SENSEX50
Sensex 50
Historical option data for SENSEX50
30 Apr 2026 04:14 PM IST
| SENSEX50 27-May-2026 (26d) 79000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 76913.50 | 849.95 | -105.5 | - | 713 | -32.8 | 137.6 | |||||||||
| 29 Apr | 77496.36 | 961.4 | 217.8 | - | 836 | 87.2 | 170.4 | |||||||||
| 28 Apr | 76886.91 | 752 | -245.9 | - | 207 | 23.733 | 83.2 | |||||||||
| 27 Apr | 77303.63 | 1014.95 | 117.35 | - | 133 | 10.667 | 59.467 | |||||||||
| 24 Apr | 76664.21 | 922 | -306.45 | - | 234 | -6.4 | 48.8 | |||||||||
| 23 Apr | 77664.00 | 1243.05 | -431.5 | - | 159 | 13.067 | 55.2 | |||||||||
| 22 Apr | 78516.49 | 1667.4 | -354.6 | - | 115 | 8.267 | 42.133 | |||||||||
| 21 Apr | 79273.33 | 2044.95 | 368.4 | - | 80 | 4.533 | 33.867 | |||||||||
| 20 Apr | 78520.30 | 1635.15 | -10.6 | - | 129 | 0 | 29.333 | |||||||||
| 17 Apr | 78493.54 | 1670 | 219 | - | 78 | 0 | 29.333 | |||||||||
| 16 Apr | 77988.68 | 1451 | -130.5 | 14.52 | 32 | 8.533 | 29.333 | |||||||||
| 15 Apr | 78111.24 | 1562.45 | -389 | 14.99 | 78 | 20.8 | 20.8 | |||||||||
| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 77566.16 | - | - | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex 50 - strike price 79000 expiring on 27MAY2026
Delta for 79000 CE is -
Historical price for 79000 CE is as follows
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 849.95, which was -105.5 lower than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 516
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 961.4, which was 217.8 higher than the previous day. The implied volatity was -, the open interest changed by 327 which increased total open position to 639
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 752, which was -245.9 lower than the previous day. The implied volatity was -, the open interest changed by 89 which increased total open position to 312
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 1014.95, which was 117.35 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 223
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 922, which was -306.45 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 183
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 1243.05, which was -431.5 lower than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 207
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 1667.4, which was -354.6 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 158
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 2044.95, which was 368.4 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 127
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 1635.15, which was -10.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 1670, which was 219 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 110
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1451, which was -130.5 lower than the previous day. The implied volatity was 14.52, the open interest changed by 32 which increased total open position to 110
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1562.45, which was -389 lower than the previous day. The implied volatity was 14.99, the open interest changed by 78 which increased total open position to 78
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 9 Mar SENSEX50 was trading at 77566.16. 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 6 Mar SENSEX50 was trading at 78918.90. 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
On 5 Mar SENSEX50 was trading at 80015.90. 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
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 (26d) 79000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 76913.50 | 2266.2 | 386 | - | 84 | 4.8 | 118.133 |
| 29 Apr | 77496.36 | 1928.45 | -371.55 | - | 374 | 57.6 | 113.333 |
| 28 Apr | 76886.91 | 2300 | 88.3 | - | 10 | -1.067 | 55.733 |
| 27 Apr | 77303.63 | 2211.7 | -630.8 | - | 14 | 2.133 | 56.8 |
| 24 Apr | 76664.21 | 2842.5 | 717.35 | - | 15 | -0.533 | 54.667 |
| 23 Apr | 77664.00 | 2125.15 | 441 | - | 93 | 10.667 | 55.2 |
| 22 Apr | 78516.49 | 1678.2 | 359.65 | - | 132 | 10.667 | 44.533 |
| 21 Apr | 79273.33 | 1319.05 | -438.05 | - | 88 | 3.467 | 33.867 |
| 20 Apr | 78520.30 | 1845.45 | 185.85 | - | 88 | 6.133 | 30.4 |
| 17 Apr | 78493.54 | 1621 | -278.2 | - | 93 | 0.8 | 24.267 |
| 16 Apr | 77988.68 | 1899.2 | -35.9 | 17.58 | 43 | 11.467 | 23.467 |
| 15 Apr | 78111.24 | 1934.65 | -1647.2 | 18.11 | 50 | 12 | 12 |
| 13 Apr | 76847.57 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 77550.25 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 76631.65 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 77566.16 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 78918.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 80015.90 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 79116.19 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 80238.85 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex 50 - strike price 79000 expiring on 27MAY2026
Delta for 79000 PE is -
Historical price for 79000 PE is as follows
On 30 Apr SENSEX50 was trading at 76913.50. The strike last trading price was 2266.2, which was 386 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 443
On 29 Apr SENSEX50 was trading at 77496.36. The strike last trading price was 1928.45, which was -371.55 lower than the previous day. The implied volatity was -, the open interest changed by 216 which increased total open position to 425
On 28 Apr SENSEX50 was trading at 76886.91. The strike last trading price was 2300, which was 88.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 209
On 27 Apr SENSEX50 was trading at 77303.63. The strike last trading price was 2211.7, which was -630.8 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 213
On 24 Apr SENSEX50 was trading at 76664.21. The strike last trading price was 2842.5, which was 717.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 205
On 23 Apr SENSEX50 was trading at 77664.00. The strike last trading price was 2125.15, which was 441 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 207
On 22 Apr SENSEX50 was trading at 78516.49. The strike last trading price was 1678.2, which was 359.65 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 167
On 21 Apr SENSEX50 was trading at 79273.33. The strike last trading price was 1319.05, which was -438.05 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 127
On 20 Apr SENSEX50 was trading at 78520.30. The strike last trading price was 1845.45, which was 185.85 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 114
On 17 Apr SENSEX50 was trading at 78493.54. The strike last trading price was 1621, which was -278.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 91
On 16 Apr SENSEX50 was trading at 77988.68. The strike last trading price was 1899.2, which was -35.9 lower than the previous day. The implied volatity was 17.58, the open interest changed by 43 which increased total open position to 88
On 15 Apr SENSEX50 was trading at 78111.24. The strike last trading price was 1934.65, which was -1647.2 lower than the previous day. The implied volatity was 18.11, the open interest changed by 45 which increased total open position to 45
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 9 Mar SENSEX50 was trading at 77566.16. 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 6 Mar SENSEX50 was trading at 78918.90. 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
On 5 Mar SENSEX50 was trading at 80015.90. 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
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
