Historical option data for SENSEX50
25 Jun 2026 04:09 PM IST
| SENSEX50 30-Jul-2026 (34d) 78000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 95.09
Theta: -25.1
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 77100.47 | 980.4 | -43.65 (-4.26%) | 11.22 | 2,460 | 285.333 | 410.4 | |||||||||
| 24 Jun | 76991.22 | 1033.15 | 266.1 (34.69%) | 11.91 | 384 | 17.867 | 125.067 | |||||||||
| 23 Jun | 76120.50 | 770 | -297.25 (-27.85%) | 12.74 | 473 | -9.067 | 109.067 | |||||||||
| 22 Jun | 77094.07 | 1062 | 48.45 (4.78%) | 11.44 | 353 | 17.333 | 118.133 | |||||||||
| 19 Jun | 76802.90 | 1010.3 | -220.7 (-17.93%) | 11 | 260 | 29.333 | 100.8 | |||||||||
| 18 Jun | 77409.98 | 1262.7 | 134.7 (11.94%) | 10.57 | 284 | 17.333 | 71.467 | |||||||||
| 17 Jun | 77155.62 | 1122.4 | 110.3 (10.90%) | 10.3 | 317 | 4 | 54.133 | |||||||||
| 16 Jun | 76808.48 | 1025 | 120.65 (13.34%) | 10.78 | 321 | -2.667 | 50.133 | |||||||||
| 15 Jun | 76264.33 | 912 | 158.2 (20.99%) | 11.86 | 757 | 32 | 52.8 | |||||||||
| 12 Jun | 75527.95 | 764.4 | 401.7 (110.75%) | 12.43 | 153 | 10.667 | 20.8 | |||||||||
| 11 Jun | 73832.55 | 395.85 | 50 (14.46%) | 13.21 | 42 | 5.333 | 10.133 | |||||||||
| 10 Jun | 73983.18 | 399.95 | -16.65 (-4.00%) | 12.68 | 5 | 0.267 | 4.8 | |||||||||
| 9 Jun | 73918.76 | 417.85 | -13.15 (-3.05%) | 12.9 | 8 | 0 | 4.533 | |||||||||
| 8 Jun | 73524.26 | 431 | -112.15 (-20.65%) | 14.03 | 24 | -4.8 | 4.533 | |||||||||
| 5 Jun | 74243.34 | 536.25 | -56.2 (-9.49%) | 12.7 | 3 | -0.267 | 9.333 | |||||||||
| 4 Jun | 74360.01 | 592.45 | 13.65 (2.36%) | 12.54 | 12 | -0.533 | 9.6 | |||||||||
| 3 Jun | 74346.17 | 578.8 | -100.2 (-14.76%) | 12.54 | 8 | -2.133 | 10.133 | |||||||||
| 2 Jun | 74649.84 | 679 | -120 (-15.02%) | 12.53 | 5 | 0.533 | 12.267 | |||||||||
| 1 Jun | 74267.34 | 799 | -154.35 (-16.19%) | 14.58 | 3 | -0.533 | 11.733 | |||||||||
| 29 May | 74775.74 | 940 | -253.65 (-21.25%) | 13.9 | 18 | -3.2 | 12.267 | |||||||||
| 27 May | 75867.80 | 1193.65 | -161.05 (-11.89%) | 12.18 | 43 | 11.467 | 15.467 | |||||||||
| 26 May | 76009.70 | 1354.7 | -511.35 (-27.40%) | 12.79 | 15 | 4 | 4 | |||||||||
| 25 May | 76488.96 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 22 May | 75415.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 78000 expiring on 30JUL2026
Delta for 78000 CE is 0.48
Historical price for 78000 CE is as follows
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 980.4, which was -43.65 lower than the previous day. The implied volatity was 11.22, the open interest changed by 1070 which increased total open position to 1539
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 1033.15, which was 266.1 higher than the previous day. The implied volatity was 11.91, the open interest changed by 67 which increased total open position to 469
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 770, which was -297.25 lower than the previous day. The implied volatity was 12.74, the open interest changed by -34 which decreased total open position to 409
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 1062, which was 48.45 higher than the previous day. The implied volatity was 11.44, the open interest changed by 65 which increased total open position to 443
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1010.3, which was -220.7 lower than the previous day. The implied volatity was 11, the open interest changed by 110 which increased total open position to 378
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 1262.7, which was 134.7 higher than the previous day. The implied volatity was 10.57, the open interest changed by 65 which increased total open position to 268
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1122.4, which was 110.3 higher than the previous day. The implied volatity was 10.3, the open interest changed by 15 which increased total open position to 203
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1025, which was 120.65 higher than the previous day. The implied volatity was 10.78, the open interest changed by -10 which decreased total open position to 188
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 912, which was 158.2 higher than the previous day. The implied volatity was 11.86, the open interest changed by 120 which increased total open position to 198
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 764.4, which was 401.7 higher than the previous day. The implied volatity was 12.43, the open interest changed by 40 which increased total open position to 78
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 395.85, which was 50 higher than the previous day. The implied volatity was 13.21, the open interest changed by 20 which increased total open position to 38
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 399.95, which was -16.65 lower than the previous day. The implied volatity was 12.68, the open interest changed by 1 which increased total open position to 18
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 417.85, which was -13.15 lower than the previous day. The implied volatity was 12.9, the open interest changed by 0 which decreased total open position to 17
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 431, which was -112.15 lower than the previous day. The implied volatity was 14.03, the open interest changed by -18 which decreased total open position to 17
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 536.25, which was -56.2 lower than the previous day. The implied volatity was 12.7, the open interest changed by -1 which decreased total open position to 35
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 592.45, which was 13.65 higher than the previous day. The implied volatity was 12.54, the open interest changed by -2 which decreased total open position to 36
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 578.8, which was -100.2 lower than the previous day. The implied volatity was 12.54, the open interest changed by -8 which decreased total open position to 38
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 679, which was -120 lower than the previous day. The implied volatity was 12.53, the open interest changed by 2 which increased total open position to 46
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 799, which was -154.35 lower than the previous day. The implied volatity was 14.58, the open interest changed by -2 which decreased total open position to 44
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 940, which was -253.65 lower than the previous day. The implied volatity was 13.9, the open interest changed by -12 which decreased total open position to 46
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 1193.65, which was -161.05 lower than the previous day. The implied volatity was 12.18, the open interest changed by 43 which increased total open position to 58
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 1354.7, which was -511.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by 15 which increased total open position to 15
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 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 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) 78000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 95.15
Theta: -6.92
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 77100.47 | 1367.65 | -46.1 (-3.26%) | 13.36 | 2,018 | 280.267 | 313.333 |
| 24 Jun | 76991.22 | 1372.45 | -547.15 (-28.50%) | 12.91 | 274 | -7.2 | 33.067 |
| 23 Jun | 76120.50 | 1927.4 | 565.05 (41.48%) | 13.43 | 319 | -9.6 | 40.8 |
| 22 Jun | 77094.07 | 1390.95 | -162.1 (-10.44%) | 13.25 | 196 | -11.733 | 50.4 |
| 19 Jun | 76802.90 | 1522.45 | 254.3 (20.05%) | 13.52 | 133 | 22.933 | 62.133 |
| 18 Jun | 77409.98 | 1247 | -254.75 (-16.96%) | 13.32 | 126 | 1.867 | 39.2 |
| 17 Jun | 77155.62 | 1487.8 | -210.5 (-12.39%) | 14.42 | 107 | 4.8 | 37.333 |
| 16 Jun | 76808.48 | 1680 | -348.7 (-17.19%) | 14.53 | 129 | -0.533 | 32.533 |
| 15 Jun | 76264.33 | 2001.05 | -818.6 (-29.03%) | 14.59 | 271 | 10.133 | 33.067 |
| 12 Jun | 75527.95 | 2819.65 | -1046.8 (-27.07%) | 18.23 | 5 | 0 | 22.933 |
| 11 Jun | 73832.55 | 3866.45 | -398.8 (-9.35%) | 17.33 | 14 | 0.533 | 22.933 |
| 10 Jun | 73983.18 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 9 Jun | 73918.76 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 8 Jun | 73524.26 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 5 Jun | 74243.34 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 4 Jun | 74360.01 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 3 Jun | 74346.17 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 2 Jun | 74649.84 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 1 Jun | 74267.34 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 29 May | 74775.74 | 2400 | -99.35 (-3.98%) | - | 0 | 0 | 22.4 |
| 27 May | 75867.80 | 2400 | -99.35 (-3.98%) | 15.61 | 4 | -0.533 | 22.4 |
| 26 May | 76009.70 | 2498.95 | -106.25 (-4.08%) | 16.96 | 73 | 19.467 | 22.933 |
| 25 May | 76488.96 | 2946.05 | -206.15 (-6.54%) | - | 0 | 0 | 3.467 |
| 22 May | 75415.35 | 2946.05 | -206.15 (-6.54%) | 17.77 | 13 | 3.467 | 3.467 |
| 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 |
| 4 May | 77269.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Sensex 50 - strike price 78000 expiring on 30JUL2026
Delta for 78000 PE is -0.51
Historical price for 78000 PE is as follows
On 25 Jun SENSEX50 was trading at 77100.47. The strike last trading price was 1367.65, which was -46.1 lower than the previous day. The implied volatity was 13.36, the open interest changed by 1051 which increased total open position to 1175
On 24 Jun SENSEX50 was trading at 76991.22. The strike last trading price was 1372.45, which was -547.15 lower than the previous day. The implied volatity was 12.91, the open interest changed by -27 which decreased total open position to 124
On 23 Jun SENSEX50 was trading at 76120.50. The strike last trading price was 1927.4, which was 565.05 higher than the previous day. The implied volatity was 13.43, the open interest changed by -36 which decreased total open position to 153
On 22 Jun SENSEX50 was trading at 77094.07. The strike last trading price was 1390.95, which was -162.1 lower than the previous day. The implied volatity was 13.25, the open interest changed by -44 which decreased total open position to 189
On 19 Jun SENSEX50 was trading at 76802.90. The strike last trading price was 1522.45, which was 254.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 86 which increased total open position to 233
On 18 Jun SENSEX50 was trading at 77409.98. The strike last trading price was 1247, which was -254.75 lower than the previous day. The implied volatity was 13.32, the open interest changed by 7 which increased total open position to 147
On 17 Jun SENSEX50 was trading at 77155.62. The strike last trading price was 1487.8, which was -210.5 lower than the previous day. The implied volatity was 14.42, the open interest changed by 18 which increased total open position to 140
On 16 Jun SENSEX50 was trading at 76808.48. The strike last trading price was 1680, which was -348.7 lower than the previous day. The implied volatity was 14.53, the open interest changed by -2 which decreased total open position to 122
On 15 Jun SENSEX50 was trading at 76264.33. The strike last trading price was 2001.05, which was -818.6 lower than the previous day. The implied volatity was 14.59, the open interest changed by 38 which increased total open position to 124
On 12 Jun SENSEX50 was trading at 75527.95. The strike last trading price was 2819.65, which was -1046.8 lower than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 86
On 11 Jun SENSEX50 was trading at 73832.55. The strike last trading price was 3866.45, which was -398.8 lower than the previous day. The implied volatity was 17.33, the open interest changed by 2 which increased total open position to 86
On 10 Jun SENSEX50 was trading at 73983.18. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 9 Jun SENSEX50 was trading at 73918.76. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 8 Jun SENSEX50 was trading at 73524.26. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 5 Jun SENSEX50 was trading at 74243.34. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 4 Jun SENSEX50 was trading at 74360.01. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 3 Jun SENSEX50 was trading at 74346.17. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 2 Jun SENSEX50 was trading at 74649.84. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 1 Jun SENSEX50 was trading at 74267.34. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 29 May SENSEX50 was trading at 74775.74. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 27 May SENSEX50 was trading at 75867.80. The strike last trading price was 2400, which was -99.35 lower than the previous day. The implied volatity was 15.61, the open interest changed by -2 which decreased total open position to 84
On 26 May SENSEX50 was trading at 76009.70. The strike last trading price was 2498.95, which was -106.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by 73 which increased total open position to 86
On 25 May SENSEX50 was trading at 76488.96. The strike last trading price was 2946.05, which was -206.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 22 May SENSEX50 was trading at 75415.35. The strike last trading price was 2946.05, which was -206.15 lower than the previous day. The implied volatity was 17.77, the open interest changed by 13 which increased total open position to 13
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 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
