Historical option data for SENSEX50
18 Jun 2026 09:36 AM IST
| SENSEX50 25-Jun-2026 (7d) 76300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 29.37
Theta: -36.92
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 77083.84 | 1047.8 | -79.55 (-7.06%) | 9.91 | 75 | 0 | 43.733 | |||||||||
| 17 Jun | 77155.62 | 1115.15 | 181.5 (19.44%) | 9.28 | 289 | -15.467 | 43.733 | |||||||||
| 16 Jun | 76808.48 | 937.4 | 143.55 (18.08%) | 10.78 | 881 | -29.067 | 59.2 | |||||||||
| 15 Jun | 76264.33 | 801.45 | 247.8 (44.76%) | 14.4 | 714 | 77.067 | 88.267 | |||||||||
| 12 Jun | 75527.95 | 564.6 | 427.45 (311.67%) | 13.85 | 65 | 2.133 | 11.2 | |||||||||
| 11 Jun | 73832.55 | 140.25 | -50.7 (-26.55%) | 13.63 | 32 | -5.067 | 9.067 | |||||||||
| 10 Jun | 73983.18 | 182.7 | -125.35 (-40.69%) | 13.61 | 53 | 0.533 | 14.133 | |||||||||
| 9 Jun | 73918.76 | 410.5 | -56.15 (-12.03%) | - | 0 | 0 | 13.6 | |||||||||
| 8 Jun | 73524.26 | 410.5 | -56.15 (-12.03%) | - | 0 | 0 | 13.6 | |||||||||
| 5 Jun | 74243.34 | 410.5 | -56.15 (-12.03%) | 14.69 | 6 | -0.533 | 13.6 | |||||||||
| 4 Jun | 74360.01 | 466.65 | -119.15 (-20.34%) | 14.17 | 14 | 0.8 | 14.133 | |||||||||
| 3 Jun | 74346.17 | 585.8 | -41.2 (-6.57%) | 16.14 | 4 | 0 | 13.333 | |||||||||
| 2 Jun | 74649.84 | 627 | 80.55 (14.74%) | 14.82 | 23 | -1.067 | 13.333 | |||||||||
| 1 Jun | 74267.34 | 546.45 | -314.7 (-36.54%) | 14.99 | 31 | -0.8 | 14.4 | |||||||||
| 29 May | 74775.74 | 885.1 | -326.9 (-26.97%) | 14.98 | 119 | 5.333 | 15.2 | |||||||||
| 27 May | 75867.80 | 1212 | -292.3 (-19.43%) | 13.19 | 42 | 7.2 | 9.867 | |||||||||
| 26 May | 76009.70 | 1490 | 250.3 (20.19%) | - | 0 | 0 | 2.667 | |||||||||
| 25 May | 76488.96 | 1490 | 250.3 (20.19%) | 11.05 | 10 | 2.667 | 2.667 | |||||||||
| 22 May | 75415.35 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 May | 75183.36 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 May | 75318.39 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 19 May | 75200.85 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 18 May | 75315.04 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 75237.99 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 75398.72 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 74608.98 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 74559.24 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3359.1 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77550.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 76631.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 76300 expiring on 25JUN2026
Delta for 76300 CE is 0.81
Historical price for 76300 CE is as follows
On 18 Jun SENSEX50 was trading at 77083.84. The strike last trading price was 1047.8, which was -79.55 lower than the previous day. The implied volatity was 9.91, the open interest changed by 0 which decreased total open position to 164
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1115.15, which was 181.5 higher than the previous day. The implied volatity was 9.28, the open interest changed by -58 which decreased total open position to 164
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 937.4, which was 143.55 higher than the previous day. The implied volatity was 10.78, the open interest changed by -109 which decreased total open position to 222
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 801.45, which was 247.8 higher than the previous day. The implied volatity was 14.4, the open interest changed by 289 which increased total open position to 331
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 564.6, which was 427.45 higher than the previous day. The implied volatity was 13.85, the open interest changed by 8 which increased total open position to 42
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 140.25, which was -50.7 lower than the previous day. The implied volatity was 13.63, the open interest changed by -19 which decreased total open position to 34
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 182.7, which was -125.35 lower than the previous day. The implied volatity was 13.61, the open interest changed by 2 which increased total open position to 53
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 410.5, which was -56.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 410.5, which was -56.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 410.5, which was -56.15 lower than the previous day. The implied volatity was 14.69, the open interest changed by -2 which decreased total open position to 51
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 466.65, which was -119.15 lower than the previous day. The implied volatity was 14.17, the open interest changed by 3 which increased total open position to 53
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 585.8, which was -41.2 lower than the previous day. The implied volatity was 16.14, the open interest changed by 0 which decreased total open position to 50
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 627, which was 80.55 higher than the previous day. The implied volatity was 14.82, the open interest changed by -4 which decreased total open position to 50
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 546.45, which was -314.7 lower than the previous day. The implied volatity was 14.99, the open interest changed by -3 which decreased total open position to 54
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 885.1, which was -326.9 lower than the previous day. The implied volatity was 14.98, the open interest changed by 20 which increased total open position to 57
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1212, which was -292.3 lower than the previous day. The implied volatity was 13.19, the open interest changed by 27 which increased total open position to 37
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1490, which was 250.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1490, which was 250.3 higher than the previous day. The implied volatity was 11.05, the open interest changed by 10 which increased total open position to 10
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 3359.1, 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 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 3359.1, 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 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 3359.1, 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 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 3359.1, 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 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 3359.1, 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 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 3359.1, 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 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 3359.1, 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 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 3359.1, 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 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 3359.1, 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 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 3359.1, 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 3359.1, 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 3359.1, 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 3359.1, 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 3359.1, 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 10 Apr SENSEX50 was trading at 77550.25. 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 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
| SENSEX50 25-Jun-2026 (7d) 76300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 35.63
Theta: -28.94
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 77083.84 | 250 | -20.8 (-7.68%) | 14.08 | 437 | 14.133 | 122.133 |
| 17 Jun | 77155.62 | 263.85 | -148.65 (-36.04%) | 14.4 | 1,313 | 41.867 | 108 |
| 16 Jun | 76808.48 | 395.15 | -289.75 (-42.31%) | 14.37 | 776 | 0.8 | 66.133 |
| 15 Jun | 76264.33 | 683.85 | -447.2 (-39.54%) | 15.04 | 862 | 47.467 | 65.333 |
| 12 Jun | 75527.95 | 1131.05 | -1310.65 (-53.68%) | 15.03 | 56 | 13.333 | 17.867 |
| 11 Jun | 73832.55 | 2187.4 | -289.75 (-11.70%) | - | 0 | 0 | 4.533 |
| 10 Jun | 73983.18 | 2187.4 | -289.75 (-11.70%) | - | 0 | 0 | 4.533 |
| 9 Jun | 73918.76 | 2187.4 | -289.75 (-11.70%) | - | 0 | 0 | 4.533 |
| 8 Jun | 73524.26 | 2187.4 | -289.75 (-11.70%) | - | 0 | 0 | 4.533 |
| 5 Jun | 74243.34 | 2187.4 | -289.75 (-11.70%) | - | 0 | 0 | 4.533 |
| 4 Jun | 74360.01 | 2187.4 | -289.75 (-11.70%) | 19.06 | 2 | 0.267 | 4.533 |
| 3 Jun | 74346.17 | 1556.7 | 386.7 (33.05%) | - | 0 | 0 | 4.267 |
| 2 Jun | 74649.84 | 1556.7 | 386.7 (33.05%) | - | 0 | 0 | 4.267 |
| 1 Jun | 74267.34 | 1556.7 | 386.7 (33.05%) | - | 0 | 0 | 4.267 |
| 29 May | 74775.74 | 1556.7 | 386.7 (33.05%) | 12.29 | 27 | 3.467 | 4.267 |
| 27 May | 75867.80 | 1170 | -0.7 (-0.06%) | 14.72 | 1 | 0.267 | 0.8 |
| 26 May | 76009.70 | 1170.7 | -78.9 (-6.31%) | 15.35 | 6 | 0.533 | 0.533 |
| 25 May | 76488.96 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 May | 75415.35 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 May | 75183.36 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 May | 75318.39 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 19 May | 75200.85 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 May | 75315.04 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 May | 75237.99 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 14 May | 75398.72 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 May | 74608.98 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 May | 74559.24 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 May | 76015.28 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1274.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 76300 expiring on 25JUN2026
Delta for 76300 PE is -0.27
Historical price for 76300 PE is as follows
On 18 Jun SENSEX50 was trading at 77083.84. The strike last trading price was 250, which was -20.8 lower than the previous day. The implied volatity was 14.08, the open interest changed by 53 which increased total open position to 458
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 263.85, which was -148.65 lower than the previous day. The implied volatity was 14.4, the open interest changed by 157 which increased total open position to 405
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 395.15, which was -289.75 lower than the previous day. The implied volatity was 14.37, the open interest changed by 3 which increased total open position to 248
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 683.85, which was -447.2 lower than the previous day. The implied volatity was 15.04, the open interest changed by 178 which increased total open position to 245
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 1131.05, which was -1310.65 lower than the previous day. The implied volatity was 15.03, the open interest changed by 50 which increased total open position to 67
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 2187.4, which was -289.75 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1 which increased total open position to 17
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1556.7, which was 386.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 1556.7, which was 386.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 1556.7, which was 386.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1556.7, which was 386.7 higher than the previous day. The implied volatity was 12.29, the open interest changed by 13 which increased total open position to 16
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1170, which was -0.7 lower than the previous day. The implied volatity was 14.72, the open interest changed by 1 which increased total open position to 3
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1170.7, which was -78.9 lower than the previous day. The implied volatity was 15.35, the open interest changed by 2 which increased total open position to 2
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1274.2, 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 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1274.2, 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 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1274.2, 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 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1274.2, 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 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1274.2, 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 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1274.2, 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 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1274.2, 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 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1274.2, 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 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1274.2, 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 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1274.2, 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 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1274.2, 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 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1274.2, 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 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 1274.2, 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 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 1274.2, 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 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1274.2, 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 10 Apr SENSEX50 was trading at 77550.25. 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 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
