Historical option data for SENSEX50
01 Jun 2026 04:09 PM IST
| SENSEX50 25-Jun-2026 (23d) 76500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 64.42
Theta: -25.95
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 74267.34 | 497.1 | -308.65 (-38.31%) | 15.14 | 214 | 2.4 | 336 | |||||||||
| 29 May | 74775.74 | 799.1 | -324.15 (-28.86%) | 15.87 | 2,291 | 258.4 | 333.6 | |||||||||
| 27 May | 75867.80 | 1132 | -77.4 (-6.40%) | 13.43 | 297 | 17.867 | 75.2 | |||||||||
| 26 May | 76009.70 | 1220.85 | -311 (-20.30%) | 13.26 | 268 | 27.2 | 57.333 | |||||||||
| 25 May | 76488.96 | 1586 | 440.3 (38.43%) | 13.61 | 202 | 12.533 | 30.133 | |||||||||
| 22 May | 75415.35 | 1163.9 | 65.9 (6.00%) | 14.59 | 54 | 7.733 | 17.6 | |||||||||
| 21 May | 75183.36 | 1098 | -155.9 (-12.43%) | 14.71 | 37 | -2.4 | 9.867 | |||||||||
| 20 May | 75318.39 | 1219.85 | 15.35 (1.27%) | 15.06 | 82 | 1.067 | 12.267 | |||||||||
| 19 May | 75200.85 | 1181.55 | -168.45 (-12.48%) | 14.92 | 58 | -2.933 | 11.2 | |||||||||
| 18 May | 75315.04 | 1350 | 46.4 (3.56%) | 15.74 | 59 | -0.267 | 14.133 | |||||||||
| 15 May | 75237.99 | 1332.05 | -179.7 (-11.89%) | 14.88 | 42 | 0.533 | 14.4 | |||||||||
| 14 May | 75398.72 | 1511.75 | 154.05 (11.35%) | 15.88 | 23 | -0.267 | 13.867 | |||||||||
| 13 May | 74608.98 | 1357.7 | 327.25 (31.76%) | 17.37 | 7 | 0.8 | 14.133 | |||||||||
| 12 May | 74559.24 | 1030.45 | -877.85 (-46.00%) | 14.3 | 24 | 1.333 | 13.333 | |||||||||
| 11 May | 76015.28 | 1906.6 | -747.45 (-28.16%) | 15.63 | 47 | 12 | 12 | |||||||||
| 8 May | 77328.19 | 3234.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 3234.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 3234.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 3234.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 3234.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 3234.3 | 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 76500 expiring on 25JUN2026
Delta for 76500 CE is 0.28
Historical price for 76500 CE is as follows
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 497.1, which was -308.65 lower than the previous day. The implied volatity was 15.14, the open interest changed by 9 which increased total open position to 1260
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 799.1, which was -324.15 lower than the previous day. The implied volatity was 15.87, the open interest changed by 969 which increased total open position to 1251
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1132, which was -77.4 lower than the previous day. The implied volatity was 13.43, the open interest changed by 67 which increased total open position to 282
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1220.85, which was -311 lower than the previous day. The implied volatity was 13.26, the open interest changed by 102 which increased total open position to 215
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1586, which was 440.3 higher than the previous day. The implied volatity was 13.61, the open interest changed by 47 which increased total open position to 113
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1163.9, which was 65.9 higher than the previous day. The implied volatity was 14.59, the open interest changed by 29 which increased total open position to 66
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 1098, which was -155.9 lower than the previous day. The implied volatity was 14.71, the open interest changed by -9 which decreased total open position to 37
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 1219.85, which was 15.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by 4 which increased total open position to 46
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 1181.55, which was -168.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by -11 which decreased total open position to 42
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1350, which was 46.4 higher than the previous day. The implied volatity was 15.74, the open interest changed by -1 which decreased total open position to 53
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1332.05, which was -179.7 lower than the previous day. The implied volatity was 14.88, the open interest changed by 2 which increased total open position to 54
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1511.75, which was 154.05 higher than the previous day. The implied volatity was 15.88, the open interest changed by -1 which decreased total open position to 52
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1357.7, which was 327.25 higher than the previous day. The implied volatity was 17.37, the open interest changed by 3 which increased total open position to 53
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1030.45, which was -877.85 lower than the previous day. The implied volatity was 14.3, the open interest changed by 5 which increased total open position to 50
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1906.6, which was -747.45 lower than the previous day. The implied volatity was 15.63, the open interest changed by 45 which increased total open position to 45
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 3234.3, 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 3234.3, 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 3234.3, 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 3234.3, 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 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 3234.3, 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 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 3234.3, 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 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 (23d) 76500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.7
Vega: 66.23
Theta: -7.9
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 74267.34 | 2317.15 | 641.05 (38.25%) | 16.5 | 54 | -6.933 | 321.067 |
| 29 May | 74775.74 | 1732 | 529.15 (43.99%) | 12.86 | 1,879 | 254.4 | 328 |
| 27 May | 75867.80 | 1208.65 | -115.35 (-8.71%) | 14.01 | 307 | 18.933 | 73.6 |
| 26 May | 76009.70 | 1315.35 | 146.65 (12.55%) | 15.92 | 504 | 2.133 | 54.667 |
| 25 May | 76488.96 | 1079.75 | -800.25 (-42.57%) | 15.81 | 320 | 35.2 | 52.533 |
| 22 May | 75415.35 | 1880 | -220 (-10.48%) | 18.32 | 44 | 1.333 | 17.333 |
| 21 May | 75183.36 | 2100 | 88.9 (4.42%) | 19.22 | 16 | -0.8 | 16 |
| 20 May | 75318.39 | 2021.1 | -128.9 (-6.00%) | 19 | 22 | -1.333 | 16.8 |
| 19 May | 75200.85 | 2150 | 47.6 (2.26%) | 19.56 | 67 | -0.8 | 18.133 |
| 18 May | 75315.04 | 2157.75 | -45.7 (-2.07%) | 20.22 | 24 | 6.4 | 18.933 |
| 15 May | 75237.99 | 2203.45 | 148.65 (7.23%) | 20.04 | 18 | 2.133 | 12.533 |
| 14 May | 75398.72 | 2030.9 | -1204.15 (-37.22%) | 18.75 | 28 | 0 | 10.4 |
| 13 May | 74608.98 | 2469.95 | 731.6 (42.09%) | - | 0 | 0 | 10.4 |
| 12 May | 74559.24 | 2469.95 | 731.6 (42.09%) | 18.42 | 31 | -4.533 | 10.4 |
| 11 May | 76015.28 | 1750.65 | 476.1 (37.35%) | 18.62 | 86 | 14.933 | 14.933 |
| 8 May | 77328.19 | 1347.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 1347.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 1347.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 1347.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 1347.5 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1347.5 | 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 76500 expiring on 25JUN2026
Delta for 76500 PE is -0.7
Historical price for 76500 PE is as follows
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 2317.15, which was 641.05 higher than the previous day. The implied volatity was 16.5, the open interest changed by -26 which decreased total open position to 1204
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1732, which was 529.15 higher than the previous day. The implied volatity was 12.86, the open interest changed by 954 which increased total open position to 1230
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1208.65, which was -115.35 lower than the previous day. The implied volatity was 14.01, the open interest changed by 71 which increased total open position to 276
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1315.35, which was 146.65 higher than the previous day. The implied volatity was 15.92, the open interest changed by 8 which increased total open position to 205
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1079.75, which was -800.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by 132 which increased total open position to 197
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 1880, which was -220 lower than the previous day. The implied volatity was 18.32, the open interest changed by 5 which increased total open position to 65
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 2100, which was 88.9 higher than the previous day. The implied volatity was 19.22, the open interest changed by -3 which decreased total open position to 60
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 2021.1, which was -128.9 lower than the previous day. The implied volatity was 19, the open interest changed by -5 which decreased total open position to 63
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 2150, which was 47.6 higher than the previous day. The implied volatity was 19.56, the open interest changed by -3 which decreased total open position to 68
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 2157.75, which was -45.7 lower than the previous day. The implied volatity was 20.22, the open interest changed by 24 which increased total open position to 71
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 2203.45, which was 148.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 8 which increased total open position to 47
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 2030.9, which was -1204.15 lower than the previous day. The implied volatity was 18.75, the open interest changed by 0 which decreased total open position to 39
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 2469.95, which was 731.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 2469.95, which was 731.6 higher than the previous day. The implied volatity was 18.42, the open interest changed by -17 which decreased total open position to 39
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1750.65, which was 476.1 higher than the previous day. The implied volatity was 18.62, the open interest changed by 56 which increased total open position to 56
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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 1347.5, 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
