Historical option data for SENSEX50
20 May 2026 04:09 PM IST
| SENSEX50 27-May-2026 (6d) 76000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 39.92
Theta: -56.92
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 75318.39 | 481 | 29.9 (6.63%) | 17.19 | 21,484 | 754.667 | 1,762.933 | |||||||||
| 19 May | 75200.85 | 444.45 | -200.05 (-31.04%) | 16.08 | 9,494 | 511.2 | 1,008.267 | |||||||||
| 18 May | 75315.04 | 641.95 | -9.4 (-1.44%) | 18.18 | 8,012 | 76.533 | 497.067 | |||||||||
| 15 May | 75237.99 | 692.85 | -87.05 (-11.16%) | 16.54 | 3,322 | 19.2 | 420.533 | |||||||||
| 14 May | 75398.72 | 821.8 | 206.25 (33.51%) | 17.21 | 3,563 | 55.467 | 401.333 | |||||||||
| 13 May | 74608.98 | 618.9 | -33 (-5.06%) | 18.03 | 2,007 | 38.933 | 345.867 | |||||||||
| 12 May | 74559.24 | 689.2 | -635.7 (-47.98%) | 19.23 | 2,010 | 98.133 | 306.933 | |||||||||
| 11 May | 76015.28 | 1308.1 | -791.9 (-37.71%) | 17.59 | 1,409 | 182.133 | 208.8 | |||||||||
| 8 May | 77328.19 | 2100 | -516.85 (-19.75%) | 14.35 | 28 | -5.067 | 26.667 | |||||||||
| 7 May | 77844.52 | 2616.85 | -278.5 (-9.62%) | 16.07 | 32 | 0.533 | 31.733 | |||||||||
| 6 May | 77958.52 | 2895.35 | 765.4 (35.94%) | 18.17 | 38 | 2.4 | 31.2 | |||||||||
| 5 May | 77017.79 | 2173.05 | -415.85 (-16.06%) | 17.48 | 131 | 4.267 | 28.8 | |||||||||
| 4 May | 77269.40 | 2588.9 | 188.95 (7.87%) | 20.43 | 53 | 0.267 | 24.533 | |||||||||
| 30 Apr | 76913.50 | 2502.55 | -446.45 (-15.14%) | - | 112 | 21.867 | 24.267 | |||||||||
| 29 Apr | 77496.36 | 2949 | 699.45 (31.09%) | - | 7 | -0.267 | 2.4 | |||||||||
| 28 Apr | 76886.91 | 2252.05 | -457.95 (-16.90%) | - | 10 | -0.267 | 2.667 | |||||||||
| 27 Apr | 77303.63 | 2710 | 319.4 (13.36%) | - | 14 | 1.067 | 2.933 | |||||||||
| 24 Apr | 76664.21 | 2399.9 | -601.1 (-20.03%) | - | 11 | 1.6 | 1.867 | |||||||||
| 23 Apr | 77664.00 | 3001 | -785.05 (-20.74%) | - | 1 | 0.267 | 0.267 | |||||||||
| 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 76000 expiring on 27MAY2026
Delta for 76000 CE is 0.39
Historical price for 76000 CE is as follows
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 481, which was 29.9 higher than the previous day. The implied volatity was 17.19, the open interest changed by 2830 which increased total open position to 6611
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 444.45, which was -200.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1917 which increased total open position to 3781
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 641.95, which was -9.4 lower than the previous day. The implied volatity was 18.18, the open interest changed by 287 which increased total open position to 1864
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 692.85, which was -87.05 lower than the previous day. The implied volatity was 16.54, the open interest changed by 72 which increased total open position to 1577
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 821.8, which was 206.25 higher than the previous day. The implied volatity was 17.21, the open interest changed by 208 which increased total open position to 1505
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 618.9, which was -33 lower than the previous day. The implied volatity was 18.03, the open interest changed by 146 which increased total open position to 1297
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 689.2, which was -635.7 lower than the previous day. The implied volatity was 19.23, the open interest changed by 368 which increased total open position to 1151
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1308.1, which was -791.9 lower than the previous day. The implied volatity was 17.59, the open interest changed by 683 which increased total open position to 783
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 2100, which was -516.85 lower than the previous day. The implied volatity was 14.35, the open interest changed by -19 which decreased total open position to 100
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 2616.85, which was -278.5 lower than the previous day. The implied volatity was 16.07, the open interest changed by 2 which increased total open position to 119
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 2895.35, which was 765.4 higher than the previous day. The implied volatity was 18.17, the open interest changed by 9 which increased total open position to 117
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 2173.05, which was -415.85 lower than the previous day. The implied volatity was 17.48, the open interest changed by 16 which increased total open position to 108
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 2588.9, which was 188.95 higher than the previous day. The implied volatity was 20.43, the open interest changed by 1 which increased total open position to 92
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 2502.55, which was -446.45 lower than the previous day. The implied volatity was -, the open interest changed by 82 which increased total open position to 91
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 2949, which was 699.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 2252.05, which was -457.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 2710, which was 319.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 11
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 2399.9, which was -601.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 3001, which was -785.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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) 76000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 39.86
Theta: -35.15
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 75318.39 | 1005 | -211.45 (-17.38%) | 16.88 | 3,904 | 265.067 | 753.867 |
| 19 May | 75200.85 | 1224 | -8.75 (-0.71%) | 19.54 | 3,111 | 142.933 | 488.8 |
| 18 May | 75315.04 | 1233.75 | -118 (-8.73%) | 20.6 | 1,083 | 58.4 | 345.867 |
| 15 May | 75237.99 | 1324.95 | 86.9 (7.02%) | 19.78 | 1,755 | 13.867 | 287.467 |
| 14 May | 75398.72 | 1134.15 | -622.3 (-35.43%) | 16.87 | 632 | 18.133 | 273.6 |
| 13 May | 74608.98 | 1684.5 | -118.15 (-6.55%) | 18.48 | 219 | -9.6 | 255.467 |
| 12 May | 74559.24 | 1765.1 | 748.2 (73.58%) | 18.28 | 1,397 | 6.667 | 265.067 |
| 11 May | 76015.28 | 1022.6 | 480.95 (88.79%) | 18.91 | 1,782 | 107.2 | 258.4 |
| 8 May | 77328.19 | 526.3 | 102.25 (24.11%) | 17.25 | 545 | 21.867 | 151.2 |
| 7 May | 77844.52 | 422 | 24.95 (6.28%) | 17.28 | 1,135 | 9.867 | 129.333 |
| 6 May | 77958.52 | 380 | -322.2 (-45.88%) | 16.81 | 786 | 6.933 | 119.467 |
| 5 May | 77017.79 | 697 | 2.8 (0.40%) | 17.45 | 394 | -2.133 | 112.533 |
| 4 May | 77269.40 | 720 | -124.75 (-14.77%) | 18.65 | 780 | -33.867 | 114.667 |
| 30 Apr | 76913.50 | 800.2 | 99.5 (14.20%) | - | 726 | 101.067 | 148.533 |
| 29 Apr | 77496.36 | 715 | -268.75 (-27.32%) | - | 209 | 1.867 | 47.467 |
| 28 Apr | 76886.91 | 996.35 | 84.85 (9.31%) | - | 119 | -2.667 | 45.6 |
| 27 Apr | 77303.63 | 880 | -383.5 (-30.35%) | - | 276 | -28 | 48.267 |
| 24 Apr | 76664.21 | 1227 | 281.25 (29.74%) | - | 107 | 2.4 | 76.267 |
| 23 Apr | 77664.00 | 926 | 190.05 (25.82%) | - | 86 | 10.933 | 73.867 |
| 22 Apr | 78516.49 | 729.9 | 158.3 (27.69%) | - | 84 | 4.533 | 62.933 |
| 21 Apr | 79273.33 | 569.15 | -115.55 (-16.88%) | - | 256 | 55.733 | 58.4 |
| 20 Apr | 78520.30 | 684.7 | -36.45 (-5.05%) | - | 1 | -0.267 | 2.667 |
| 17 Apr | 78493.54 | 1188.8 | -441.3 (-27.07%) | - | 0 | 0 | 2.933 |
| 16 Apr | 77988.68 | 1188.8 | -441.3 (-27.07%) | - | 0 | 0 | 2.933 |
| 15 Apr | 78111.24 | 1188.8 | -441.3 (-27.07%) | 22.86 | 1 | 0 | 2.933 |
| 13 Apr | 76847.57 | 1630.1 | 428.6 (35.67%) | - | 12 | 2.933 | 2.933 |
| 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 76000 expiring on 27MAY2026
Delta for 76000 PE is -0.61
Historical price for 76000 PE is as follows
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1005, which was -211.45 lower than the previous day. The implied volatity was 16.88, the open interest changed by 994 which increased total open position to 2827
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1224, which was -8.75 lower than the previous day. The implied volatity was 19.54, the open interest changed by 536 which increased total open position to 1833
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1233.75, which was -118 lower than the previous day. The implied volatity was 20.6, the open interest changed by 219 which increased total open position to 1297
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1324.95, which was 86.9 higher than the previous day. The implied volatity was 19.78, the open interest changed by 52 which increased total open position to 1078
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1134.15, which was -622.3 lower than the previous day. The implied volatity was 16.87, the open interest changed by 68 which increased total open position to 1026
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1684.5, which was -118.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by -36 which decreased total open position to 958
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1765.1, which was 748.2 higher than the previous day. The implied volatity was 18.28, the open interest changed by 25 which increased total open position to 994
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1022.6, which was 480.95 higher than the previous day. The implied volatity was 18.91, the open interest changed by 402 which increased total open position to 969
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 526.3, which was 102.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 82 which increased total open position to 567
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 422, which was 24.95 higher than the previous day. The implied volatity was 17.28, the open interest changed by 37 which increased total open position to 485
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 380, which was -322.2 lower than the previous day. The implied volatity was 16.81, the open interest changed by 26 which increased total open position to 448
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 697, which was 2.8 higher than the previous day. The implied volatity was 17.45, the open interest changed by -8 which decreased total open position to 422
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 720, which was -124.75 lower than the previous day. The implied volatity was 18.65, the open interest changed by -127 which decreased total open position to 430
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 800.2, which was 99.5 higher than the previous day. The implied volatity was -, the open interest changed by 379 which increased total open position to 557
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 715, which was -268.75 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 178
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 996.35, which was 84.85 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 171
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 880, which was -383.5 lower than the previous day. The implied volatity was -, the open interest changed by -105 which decreased total open position to 181
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1227, which was 281.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 286
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 926, which was 190.05 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 277
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 729.9, which was 158.3 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 236
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 569.15, which was -115.55 lower than the previous day. The implied volatity was -, the open interest changed by 209 which increased total open position to 219
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 684.7, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1188.8, which was -441.3 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 11
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1630.1, which was 428.6 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
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
