Historical option data for SENSEX50
25 Jun 2026 04:09 PM IST
| SENSEX50 30-Jul-2026 (34d) 77500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 94.37
Theta: -26.58
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 77100.47 | 1236.9 | -31.1 (-2.45%) | 11.3 | 1,497 | 184.267 | 215.467 | |||||||||
| 24 Jun | 76991.22 | 1281.3 | 314.35 (32.51%) | 11.95 | 193 | 4.8 | 31.2 | |||||||||
| 23 Jun | 76120.50 | 975.15 | -352.15 (-26.53%) | 12.9 | 191 | 1.6 | 29.067 | |||||||||
| 22 Jun | 77094.07 | 1313.2 | 57.05 (4.54%) | 11.44 | 81 | -1.6 | 27.467 | |||||||||
| 19 Jun | 76802.90 | 1265.5 | -234.15 (-15.61%) | 11.12 | 39 | 4.267 | 29.067 | |||||||||
| 18 Jun | 77409.98 | 1550 | 166.1 (12.00%) | 10.62 | 68 | -2.933 | 24.8 | |||||||||
| 17 Jun | 77155.62 | 1380.1 | 132.35 (10.61%) | 10.21 | 105 | -3.467 | 27.733 | |||||||||
| 16 Jun | 76808.48 | 1265 | 149.1 (13.36%) | 10.76 | 42 | -1.067 | 31.2 | |||||||||
| 15 Jun | 76264.33 | 1111.7 | 269.35 (31.98%) | 11.78 | 153 | 28.533 | 32.267 | |||||||||
| 12 Jun | 75527.95 | 900 | 453.65 (101.64%) | 12.05 | 44 | -1.6 | 3.733 | |||||||||
| 11 Jun | 73832.55 | 462.95 | -58.05 (-11.14%) | 12.79 | 18 | 3.733 | 5.333 | |||||||||
| 10 Jun | 73983.18 | 521 | 0 (0.00%) | 12.85 | 1 | 0.267 | 1.6 | |||||||||
| 9 Jun | 73918.76 | 521 | -351.7 (-40.30%) | 12.85 | 1 | 0 | 1.333 | |||||||||
| 8 Jun | 73524.26 | 849.95 | -150 (-15.00%) | - | 0 | 0 | 1.333 | |||||||||
| 5 Jun | 74243.34 | 849.95 | -150 (-15.00%) | - | 0 | 0 | 1.333 | |||||||||
| 4 Jun | 74360.01 | 849.95 | -150 (-15.00%) | - | 0 | 0 | 1.333 | |||||||||
| 3 Jun | 74346.17 | 849.95 | -150 (-15.00%) | - | 0 | 0 | 1.333 | |||||||||
| 2 Jun | 74649.84 | 849.95 | -150 (-15.00%) | 12.74 | 2 | 0 | 1.333 | |||||||||
| 1 Jun | 74267.34 | 999.95 | 0 (0.00%) | 15.08 | 1 | 0 | 1.333 | |||||||||
| 29 May | 74775.74 | 999.95 | -126.3 (-11.21%) | 12.3 | 2 | 0.267 | 1.333 | |||||||||
| 27 May | 75867.80 | 1508.35 | 180.8 (13.62%) | - | 0 | 0 | 1.067 | |||||||||
| 26 May | 76009.70 | 1508.35 | 180.8 (13.62%) | - | 0 | 0 | 1.067 | |||||||||
| 25 May | 76488.96 | 1508.35 | 180.8 (13.62%) | - | 0 | 0 | 1.067 | |||||||||
| 22 May | 75415.35 | 1508.35 | 180.8 (13.62%) | 13.76 | 4 | 1.067 | 1.067 | |||||||||
| 8 May | 77328.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 May | 77844.52 | 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 77500 expiring on 30JUL2026
Delta for 77500 CE is 0.55
Historical price for 77500 CE is as follows
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 1236.9, which was -31.1 lower than the previous day. The implied volatity was 11.3, the open interest changed by 691 which increased total open position to 808
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 1281.3, which was 314.35 higher than the previous day. The implied volatity was 11.95, the open interest changed by 18 which increased total open position to 117
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 975.15, which was -352.15 lower than the previous day. The implied volatity was 12.9, the open interest changed by 6 which increased total open position to 109
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 1313.2, which was 57.05 higher than the previous day. The implied volatity was 11.44, the open interest changed by -6 which decreased total open position to 103
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1265.5, which was -234.15 lower than the previous day. The implied volatity was 11.12, the open interest changed by 16 which increased total open position to 109
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 1550, which was 166.1 higher than the previous day. The implied volatity was 10.62, the open interest changed by -11 which decreased total open position to 93
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1380.1, which was 132.35 higher than the previous day. The implied volatity was 10.21, the open interest changed by -13 which decreased total open position to 104
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1265, which was 149.1 higher than the previous day. The implied volatity was 10.76, the open interest changed by -4 which decreased total open position to 117
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1111.7, which was 269.35 higher than the previous day. The implied volatity was 11.78, the open interest changed by 107 which increased total open position to 121
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 900, which was 453.65 higher than the previous day. The implied volatity was 12.05, the open interest changed by -6 which decreased total open position to 14
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 462.95, which was -58.05 lower than the previous day. The implied volatity was 12.79, the open interest changed by 14 which increased total open position to 20
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 521, which was 0 lower than the previous day. The implied volatity was 12.85, the open interest changed by 1 which increased total open position to 6
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 521, which was -351.7 lower than the previous day. The implied volatity was 12.85, the open interest changed by 0 which decreased total open position to 5
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 849.95, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 849.95, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 849.95, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 849.95, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 849.95, which was -150 lower than the previous day. The implied volatity was 12.74, the open interest changed by 0 which decreased total open position to 5
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 999.95, which was 0 lower than the previous day. The implied volatity was 15.08, the open interest changed by 0 which decreased total open position to 5
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 999.95, which was -126.3 lower than the previous day. The implied volatity was 12.3, the open interest changed by 1 which increased total open position to 5
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1508.35, which was 180.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1508.35, which was 180.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 1508.35, which was 180.8 higher 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 1508.35, which was 180.8 higher than the previous day. The implied volatity was 13.76, the open interest changed by 4 which increased total open position to 4
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 7 May SENSEX50 was trading at 77844.52. 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 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 (34d) 77500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 94.54
Theta: -8.1
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 77100.47 | 1114.45 | -63.4 (-5.38%) | 13.3 | 1,461 | 182.4 | 213.333 |
| 24 Jun | 76991.22 | 1165 | -460.5 (-28.33%) | 13.37 | 161 | 14.667 | 30.933 |
| 23 Jun | 76120.50 | 1647.4 | 530.45 (47.49%) | 13.66 | 197 | -7.467 | 15.733 |
| 22 Jun | 77094.07 | 1125 | -155 (-12.11%) | 13.04 | 94 | 1.6 | 23.2 |
| 19 Jun | 76802.90 | 1268.2 | 201.8 (18.92%) | 13.5 | 67 | 1.867 | 21.6 |
| 18 Jun | 77409.98 | 1073.25 | -183.15 (-14.58%) | 13.79 | 113 | -1.333 | 19.733 |
| 17 Jun | 77155.62 | 1250 | -195.05 (-13.50%) | 14.39 | 66 | 5.867 | 21.067 |
| 16 Jun | 76808.48 | 1430 | -322.9 (-18.42%) | 14.55 | 47 | -8.267 | 15.2 |
| 15 Jun | 76264.33 | 1730.9 | -835.65 (-32.56%) | 14.68 | 633 | 21.333 | 23.467 |
| 12 Jun | 75527.95 | 2566.55 | -902.95 (-26.03%) | 18.65 | 1 | 0.267 | 2.133 |
| 11 Jun | 73832.55 | 3469.5 | -430.05 (-11.03%) | 16.97 | 7 | 1.067 | 1.867 |
| 10 Jun | 73983.18 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 9 Jun | 73918.76 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 8 Jun | 73524.26 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 5 Jun | 74243.34 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 4 Jun | 74360.01 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 3 Jun | 74346.17 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 2 Jun | 74649.84 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 1 Jun | 74267.34 | 2089.3 | 74.65 (3.71%) | - | 0 | 0 | 0.8 |
| 29 May | 74775.74 | 2089.3 | 74.65 (3.71%) | 11.29 | 9 | -0.8 | 0.8 |
| 27 May | 75867.80 | 2598.35 | -232.65 (-8.22%) | - | 0 | 0 | 1.6 |
| 26 May | 76009.70 | 2598.35 | -232.65 (-8.22%) | - | 0 | 0 | 1.6 |
| 25 May | 76488.96 | 2598.35 | -232.65 (-8.22%) | - | 0 | 0 | 1.6 |
| 22 May | 75415.35 | 2598.35 | -232.65 (-8.22%) | 17.27 | 6 | 1.6 | 1.6 |
| 8 May | 77328.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 May | 77844.52 | 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 77500 expiring on 30JUL2026
Delta for 77500 PE is -0.45
Historical price for 77500 PE is as follows
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 1114.45, which was -63.4 lower than the previous day. The implied volatity was 13.3, the open interest changed by 684 which increased total open position to 800
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 1165, which was -460.5 lower than the previous day. The implied volatity was 13.37, the open interest changed by 55 which increased total open position to 116
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 1647.4, which was 530.45 higher than the previous day. The implied volatity was 13.66, the open interest changed by -28 which decreased total open position to 59
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 1125, which was -155 lower than the previous day. The implied volatity was 13.04, the open interest changed by 6 which increased total open position to 87
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1268.2, which was 201.8 higher than the previous day. The implied volatity was 13.5, the open interest changed by 7 which increased total open position to 81
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 1073.25, which was -183.15 lower than the previous day. The implied volatity was 13.79, the open interest changed by -5 which decreased total open position to 74
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1250, which was -195.05 lower than the previous day. The implied volatity was 14.39, the open interest changed by 22 which increased total open position to 79
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1430, which was -322.9 lower than the previous day. The implied volatity was 14.55, the open interest changed by -31 which decreased total open position to 57
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 1730.9, which was -835.65 lower than the previous day. The implied volatity was 14.68, the open interest changed by 80 which increased total open position to 88
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 2566.55, which was -902.95 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 8
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 3469.5, which was -430.05 lower than the previous day. The implied volatity was 16.97, the open interest changed by 4 which increased total open position to 7
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 2089.3, which was 74.65 higher than the previous day. The implied volatity was 11.29, the open interest changed by -3 which decreased total open position to 3
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 2598.35, which was -232.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 2598.35, which was -232.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 2598.35, which was -232.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 2598.35, which was -232.65 lower than the previous day. The implied volatity was 17.27, the open interest changed by 6 which increased total open position to 6
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 7 May SENSEX50 was trading at 77844.52. 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 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
