SENSEX50
Sensex 50
Historical option data for SENSEX50
07 May 2026 12:03 PM IST
| SENSEX50 27-May-2026 (20d) 78000 CE | ||||||||||||||||
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Delta: 0.57
Vega: 72.07
Theta: -38.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 77975.41 | 1308.95 | -162.3 (-11.03%) | 14.98 | 3,520 | 232 | 636.8 | |||||||||
| 6 May | 77958.52 | 1472 | 451.85 (44.29%) | 16.57 | 2,452 | 116 | 404.8 | |||||||||
| 5 May | 77017.79 | 1033.8 | -247.85 (-19.34%) | 16.84 | 651 | 42.933 | 288.8 | |||||||||
| 4 May | 77269.40 | 1271.05 | 37.5 (3.04%) | 17.92 | 1,676 | 92.533 | 245.867 | |||||||||
| 30 Apr | 76913.50 | 1270 | -172.5 (-11.96%) | - | 1,106 | 22.4 | 153.333 | |||||||||
| 29 Apr | 77496.36 | 1360.35 | 213.05 (18.57%) | - | 672 | -2.133 | 130.933 | |||||||||
| 28 Apr | 76886.91 | 1166.65 | -301.7 (-20.55%) | - | 319 | 8.533 | 133.067 | |||||||||
| 27 Apr | 77303.63 | 1481 | 165.45 (12.58%) | - | 185 | -4.533 | 124.533 | |||||||||
| 24 Apr | 76664.21 | 1420.55 | -351.1 (-19.82%) | - | 482 | 64.267 | 129.067 | |||||||||
| 23 Apr | 77664.00 | 1750.9 | -519.2 (-22.87%) | - | 242 | 8 | 64.8 | |||||||||
| 22 Apr | 78516.49 | 2252.7 | -476.8 (-17.47%) | - | 76 | 8 | 56.8 | |||||||||
| 21 Apr | 79273.33 | 2700 | 311.8 (13.06%) | - | 67 | 5.6 | 48.8 | |||||||||
| 20 Apr | 78520.30 | 2265.75 | 10.8 (0.48%) | - | 29 | -0.267 | 43.2 | |||||||||
| 17 Apr | 78493.54 | 2287.75 | 235.35 (11.47%) | - | 133 | 10.4 | 43.467 | |||||||||
| 16 Apr | 77988.68 | 1943.05 | -229.05 (-10.55%) | 14.21 | 193 | 18.4 | 33.067 | |||||||||
| 15 Apr | 78111.24 | 2136.95 | -227.9 (-9.64%) | 15.43 | 90 | 14.133 | 14.667 | |||||||||
| 13 Apr | 76847.57 | 1679.75 | -1106.85 (-39.72%) | - | 0 | 0 | 0.533 | |||||||||
| 10 Apr | 77550.25 | 1679.75 | -1106.85 (-39.72%) | - | 0 | 0 | 0.533 | |||||||||
| 9 Apr | 76631.65 | 1679.75 | -1106.85 (-39.72%) | - | 2 | 0.533 | 0.533 | |||||||||
| 12 Mar | 76034.42 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 78205.98 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
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| 2 Mar | 80238.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 78000 expiring on 27MAY2026
Delta for 78000 CE is 0.57
Historical price for 78000 CE is as follows
On 7 May SENSEX50 was trading at 77975.41. The strike last trading price was 1308.95, which was -162.3 lower than the previous day. The implied volatity was 14.98, the open interest changed by 870 which increased total open position to 2388
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 1472, which was 451.85 higher than the previous day. The implied volatity was 16.57, the open interest changed by 435 which increased total open position to 1518
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1033.8, which was -247.85 lower than the previous day. The implied volatity was 16.84, the open interest changed by 161 which increased total open position to 1083
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1271.05, which was 37.5 higher than the previous day. The implied volatity was 17.92, the open interest changed by 347 which increased total open position to 922
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1270, which was -172.5 lower than the previous day. The implied volatity was -, the open interest changed by 84 which increased total open position to 575
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1360.35, which was 213.05 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 491
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1166.65, which was -301.7 lower than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 499
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1481, which was 165.45 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 467
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 1420.55, which was -351.1 lower than the previous day. The implied volatity was -, the open interest changed by 241 which increased total open position to 484
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 1750.9, which was -519.2 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 243
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 2252.7, which was -476.8 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 213
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 2700, which was 311.8 higher than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 183
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 2265.75, which was 10.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 162
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 2287.75, which was 235.35 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 163
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1943.05, which was -229.05 lower than the previous day. The implied volatity was 14.21, the open interest changed by 69 which increased total open position to 124
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 2136.95, which was -227.9 lower than the previous day. The implied volatity was 15.43, the open interest changed by 53 which increased total open position to 55
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 1679.75, which was -1106.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 1679.75, which was -1106.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 1679.75, which was -1106.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
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 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 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 5 Mar SENSEX50 was trading at 80015.90. 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 4 Mar SENSEX50 was trading at 79116.19. 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 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 (20d) 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 72.26
Theta: -20.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 77975.41 | 1050.95 | 105.5 (11.16%) | 17.05 | 3,764 | 305.067 | 520 |
| 6 May | 77958.52 | 926 | -571.55 (-38.17%) | 15.29 | 1,011 | 31.733 | 214.933 |
| 5 May | 77017.79 | 1484.1 | 51.85 (3.62%) | 15.99 | 463 | -37.067 | 183.2 |
| 4 May | 77269.40 | 1446 | -227.95 (-13.62%) | 17.06 | 870 | 26.133 | 220.267 |
| 30 Apr | 76913.50 | 1558.55 | 158.65 (11.33%) | - | 422 | 46.133 | 194.133 |
| 29 Apr | 77496.36 | 1434.95 | -404 (-21.97%) | - | 751 | 51.2 | 148 |
| 28 Apr | 76886.91 | 1819.35 | 176.8 (10.76%) | - | 226 | -5.067 | 96.8 |
| 27 Apr | 77303.63 | 1615 | -472.9 (-22.65%) | - | 324 | -54.133 | 101.867 |
| 24 Apr | 76664.21 | 2043.7 | 410.7 (25.15%) | - | 266 | 47.733 | 156 |
| 23 Apr | 77664.00 | 1630 | 335.15 (25.88%) | - | 169 | 8.533 | 108.267 |
| 22 Apr | 78516.49 | 1296 | 290.9 (28.94%) | - | 163 | 6.933 | 99.733 |
| 21 Apr | 79273.33 | 999.5 | -404.2 (-28.80%) | - | 304 | 20.8 | 92.8 |
| 20 Apr | 78520.30 | 1403.55 | 141.3 (11.19%) | - | 118 | -3.733 | 72 |
| 17 Apr | 78493.54 | 1280 | -299.65 (-18.97%) | - | 197 | 24.8 | 75.733 |
| 16 Apr | 77988.68 | 1572.4 | 72.4 (4.83%) | 19.03 | 269 | 44.267 | 50.933 |
| 15 Apr | 78111.24 | 1500 | -1501.85 (-50.03%) | 18.45 | 60 | 6.4 | 6.667 |
| 13 Apr | 76847.57 | 2362.45 | -287.45 (-10.85%) | - | 0 | 0 | 0.267 |
| 10 Apr | 77550.25 | 2362.45 | -287.45 (-10.85%) | - | 0 | 0 | 0.267 |
| 9 Apr | 76631.65 | 2362.45 | -287.45 (-10.85%) | - | 1 | 0.267 | 0.267 |
| 12 Mar | 76034.42 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 76863.71 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 10 Mar | 78205.98 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 78000 expiring on 27MAY2026
Delta for 78000 PE is -0.44
Historical price for 78000 PE is as follows
On 7 May SENSEX50 was trading at 77975.41. The strike last trading price was 1050.95, which was 105.5 higher than the previous day. The implied volatity was 17.05, the open interest changed by 1144 which increased total open position to 1950
On 6 May SENSEX50 was trading at 77958.52. The strike last trading price was 926, which was -571.55 lower than the previous day. The implied volatity was 15.29, the open interest changed by 119 which increased total open position to 806
On 5 May SENSEX50 was trading at 77017.79. The strike last trading price was 1484.1, which was 51.85 higher than the previous day. The implied volatity was 15.99, the open interest changed by -139 which decreased total open position to 687
On 4 May SENSEX50 was trading at 77269.40. The strike last trading price was 1446, which was -227.95 lower than the previous day. The implied volatity was 17.06, the open interest changed by 98 which increased total open position to 826
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 1558.55, which was 158.65 higher than the previous day. The implied volatity was -, the open interest changed by 173 which increased total open position to 728
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1434.95, which was -404 lower than the previous day. The implied volatity was -, the open interest changed by 192 which increased total open position to 555
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 1819.35, which was 176.8 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 363
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1615, which was -472.9 lower than the previous day. The implied volatity was -, the open interest changed by -203 which decreased total open position to 382
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 2043.7, which was 410.7 higher than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 585
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 1630, which was 335.15 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 406
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 1296, which was 290.9 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 374
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 999.5, which was -404.2 lower than the previous day. The implied volatity was -, the open interest changed by 78 which increased total open position to 348
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 1403.55, which was 141.3 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 270
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 1280, which was -299.65 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 284
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1572.4, which was 72.4 higher than the previous day. The implied volatity was 19.03, the open interest changed by 166 which increased total open position to 191
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1500, which was -1501.85 lower than the previous day. The implied volatity was 18.45, the open interest changed by 24 which increased total open position to 25
On 13 Apr SENSEX50 was trading at 76847.57. The strike last trading price was 2362.45, which was -287.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Apr SENSEX50 was trading at 77550.25. The strike last trading price was 2362.45, which was -287.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr SENSEX50 was trading at 76631.65. The strike last trading price was 2362.45, which was -287.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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 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 5 Mar SENSEX50 was trading at 80015.90. 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 4 Mar SENSEX50 was trading at 79116.19. 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 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
