to 272
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1095, which was -38.7 lower than the previous day. The implied volatity was 19.34, the open interest changed by 96 which increased total open position to 246
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1117.6, which was -113.6 lower than the previous day. The implied volatity was 20.54, the open interest changed by 30 which increased total open position to 150
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1188, which was 64.65 higher than the previous day. The implied volatity was 19.32, the open interest changed by 1 which increased total open position to 120
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1079.9, which was -903.95 lower than the previous day. The implied volatity was 17.83, the open interest changed by 97 which increased total open position to 119
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1316.95, which was 396.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1316.95, which was 396.05 higher than the previous day. The implied volatity was 12.59, the open interest changed by 11 which increased total open position to 22
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 931.85, which was 422.3 higher than the previous day. The implied volatity was 18.88, the open interest changed by -9 which decreased total open position to 11
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 366.95, which was -437.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 366.95, which was -437.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 366.95, which was -437.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by 17 which increased total open position to 20
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 850, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 850, which was 36.8 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 668.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 668.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 668.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 19 Mar SENSEX50 was trading at 74207.24. 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 18 Mar SENSEX50 was trading at 76704.13. 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 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
On 12 Mar SENSEX50 was trading at 76034.42. 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
