Historical option data for SENSEX50
29 May 2026 04:09 PM IST
| SENSEX50 25-Jun-2026 (26d) 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 66.97
Theta: -23.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 74775.74 | 473.75 | -207.85 (-30.49%) | 14.61 | 351 | 14.133 | 48.267 | |||||||||
| 27 May | 75867.80 | 695 | -55.2 (-7.36%) | 13.19 | 150 | -4.533 | 34.133 | |||||||||
| 26 May | 76009.70 | 758.05 | -232.8 (-23.49%) | 12.99 | 177 | -12.533 | 38.667 | |||||||||
| 25 May | 76488.96 | 1080.15 | 345.55 (47.04%) | 13.7 | 276 | 26.4 | 51.2 | |||||||||
| 22 May | 75415.35 | 719.3 | 19.3 (2.76%) | 13.91 | 31 | 3.467 | 24.8 | |||||||||
| 21 May | 75183.36 | 700 | -135.85 (-16.25%) | 14.32 | 32 | -3.2 | 21.333 | |||||||||
| 20 May | 75318.39 | 838.05 | 23.4 (2.87%) | 15.1 | 33 | 3.733 | 24.533 | |||||||||
| 19 May | 75200.85 | 795.05 | -149.75 (-15.85%) | 14.8 | 41 | 1.867 | 20.8 | |||||||||
| 18 May | 75315.04 | 932.55 | -130.85 (-12.30%) | 15.52 | 44 | 0.267 | 18.933 | |||||||||
| 15 May | 75237.99 | 1063.4 | 0 (0.00%) | 16.23 | 1 | -0.267 | 18.667 | |||||||||
| 14 May | 75398.72 | 1612.6 | -379.6 (-19.05%) | - | 0 | 0 | 18.933 | |||||||||
| 13 May | 74608.98 | 1612.6 | -379.6 (-19.05%) | - | 0 | 0 | 18.933 | |||||||||
| 12 May | 74559.24 | 1612.6 | -379.6 (-19.05%) | - | 0 | 0 | 18.933 | |||||||||
| 11 May | 76015.28 | 1612.6 | -379.6 (-19.05%) | 17.39 | 24 | 0 | 18.933 | |||||||||
| 8 May | 77328.19 | 2009.4 | -616.45 (-23.48%) | 13.87 | 135 | 2.133 | 18.933 | |||||||||
| 7 May | 77844.52 | 2625.85 | 208.9 (8.64%) | 16.46 | 3 | 0.8 | 16.8 | |||||||||
| 6 May | 77958.52 | 2416.95 | 336 (16.15%) | 13.26 | 38 | 10.133 | 16 | |||||||||
| 5 May | 77017.79 | 2080.95 | -663.35 (-24.17%) | 15.46 | 22 | 5.867 | 5.867 | |||||||||
| 4 May | 77269.40 | 2652.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 76913.50 | 2652.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | - | - | - | 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 | |||||||||
| 8 Apr | 77562.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 77500 expiring on 25JUN2026
Delta for 77500 CE is 0.27
Historical price for 77500 CE is as follows
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 473.75, which was -207.85 lower than the previous day. The implied volatity was 14.61, the open interest changed by 53 which increased total open position to 181
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 695, which was -55.2 lower than the previous day. The implied volatity was 13.19, the open interest changed by -17 which decreased total open position to 128
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 758.05, which was -232.8 lower than the previous day. The implied volatity was 12.99, the open interest changed by -47 which decreased total open position to 145
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1080.15, which was 345.55 higher than the previous day. The implied volatity was 13.7, the open interest changed by 99 which increased total open position to 192
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 719.3, which was 19.3 higher than the previous day. The implied volatity was 13.91, the open interest changed by 13 which increased total open position to 93
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 700, which was -135.85 lower than the previous day. The implied volatity was 14.32, the open interest changed by -12 which decreased total open position to 80
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 838.05, which was 23.4 higher than the previous day. The implied volatity was 15.1, the open interest changed by 14 which increased total open position to 92
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 795.05, which was -149.75 lower than the previous day. The implied volatity was 14.8, the open interest changed by 7 which increased total open position to 78
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 932.55, which was -130.85 lower than the previous day. The implied volatity was 15.52, the open interest changed by 1 which increased total open position to 71
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1063.4, which was 0 lower than the previous day. The implied volatity was 16.23, the open interest changed by -1 which decreased total open position to 70
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1612.6, which was -379.6 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 71
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 2009.4, which was -616.45 lower than the previous day. The implied volatity was 13.87, the open interest changed by 8 which increased total open position to 71
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 2625.85, which was 208.9 higher than the previous day. The implied volatity was 16.46, the open interest changed by 3 which increased total open position to 63
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 2416.95, which was 336 higher than the previous day. The implied volatity was 13.26, the open interest changed by 38 which increased total open position to 60
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 2080.95, which was -663.35 lower than the previous day. The implied volatity was 15.46, the open interest changed by 22 which increased total open position to 22
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 2652.6, 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 2652.6, 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 -, 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 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 8 Apr SENSEX50 was trading at 77562.90. 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 (26d) 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 66.84
Theta: -2.25
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 74775.74 | 2412.3 | 755.5 (45.60%) | 14.54 | 139 | -6.667 | 76.8 |
| 27 May | 75867.80 | 1690 | -210 (-11.05%) | 12.89 | 173 | 36.8 | 83.467 |
| 26 May | 76009.70 | 1900 | 259.35 (15.81%) | 16.38 | 154 | 34.133 | 46.667 |
| 25 May | 76488.96 | 1640.1 | -866.55 (-34.57%) | 16.69 | 87 | -12.8 | 12.533 |
| 22 May | 75415.35 | 2506.65 | -59.25 (-2.31%) | 18.77 | 9 | -0.8 | 25.333 |
| 21 May | 75183.36 | 2616.75 | -615.75 (-19.05%) | - | 0 | 0 | 26.133 |
| 20 May | 75318.39 | 2616.75 | -615.75 (-19.05%) | - | 0 | 0 | 26.133 |
| 19 May | 75200.85 | 2616.75 | -615.75 (-19.05%) | 18.19 | 20 | -0.8 | 26.133 |
| 18 May | 75315.04 | 1968.7 | 401.55 (25.62%) | - | 0 | 0 | 26.933 |
| 15 May | 75237.99 | 1968.7 | 401.55 (25.62%) | - | 0 | 0 | 26.933 |
| 14 May | 75398.72 | 1968.7 | 401.55 (25.62%) | - | 0 | 0 | 26.933 |
| 13 May | 74608.98 | 1968.7 | 401.55 (25.62%) | - | 0 | 0 | 26.933 |
| 12 May | 74559.24 | 1968.7 | 401.55 (25.62%) | - | 0 | 0 | 26.933 |
| 11 May | 76015.28 | 1968.7 | 401.55 (25.62%) | 15.9 | 8 | 1.6 | 26.933 |
| 8 May | 77328.19 | 1558.3 | 208.3 (15.43%) | 17.59 | 121 | 18.667 | 25.333 |
| 7 May | 77844.52 | 1350 | -442.15 (-24.67%) | 17.41 | 1 | 0 | 6.667 |
| 6 May | 77958.52 | 1792.15 | 56.2 (3.24%) | 21.88 | 20 | 5.333 | 6.667 |
| 5 May | 77017.79 | 1731.15 | -638.85 (-26.96%) | 17.61 | 5 | 1.333 | 1.333 |
| 4 May | 77269.40 | 1756.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 30 Apr | 76913.50 | 1756.35 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | - | - | - | 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 |
| 8 Apr | 77562.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 77500 expiring on 25JUN2026
Delta for 77500 PE is -0.73
Historical price for 77500 PE is as follows
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 2412.3, which was 755.5 higher than the previous day. The implied volatity was 14.54, the open interest changed by -25 which decreased total open position to 288
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1690, which was -210 lower than the previous day. The implied volatity was 12.89, the open interest changed by 138 which increased total open position to 313
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1900, which was 259.35 higher than the previous day. The implied volatity was 16.38, the open interest changed by 128 which increased total open position to 175
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1640.1, which was -866.55 lower than the previous day. The implied volatity was 16.69, the open interest changed by -48 which decreased total open position to 47
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 2506.65, which was -59.25 lower than the previous day. The implied volatity was 18.77, the open interest changed by -3 which decreased total open position to 95
On 21 May SENSEX50 was trading at 75183.36. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 20 May SENSEX50 was trading at 75318.39. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 98
On 19 May SENSEX50 was trading at 75200.85. The strike last trading price was 2616.75, which was -615.75 lower than the previous day. The implied volatity was 18.19, the open interest changed by -3 which decreased total open position to 98
On 18 May SENSEX50 was trading at 75315.04. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 15 May SENSEX50 was trading at 75237.99. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 14 May SENSEX50 was trading at 75398.72. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 13 May SENSEX50 was trading at 74608.98. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1968.7, which was 401.55 higher than the previous day. The implied volatity was 15.9, the open interest changed by 6 which increased total open position to 101
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1558.3, which was 208.3 higher than the previous day. The implied volatity was 17.59, the open interest changed by 70 which increased total open position to 95
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 1350, which was -442.15 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 25
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 1792.15, which was 56.2 higher than the previous day. The implied volatity was 21.88, the open interest changed by 20 which increased total open position to 25
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1731.15, which was -638.85 lower than the previous day. The implied volatity was 17.61, the open interest changed by 5 which increased total open position to 5
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1756.35, 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 1756.35, 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 -, 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 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 8 Apr SENSEX50 was trading at 77562.90. 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
