Historical option data for SENSEX50
29 Jun 2026 10:47 AM IST
| SENSEX50 30-Jul-2026 (29d) 77000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.63
Vega: 84.93
Theta: -28.63
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 77183.72 | 1501.1 | -12.2 (-0.81%) | 11.5 | 193 | 2.933 | 280.533 | |||||||||
| 25 Jun | 77100.47 | 1520 | -56 (-3.55%) | 11.28 | 1,707 | 178.133 | 277.6 | |||||||||
| 24 Jun | 76991.22 | 1609.95 | 404.85 (33.59%) | 12.5 | 447 | 1.333 | 99.467 | |||||||||
| 23 Jun | 76120.50 | 1200 | -405.9 (-25.28%) | 12.92 | 343 | 15.467 | 98.4 | |||||||||
| 22 Jun | 77094.07 | 1607.3 | 95.7 (6.33%) | 11.54 | 224 | 12 | 82.933 | |||||||||
| 19 Jun | 76802.90 | 1519.25 | -293.7 (-16.20%) | 10.88 | 507 | 17.6 | 70.933 | |||||||||
| 18 Jun | 77409.98 | 1825.15 | 155.9 (9.34%) | 10.17 | 255 | 14.933 | 53.333 | |||||||||
| 17 Jun | 77155.62 | 1665 | 170.15 (11.38%) | 10.04 | 167 | 9.867 | 38.4 | |||||||||
| 16 Jun | 76808.48 | 1525 | 181.8 (13.53%) | 10.6 | 163 | 4.8 | 28.533 | |||||||||
| 15 Jun | 76264.33 | 1337.1 | 246.5 (22.60%) | 11.65 | 682 | -1.333 | 23.733 | |||||||||
| 12 Jun | 75527.95 | 1137.1 | 569.35 (100.28%) | 12.39 | 116 | 12.8 | 25.067 | |||||||||
| 11 Jun | 73832.55 | 615.1 | -183.9 (-23.02%) | 13.15 | 24 | 2.933 | 12.267 | |||||||||
| 10 Jun | 73983.18 | 799 | 125.05 (18.55%) | 14.4 | 5 | -0.267 | 9.333 | |||||||||
| 9 Jun | 73918.76 | 673.95 | -36.05 (-5.08%) | 13.12 | 2 | 0.267 | 9.6 | |||||||||
| 8 Jun | 73524.26 | 710 | -120.95 (-14.56%) | 14.66 | 9 | -1.067 | 9.333 | |||||||||
| 5 Jun | 74243.34 | 830.95 | -19.05 (-2.24%) | 12.9 | 10 | -1.867 | 10.4 | |||||||||
| 4 Jun | 74360.01 | 850 | -151 (-15.08%) | 12.2 | 3 | 0 | 12.267 | |||||||||
| 3 Jun | 74346.17 | 1001 | 1.05 (0.11%) | 13.76 | 15 | -0.267 | 12.267 | |||||||||
| 2 Jun | 74649.84 | 999.95 | 49.95 (5.26%) | 12.54 | 13 | -0.8 | 12.533 | |||||||||
| 1 Jun | 74267.34 | 950 | -378.05 (-28.47%) | 13.16 | 4 | -0.267 | 13.333 | |||||||||
| 29 May | 74775.74 | 1316.65 | -302.05 (-18.66%) | 14.08 | 217 | -45.6 | 13.6 | |||||||||
| 27 May | 75867.80 | 1645 | -55 (-3.24%) | 12.17 | 177 | 44.8 | 59.2 | |||||||||
| 26 May | 76009.70 | 1700 | -629.55 (-27.02%) | 11.82 | 54 | 14.4 | 14.4 | |||||||||
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 11 May | 76015.28 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 May | 77328.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 May | 77958.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 May | 77017.79 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 77000 expiring on 30JUL2026
Delta for 77000 CE is 0.63
Historical price for 77000 CE is as follows
On 29 Jun SENSEX50 was trading at 77183.72. The strike last trading price was 1501.1, which was -12.2 lower than the previous day. The implied volatity was 11.5, the open interest changed by 11 which increased total open position to 1052
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 1520, which was -56 lower than the previous day. The implied volatity was 11.28, the open interest changed by 668 which increased total open position to 1041
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 1609.95, which was 404.85 higher than the previous day. The implied volatity was 12.5, the open interest changed by 5 which increased total open position to 373
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 1200, which was -405.9 lower than the previous day. The implied volatity was 12.92, the open interest changed by 58 which increased total open position to 369
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 1607.3, which was 95.7 higher than the previous day. The implied volatity was 11.54, the open interest changed by 45 which increased total open position to 311
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1519.25, which was -293.7 lower than the previous day. The implied volatity was 10.88, the open interest changed by 66 which increased total open position to 266
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 1825.15, which was 155.9 higher than the previous day. The implied volatity was 10.17, the open interest changed by 56 which increased total open position to 200
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1665, which was 170.15 higher than the previous day. The implied volatity was 10.04, the open interest changed by 37 which increased total open position to 144
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1525, which was 181.8 higher than the previous day. The implied volatity was 10.6, the open interest changed by 18 which increased total open position to 107
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1337.1, which was 246.5 higher than the previous day. The implied volatity was 11.65, the open interest changed by -5 which decreased total open position to 89
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 1137.1, which was 569.35 higher than the previous day. The implied volatity was 12.39, the open interest changed by 48 which increased total open position to 94
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 615.1, which was -183.9 lower than the previous day. The implied volatity was 13.15, the open interest changed by 11 which increased total open position to 46
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 799, which was 125.05 higher than the previous day. The implied volatity was 14.4, the open interest changed by -1 which decreased total open position to 35
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 673.95, which was -36.05 lower than the previous day. The implied volatity was 13.12, the open interest changed by 1 which increased total open position to 36
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 710, which was -120.95 lower than the previous day. The implied volatity was 14.66, the open interest changed by -4 which decreased total open position to 35
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 830.95, which was -19.05 lower than the previous day. The implied volatity was 12.9, the open interest changed by -7 which decreased total open position to 39
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 850, which was -151 lower than the previous day. The implied volatity was 12.2, the open interest changed by 0 which decreased total open position to 46
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 1001, which was 1.05 higher than the previous day. The implied volatity was 13.76, the open interest changed by -1 which decreased total open position to 46
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 999.95, which was 49.95 higher than the previous day. The implied volatity was 12.54, the open interest changed by -3 which decreased total open position to 47
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 950, which was -378.05 lower than the previous day. The implied volatity was 13.16, the open interest changed by -1 which decreased total open position to 50
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 1316.65, which was -302.05 lower than the previous day. The implied volatity was 14.08, the open interest changed by -171 which decreased total open position to 51
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1645, which was -55 lower than the previous day. The implied volatity was 12.17, the open interest changed by 168 which increased total open position to 222
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1700, which was -629.55 lower than the previous day. The implied volatity was 11.82, the open interest changed by 54 which increased total open position to 54
On 25 May SENSEX50 was trading at 76488.96. 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 22 May SENSEX50 was trading at 75415.35. 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 May SENSEX50 was trading at 76015.28. 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 8 May SENSEX50 was trading at 77328.19. 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 6 May SENSEX50 was trading at 77958.52. 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 5 May SENSEX50 was trading at 77017.79. 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 4 May SENSEX50 was trading at 77269.40. 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 30-Jul-2026 (29d) 77000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 86.56
Theta: -11.55
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 77183.72 | 917.05 | -8.85 (-0.96%) | 14.45 | 547 | 27.733 | 283.2 |
| 25 Jun | 77100.47 | 915 | -64.25 (-6.56%) | 13.49 | 1,852 | 166.4 | 255.467 |
| 24 Jun | 76991.22 | 989.1 | -373.7 (-27.42%) | 13.85 | 709 | 13.867 | 89.067 |
| 23 Jun | 76120.50 | 1399.7 | 487.5 (53.44%) | 13.92 | 524 | 12.8 | 74.667 |
| 22 Jun | 77094.07 | 924.45 | -150.5 (-14.00%) | 13.2 | 156 | 16 | 61.867 |
| 19 Jun | 76802.90 | 1045.8 | 162.65 (18.42%) | 13.52 | 464 | 19.2 | 45.867 |
| 18 Jun | 77409.98 | 860.95 | -187.5 (-17.88%) | 13.61 | 263 | 5.867 | 26.667 |
| 17 Jun | 77155.62 | 1050 | -166.35 (-13.68%) | 14.49 | 96 | 5.333 | 20.8 |
| 16 Jun | 76808.48 | 1205.45 | -294 (-19.61%) | 14.58 | 120 | -9.067 | 15.467 |
| 15 Jun | 76264.33 | 1474.85 | -491.6 (-25.00%) | 14.68 | 599 | 8 | 24.533 |
| 12 Jun | 75527.95 | 1937.85 | -1060.5 (-35.37%) | 15.46 | 79 | 12.533 | 16.533 |
| 11 Jun | 73832.55 | 2998.35 | -550.75 (-15.52%) | 15.72 | 10 | 0.267 | 4 |
| 10 Jun | 73983.18 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 9 Jun | 73918.76 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 8 Jun | 73524.26 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 5 Jun | 74243.34 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 4 Jun | 74360.01 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 3 Jun | 74346.17 | 2410.7 | -940.3 (-28.06%) | - | 0 | 0 | 3.733 |
| 2 Jun | 74649.84 | 2410.7 | -940.3 (-28.06%) | 14.93 | 4 | 0 | 3.733 |
| 1 Jun | 74267.34 | 2288.6 | 413.7 (22.07%) | - | 0 | 0 | 3.733 |
| 29 May | 74775.74 | 2288.6 | 413.7 (22.07%) | 14.45 | 60 | 1.867 | 3.733 |
| 27 May | 75867.80 | 1874.9 | -107.35 (-5.42%) | 15.62 | 56 | -12.533 | 1.867 |
| 26 May | 76009.70 | 1982.25 | -96.35 (-4.64%) | 16.94 | 50 | 13.333 | 14.4 |
| 25 May | 76488.96 | 2374.6 | -153.55 (-6.07%) | - | 0 | 0 | 1.067 |
| 22 May | 75415.35 | 2374.6 | -153.55 (-6.07%) | 17.59 | 4 | 1.067 | 1.067 |
| 11 May | 76015.28 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 May | 77328.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 May | 77958.52 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 May | 77017.79 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 77000 expiring on 30JUL2026
Delta for 77000 PE is -0.39
Historical price for 77000 PE is as follows
On 29 Jun SENSEX50 was trading at 77183.72. The strike last trading price was 917.05, which was -8.85 lower than the previous day. The implied volatity was 14.45, the open interest changed by 104 which increased total open position to 1062
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 915, which was -64.25 lower than the previous day. The implied volatity was 13.49, the open interest changed by 624 which increased total open position to 958
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 989.1, which was -373.7 lower than the previous day. The implied volatity was 13.85, the open interest changed by 52 which increased total open position to 334
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 1399.7, which was 487.5 higher than the previous day. The implied volatity was 13.92, the open interest changed by 48 which increased total open position to 280
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 924.45, which was -150.5 lower than the previous day. The implied volatity was 13.2, the open interest changed by 60 which increased total open position to 232
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1045.8, which was 162.65 higher than the previous day. The implied volatity was 13.52, the open interest changed by 72 which increased total open position to 172
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 860.95, which was -187.5 lower than the previous day. The implied volatity was 13.61, the open interest changed by 22 which increased total open position to 100
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1050, which was -166.35 lower than the previous day. The implied volatity was 14.49, the open interest changed by 20 which increased total open position to 78
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1205.45, which was -294 lower than the previous day. The implied volatity was 14.58, the open interest changed by -34 which decreased total open position to 58
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1474.85, which was -491.6 lower than the previous day. The implied volatity was 14.68, the open interest changed by 30 which increased total open position to 92
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 1937.85, which was -1060.5 lower than the previous day. The implied volatity was 15.46, the open interest changed by 47 which increased total open position to 62
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 2998.35, which was -550.75 lower than the previous day. The implied volatity was 15.72, the open interest changed by 1 which increased total open position to 15
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 2410.7, which was -940.3 lower than the previous day. The implied volatity was 14.93, the open interest changed by 0 which decreased total open position to 14
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 2288.6, which was 413.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 2288.6, which was 413.7 higher than the previous day. The implied volatity was 14.45, the open interest changed by 7 which increased total open position to 14
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1874.9, which was -107.35 lower than the previous day. The implied volatity was 15.62, the open interest changed by -47 which decreased total open position to 7
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1982.25, which was -96.35 lower than the previous day. The implied volatity was 16.94, the open interest changed by 50 which increased total open position to 54
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 2374.6, which was -153.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 2374.6, which was -153.55 lower than the previous day. The implied volatity was 17.59, the open interest changed by 4 which increased total open position to 4
On 11 May SENSEX50 was trading at 76015.28. 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 8 May SENSEX50 was trading at 77328.19. 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 6 May SENSEX50 was trading at 77958.52. 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 5 May SENSEX50 was trading at 77017.79. 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 4 May SENSEX50 was trading at 77269.40. 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
