SENSEX50
Sensex 50
Historical option data for SENSEX50
12 May 2026 04:09 PM IST
| SENSEX50 27-May-2026 (14d) 77700 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 May | 74559.24 | 719.45 | -400.2 (-35.74%) | - | 0 | 0 | 27.2 | |||||||||
| 11 May | 76015.28 | 719.45 | -400.2 (-35.74%) | 19.88 | 3 | -0.267 | 27.2 | |||||||||
| 8 May | 77328.19 | 1101.95 | -292 (-20.95%) | 15.32 | 148 | 22.667 | 27.467 | |||||||||
| 7 May | 77844.52 | 1393.95 | -245.05 (-14.95%) | 15 | 2 | 0 | 4.8 | |||||||||
| 6 May | 77958.52 | 1639 | 404.5 (32.77%) | 16.53 | 45 | 3.733 | 4.8 | |||||||||
| 5 May | 77017.79 | 1464.9 | 430.85 (41.67%) | - | 0 | 0 | 1.067 | |||||||||
| 4 May | 77269.40 | 1464.9 | 430.85 (41.67%) | 18.57 | 15 | 0.533 | 1.067 | |||||||||
| 30 Apr | 76913.50 | 1639.2 | 304 (22.77%) | - | 0 | 0 | 0.533 | |||||||||
| 29 Apr | 77496.36 | 1639.2 | 304 (22.77%) | - | 3 | 0.533 | 0.533 | |||||||||
| 28 Apr | 76886.91 | 1790.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 77303.63 | 1790.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 76664.21 | 1790.65 | 0 (0.00%) | 0.35 | 0 | 0 | 0 | |||||||||
| 23 Apr | 77664.00 | 2692.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 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 | |||||||||
| 12 Mar | 76034.42 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 78205.98 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 77700 expiring on 27MAY2026
Delta for 77700 CE is -
Historical price for 77700 CE is as follows
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 719.45, which was -400.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 719.45, which was -400.2 lower than the previous day. The implied volatity was 19.88, the open interest changed by -1 which decreased total open position to 102
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1101.95, which was -292 lower than the previous day. The implied volatity was 15.32, the open interest changed by 85 which increased total open position to 103
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 1393.95, which was -245.05 lower than the previous day. The implied volatity was 15, the open interest changed by 0 which decreased total open position to 18
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 1639, which was 404.5 higher than the previous day. The implied volatity was 16.53, the open interest changed by 14 which increased total open position to 18
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1464.9, which was 430.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1464.9, which was 430.85 higher than the previous day. The implied volatity was 18.57, the open interest changed by 2 which increased total open position to 4
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1639.2, which was 304 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1639.2, which was 304 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1790.65, 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 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1790.65, 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 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1790.65, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 2692.05, 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 Apr SENSEX50 was trading at 78516.49. 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 21 Apr SENSEX50 was trading at 79273.33. 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 20 Apr SENSEX50 was trading at 78520.30. 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 17 Apr SENSEX50 was trading at 78493.54. 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 16 Apr SENSEX50 was trading at 77988.68. 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 15 Apr SENSEX50 was trading at 78111.24. 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 Apr SENSEX50 was trading at 76847.57. 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 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 12 Mar SENSEX50 was trading at 76034.42. 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 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
On 4 Mar SENSEX50 was trading at 79116.19. 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 2 Mar SENSEX50 was trading at 80238.85. 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 (14d) 77700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 May | 74559.24 | 1599.3 | 467.65 (41.32%) | - | 0 | 0 | 32.8 |
| 11 May | 76015.28 | 1599.3 | 467.65 (41.32%) | 11.84 | 3 | -0.533 | 32.8 |
| 8 May | 77328.19 | 1145.2 | 218.2 (23.54%) | 16.61 | 152 | 26.933 | 33.333 |
| 7 May | 77844.52 | 935.2 | 119.35 (14.63%) | 16.55 | 190 | 2.4 | 6.4 |
| 6 May | 77958.52 | 803.8 | -635.85 (-44.17%) | 15.35 | 17 | 2.133 | 4 |
| 5 May | 77017.79 | 1439.65 | 141.55 (10.90%) | 17.6 | 18 | -2.933 | 1.867 |
| 4 May | 77269.40 | 1298.1 | -236.25 (-15.40%) | 17.15 | 28 | -0.8 | 4.8 |
| 30 Apr | 76913.50 | 1534.35 | 284.35 (22.75%) | - | 25 | 4 | 5.6 |
| 29 Apr | 77496.36 | 1250 | -559.5 (-30.92%) | - | 1 | 0.267 | 1.6 |
| 28 Apr | 76886.91 | 1550.65 | -548.15 (-26.12%) | - | 0 | 0 | 1.333 |
| 27 Apr | 77303.63 | 1550.65 | -548.15 (-26.12%) | - | 5 | 1.333 | 1.333 |
| 24 Apr | 76664.21 | 1429.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Apr | 77664.00 | 1466.85 | 0 (0.00%) | - | 0 | 0 | 0 |
| 22 Apr | 78516.49 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 21 Apr | 79273.33 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Apr | 78520.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Apr | 78493.54 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Apr | 77988.68 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 15 Apr | 78111.24 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 13 Apr | 76847.57 | 0 | 0 (0.00%) | - | 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 |
| 12 Mar | 76034.42 | - | - | - | 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 |
| 4 Mar | 79116.19 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 77700 expiring on 27MAY2026
Delta for 77700 PE is -
Historical price for 77700 PE is as follows
On 12 May SENSEX50 was trading at 74559.24. The strike last trading price was 1599.3, which was 467.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 123
On 11 May SENSEX50 was trading at 76015.28. The strike last trading price was 1599.3, which was 467.65 higher than the previous day. The implied volatity was 11.84, the open interest changed by -2 which decreased total open position to 123
On 8 May SENSEX50 was trading at 77328.19. The strike last trading price was 1145.2, which was 218.2 higher than the previous day. The implied volatity was 16.61, the open interest changed by 101 which increased total open position to 125
On 7 May SENSEX50 was trading at 77844.52. The strike last trading price was 935.2, which was 119.35 higher than the previous day. The implied volatity was 16.55, the open interest changed by 9 which increased total open position to 24
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 803.8, which was -635.85 lower than the previous day. The implied volatity was 15.35, the open interest changed by 8 which increased total open position to 15
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1439.65, which was 141.55 higher than the previous day. The implied volatity was 17.6, the open interest changed by -11 which decreased total open position to 7
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1298.1, which was -236.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by -3 which decreased total open position to 18
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1534.35, which was 284.35 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 21
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1250, which was -559.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1550.65, which was -548.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1550.65, which was -548.15 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1429.6, 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 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 1466.85, 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 Apr SENSEX50 was trading at 78516.49. 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 21 Apr SENSEX50 was trading at 79273.33. 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 20 Apr SENSEX50 was trading at 78520.30. 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 17 Apr SENSEX50 was trading at 78493.54. 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 16 Apr SENSEX50 was trading at 77988.68. 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 15 Apr SENSEX50 was trading at 78111.24. 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 Apr SENSEX50 was trading at 76847.57. 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 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 12 Mar SENSEX50 was trading at 76034.42. 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 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
On 4 Mar SENSEX50 was trading at 79116.19. 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 2 Mar SENSEX50 was trading at 80238.85. 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
