SENSEX50
Sensex 50
Historical option data for SENSEX50
13 May 2026 04:09 PM IST
| SENSEX50 27-May-2026 (13d) 77000 CE | ||||||||||||||||
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Delta: 0.23
Vega: 43.95
Theta: -32.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 May | 74608.98 | 335 | -36.2 (-9.75%) | 17.85 | 2,101 | 52.8 | 1,267.467 | |||||||||
| 12 May | 74559.24 | 396.95 | -452.6 (-53.28%) | 19.03 | 1,879 | 65.6 | 1,214.667 | |||||||||
| 11 May | 76015.28 | 812.7 | -659.75 (-44.81%) | 17.22 | 2,592 | 268.267 | 1,149.067 | |||||||||
| 8 May | 77328.19 | 1474.7 | -392.45 (-21.02%) | 15.15 | 2,269 | 176.533 | 880.8 | |||||||||
| 7 May | 77844.52 | 1896.9 | -231.85 (-10.89%) | 16.03 | 694 | -47.733 | 704.267 | |||||||||
| 6 May | 77958.52 | 2133.25 | 599.1 (39.05%) | 17.34 | 1,909 | 44.267 | 752 | |||||||||
| 5 May | 77017.79 | 1565 | -283.2 (-15.32%) | 17.43 | 3,379 | 420.267 | 707.733 | |||||||||
| 4 May | 77269.40 | 1851.1 | 68.65 (3.85%) | 18.75 | 944 | 63.733 | 287.467 | |||||||||
| 30 Apr | 76913.50 | 1849.75 | -116.8 (-5.94%) | - | 1,176 | 140 | 223.733 | |||||||||
| 29 Apr | 77496.36 | 1916.8 | 270.3 (16.42%) | - | 376 | -34.933 | 83.733 | |||||||||
| 28 Apr | 76886.91 | 1665.8 | -391.1 (-19.01%) | - | 671 | 58.133 | 118.667 | |||||||||
| 27 Apr | 77303.63 | 2047.2 | 241.3 (13.36%) | - | 93 | -5.6 | 60.533 | |||||||||
| 24 Apr | 76664.21 | 1856 | -446.5 (-19.39%) | - | 291 | 61.867 | 66.133 | |||||||||
| 23 Apr | 77664.00 | 2406.75 | -709.9 (-22.78%) | - | 96 | 2.933 | 4.267 | |||||||||
| 22 Apr | 78516.49 | 2685.05 | -298.3 (-10.00%) | - | 0 | 0 | 1.333 | |||||||||
| 21 Apr | 79273.33 | 2685.05 | -298.3 (-10.00%) | - | 0 | 0 | 1.333 | |||||||||
| 20 Apr | 78520.30 | 2685.05 | -298.3 (-10.00%) | - | 1 | 0 | 1.333 | |||||||||
| 17 Apr | 78493.54 | 3000 | -86.85 (-2.81%) | - | 0 | 0 | 1.333 | |||||||||
| 16 Apr | 77988.68 | 3000 | -86.85 (-2.81%) | 18.8 | 1 | -0.267 | 1.333 | |||||||||
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| 15 Apr | 78111.24 | 2194.95 | -491.2 (-18.29%) | - | 0 | 0 | 1.6 | |||||||||
| 13 Apr | 76847.57 | 2194.95 | -491.2 (-18.29%) | - | 18 | -4.267 | 1.6 | |||||||||
| 10 Apr | 77550.25 | 2179.7 | -1122.7 (-34.00%) | - | 0 | 0 | 5.867 | |||||||||
| 9 Apr | 76631.65 | 2179.7 | -1122.7 (-34.00%) | - | 69 | 5.867 | 5.867 | |||||||||
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 77000 expiring on 27MAY2026
Delta for 77000 CE is 0.23
Historical price for 77000 CE is as follows
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 335, which was -36.2 lower than the previous day. The implied volatity was 17.85, the open interest changed by 198 which increased total open position to 4753
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 396.95, which was -452.6 lower than the previous day. The implied volatity was 19.03, the open interest changed by 246 which increased total open position to 4555
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 812.7, which was -659.75 lower than the previous day. The implied volatity was 17.22, the open interest changed by 1006 which increased total open position to 4309
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1474.7, which was -392.45 lower than the previous day. The implied volatity was 15.15, the open interest changed by 662 which increased total open position to 3303
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 1896.9, which was -231.85 lower than the previous day. The implied volatity was 16.03, the open interest changed by -179 which decreased total open position to 2641
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 2133.25, which was 599.1 higher than the previous day. The implied volatity was 17.34, the open interest changed by 166 which increased total open position to 2820
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1565, which was -283.2 lower than the previous day. The implied volatity was 17.43, the open interest changed by 1576 which increased total open position to 2654
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1851.1, which was 68.65 higher than the previous day. The implied volatity was 18.75, the open interest changed by 239 which increased total open position to 1078
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1849.75, which was -116.8 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 839
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1916.8, which was 270.3 higher than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 314
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1665.8, which was -391.1 lower than the previous day. The implied volatity was -, the open interest changed by 218 which increased total open position to 445
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 2047.2, which was 241.3 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 227
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1856, which was -446.5 lower than the previous day. The implied volatity was -, the open interest changed by 232 which increased total open position to 248
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 2406.75, which was -709.9 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 16
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 2685.05, which was -298.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 2685.05, which was -298.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 2685.05, which was -298.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 3000, which was -86.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 3000, which was -86.85 lower than the previous day. The implied volatity was 18.8, the open interest changed by -1 which decreased total open position to 5
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 2194.95, which was -491.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 2194.95, which was -491.2 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 6
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 2179.7, which was -1122.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 2179.7, which was -1122.7 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
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 13 Mar SENSEX50 was trading at 74563.92. 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 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
On 11 Mar SENSEX50 was trading at 76863.71. 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 Mar SENSEX50 was trading at 78205.98. 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 Mar SENSEX50 was trading at 77566.16. 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 (13d) 77000 PE | |||||||
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Delta: -0.8
Vega: 41.17
Theta: -6.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 May | 74608.98 | 2300 | -240.1 (-9.45%) | 16.15 | 129 | -2.933 | 1,098.933 |
| 12 May | 74559.24 | 2384.85 | 887.7 (59.29%) | 15.95 | 322 | -0.8 | 1,101.867 |
| 11 May | 76015.28 | 1514.8 | 649.5 (75.06%) | 18.42 | 1,968 | 201.333 | 1,102.667 |
| 8 May | 77328.19 | 868.05 | 180.35 (26.23%) | 17.18 | 3,035 | 245.867 | 901.333 |
| 7 May | 77844.52 | 672.6 | 49.95 (8.02%) | 16.66 | 1,635 | -45.333 | 655.467 |
| 6 May | 77958.52 | 604.5 | -458.2 (-43.12%) | 16.1 | 1,944 | 52 | 700.8 |
| 5 May | 77017.79 | 1032.55 | 17.3 (1.70%) | 16.73 | 3,212 | 356 | 648.8 |
| 4 May | 77269.40 | 1021.6 | -181.5 (-15.09%) | 17.73 | 1,594 | -1.333 | 292.8 |
| 30 Apr | 76913.50 | 1154.15 | 139.85 (13.79%) | - | 1,339 | 162.133 | 294.133 |
| 29 Apr | 77496.36 | 1002.15 | -339 (-25.28%) | - | 453 | 34.133 | 132 |
| 28 Apr | 76886.91 | 1330.85 | 74.1 (5.90%) | - | 522 | 54.667 | 97.867 |
| 27 Apr | 77303.63 | 1220 | -392.9 (-24.36%) | - | 86 | 4 | 43.2 |
| 24 Apr | 76664.21 | 1616.5 | 380.85 (30.82%) | - | 183 | 17.867 | 39.2 |
| 23 Apr | 77664.00 | 1240.35 | 280.35 (29.20%) | - | 45 | 8 | 21.333 |
| 22 Apr | 78516.49 | 960 | 195.3 (25.54%) | - | 37 | 0.267 | 13.333 |
| 21 Apr | 79273.33 | 753.7 | -243.8 (-24.44%) | - | 58 | 6.933 | 13.067 |
| 20 Apr | 78520.30 | 997.5 | 0 (0.00%) | - | 1 | 0.267 | 6.133 |
| 17 Apr | 78493.54 | 997.5 | -25.55 (-2.50%) | - | 1 | 0 | 5.867 |
| 16 Apr | 77988.68 | 1855.5 | 263 (16.51%) | - | 0 | 0 | 5.867 |
| 15 Apr | 78111.24 | 1855.5 | 263 (16.51%) | - | 0 | 0 | 5.867 |
| 13 Apr | 76847.57 | 1855.5 | 263 (16.51%) | - | 30 | 3.733 | 5.867 |
| 10 Apr | 77550.25 | 1962.65 | -210.45 (-9.68%) | - | 0 | 0 | 2.133 |
| 9 Apr | 76631.65 | 1962.65 | -210.45 (-9.68%) | 20.54 | 26 | 2.133 | 2.133 |
| 19 Mar | 74207.24 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 76704.13 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Mar | 74563.92 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 76034.42 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 77000 expiring on 27MAY2026
Delta for 77000 PE is -0.8
Historical price for 77000 PE is as follows
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 2300, which was -240.1 lower than the previous day. The implied volatity was 16.15, the open interest changed by -11 which decreased total open position to 4121
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 2384.85, which was 887.7 higher than the previous day. The implied volatity was 15.95, the open interest changed by -3 which decreased total open position to 4132
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1514.8, which was 649.5 higher than the previous day. The implied volatity was 18.42, the open interest changed by 755 which increased total open position to 4135
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 868.05, which was 180.35 higher than the previous day. The implied volatity was 17.18, the open interest changed by 922 which increased total open position to 3380
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 672.6, which was 49.95 higher than the previous day. The implied volatity was 16.66, the open interest changed by -170 which decreased total open position to 2458
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 604.5, which was -458.2 lower than the previous day. The implied volatity was 16.1, the open interest changed by 195 which increased total open position to 2628
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1032.55, which was 17.3 higher than the previous day. The implied volatity was 16.73, the open interest changed by 1335 which increased total open position to 2433
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1021.6, which was -181.5 lower than the previous day. The implied volatity was 17.73, the open interest changed by -5 which decreased total open position to 1098
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1154.15, which was 139.85 higher than the previous day. The implied volatity was -, the open interest changed by 608 which increased total open position to 1103
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1002.15, which was -339 lower than the previous day. The implied volatity was -, the open interest changed by 128 which increased total open position to 495
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1330.85, which was 74.1 higher than the previous day. The implied volatity was -, the open interest changed by 205 which increased total open position to 367
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1220, which was -392.9 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 162
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1616.5, which was 380.85 higher than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 147
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 1240.35, which was 280.35 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 80
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 960, which was 195.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 50
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 753.7, which was -243.8 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 49
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 997.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 23
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 997.5, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1855.5, which was 263 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1855.5, which was 263 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1855.5, which was 263 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 22
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 1962.65, which was -210.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 1962.65, which was -210.45 lower than the previous day. The implied volatity was 20.54, the open interest changed by 8 which increased total open position to 8
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 13 Mar SENSEX50 was trading at 74563.92. 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 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
On 11 Mar SENSEX50 was trading at 76863.71. 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 Mar SENSEX50 was trading at 78205.98. 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 Mar SENSEX50 was trading at 77566.16. 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
